Mga Batayang Estadistika
| Nilai Portofolio | $ 47,301,514,988 |
| Posisi Saat Ini | 9,599 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
FPCIX - Strategic Advisers Core Income Fund telah mengungkapkan total kepemilikan 9,599 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 47,301,514,988 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama FPCIX - Strategic Advisers Core Income Fund adalah Fidelity Sai Total Bond Fund (US:US31635T8493) , Pimco Funds - PIMCO Mortgage Opportunities and Bond Fund Class Institutional (US:PMZIX) , Bond Fund Of America - Bond Fund of America Class F-2 (US:ABNFX) , Voya Intermediate Bond I (US:US92913L6847) , and Doubleline Funds Trust - DoubleLine Total Return Bond Fund Class N (US:DLTNX) . Posisi baru FPCIX - Strategic Advisers Core Income Fund meliputi: Uniform Mortgage-Backed Security, TBA (US:US01F0526644) , UMBS TBA (US:US01F0406698) , Fannie Mae or Freddie Mac (US:US01F0506687) , Edwards Lifesciences Corporation (US:EW) , and Edwards Lifesciences Corporation (US:EW) .
Peningkatan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 1,000.00 | 2.4032 | 2.4032 | ||
| 981.36 | 2.3584 | 2.3918 | ||
| 884.70 | 2.1261 | 2.1261 | ||
| 520.94 | 1.2519 | 1.8888 | ||
| 258.45 | 0.6211 | 1.4423 | ||
| 4.63 | 498.89 | 1.1989 | 1.1853 | |
| 431.34 | 1.0366 | 0.8272 | ||
| 84.80 | 0.2038 | 0.8170 | ||
| 481.27 | 481.31 | 1.1567 | 0.7431 | |
| 339.38 | 0.8156 | 0.7367 |
Penurunan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 11.64 | 1,100.59 | 2.6449 | -1.5377 | |
| -584.46 | -1.4046 | -1.3725 | ||
| -179.66 | -0.4318 | -1.0529 | ||
| 10.31 | 0.0248 | -0.9864 | ||
| -175.69 | -0.4222 | -0.9857 | ||
| -265.02 | -0.6369 | -0.7631 | ||
| 28.45 | 249.20 | 0.5989 | -0.7627 | |
| 14.41 | 95.26 | 0.2289 | -0.6081 | |
| 4.48 | 0.0108 | -0.4318 | ||
| 344.31 | 3,088.48 | 7.4222 | -0.3904 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-07-29 untuk periode pelaporan 2025-05-31. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | Harga Saham Rata-rata | Saham (MM) |
ΔSaham (%) |
ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US31635T8493 / Fidelity Sai Total Bond Fund | 344.31 | -3.67 | 3,088.48 | -5.05 | 7.4222 | -0.3904 | |||
| PMZIX / Pimco Funds - PIMCO Mortgage Opportunities and Bond Fund Class Institutional | 204.84 | 2.83 | 1,900.96 | 2.06 | 4.5683 | 0.0945 | |||
| ABNFX / Bond Fund Of America - Bond Fund of America Class F-2 | 124.34 | 1.09 | 1,393.84 | -0.24 | 3.3496 | -0.0063 | |||
| US92913L6847 / Voya Intermediate Bond I | 158.18 | 1.07 | 1,371.38 | -0.31 | 3.2957 | -0.0086 | |||
| DLTNX / Doubleline Funds Trust - DoubleLine Total Return Bond Fund Class N | 145.67 | 1.14 | 1,271.70 | -0.35 | 3.0561 | -0.0090 | |||
| PIMIX / Pimco Funds - PIMCO Income Fund Class Institutional | 107.14 | 1.55 | 1,137.78 | 0.51 | 2.7343 | 0.0153 | |||
| US0570718546 / Baird Aggregate Bond Fund | 115.53 | 0.98 | 1,124.10 | -0.45 | 2.7014 | -0.0107 | |||
| IEF / iShares Trust - iShares 7-10 Year Treasury Bond ETF | 11.64 | -36.30 | 1,100.59 | -36.80 | 2.6449 | -1.5377 | |||
| US0570718702 / Baird Core Plus Bond Inst | 101.08 | 1.02 | 1,019.93 | -0.26 | 2.4511 | -0.0051 | |||
| US TREASURY RP 4.4% 6/5/25 / RA (N/A) | 1,000.00 | 2.4032 | 2.4032 | ||||||
| US01F0526644 / Uniform Mortgage-Backed Security, TBA | 981.36 | -6,762.77 | 2.3584 | 2.3918 | |||||
| US TREASURY RP 4.4% 6/2/25 / RA (N/A) | 884.70 | 2.1261 | 2.1261 | ||||||
| JHBSX / John Hancock Sovereign Bond Fund - John Hancock Bond Fund Class R6 | 56.65 | 1.13 | 758.53 | -0.65 | 1.8229 | -0.0109 | |||
| US4812C01005 / JPMorgan Core Bond Fund, Class R6 | 68.01 | 1.06 | 694.37 | -0.21 | 1.6687 | -0.0026 | |||
| US01F0406698 / UMBS TBA | 520.94 | -296.57 | 1.2519 | 1.8888 | |||||
| SPTL / SPDR Series Trust - SPDR Portfolio Long Term Treasury ETF | 19.44 | 5.25 | 505.64 | -0.77 | 1.2151 | -0.0088 | |||
| LQD / iShares Trust - iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.63 | 8,822.57 | 498.89 | 8,673.99 | 1.1989 | 1.1853 | |||
| US31635A3032 / Fidelity Securities Lending Cash Central Fund | 481.27 | 179.51 | 481.31 | 179.51 | 1.1567 | 0.7431 | |||
| US01F0506687 / Fannie Mae or Freddie Mac | 431.34 | 367.06 | 1.0366 | 0.8272 | |||||
| UST NOTES 4.25% 11/15/2034 / DBT (US91282CLW90) | 429.94 | 0.60 | 1.0332 | 0.0067 | |||||
| TOTL / SSGA Active Trust - SPDR DoubleLine Total Return Tactical ETF | 10.67 | 70.63 | 423.87 | 67.93 | 1.0186 | 0.4124 | |||
| CLMAX / Columbia Funds Series Trust II - Columbia Mortgage Opportunities Fund Class A | 50.59 | 7.80 | 420.91 | 7.28 | 1.0115 | 0.0692 | |||
| EW / Edwards Lifesciences Corporation | 420.78 | 5.56 | 1.0112 | 0.0533 | |||||
| EW / Edwards Lifesciences Corporation | 398.60 | 0.00 | 0.9579 | 0.0000 | |||||
| EW / Edwards Lifesciences Corporation | 398.60 | 57.84 | 0.9579 | 0.3510 | |||||
| US01F0526727 / Uniform Mortgage-Backed Security, TBA | 339.38 | 874.75 | 0.8156 | 0.7367 | |||||
| GVMXX / State Street Institutional Investment Trust - State Street Institutional US Govt Money Market Fnd Premier Cls | 330.92 | -21.19 | 330.92 | -21.19 | 0.7952 | -0.2133 | |||
| HFLIX / Hartford Mutual Funds Inc - Hartford Floating Rate Fund Class I | 36.65 | 9.37 | 328.77 | 7.58 | 0.7901 | 0.0560 | |||
| TGINX / TCW Funds Inc - TCW Emerging Markets Income Fund N Class | 34.99 | 1.49 | 293.60 | -0.64 | 0.7056 | -0.0042 | |||
| NYLI MacKay U.S. Infrastructure Bd Cl A / EC (US56062F7649) | 36.65 | 39.51 | 273.01 | 38.03 | 0.6561 | 0.1810 | |||
| US31607A7037 / Fidelity Investments Money Market Government Portfolio | 264.09 | 850.94 | 264.09 | 850.95 | 0.6347 | 0.5679 | |||
| US01F0206619 / FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | 258.45 | -171.34 | 0.6211 | 1.4423 | |||||
| EW / Edwards Lifesciences Corporation | 252.53 | 180.54 | 0.6069 | 0.4028 | |||||
| US31635V7863 / Fidelity Sai Us Treasury Bond Index Fund | 28.45 | -55.69 | 249.20 | -56.04 | 0.5989 | -0.7627 | |||
| US77956H5349 / T Rowe Price Emerging Markets Bond Fund | 26.81 | 1.51 | 244.79 | -0.67 | 0.5883 | -0.0036 | |||
| UST NOTES 4.125% 07/31/2031 / DBT (US91282CLD10) | 236.35 | -24.16 | 0.5680 | -0.1806 | |||||
| US01F0606677 / Uniform Mortgage-Backed Security, TBA | 234.46 | 174.48 | 0.5634 | 0.3698 | |||||
| US3161463563 / Fidelity U.S. Bond Index Fund | 22.26 | 4.63 | 229.53 | 3.33 | 0.5516 | 0.0181 | |||
| UST NOTES 3.875% 04/30/2030 / DBT (US91282CMZ13) | 192.37 | 0.4623 | 0.4623 | ||||||
| US21H0506640 / Ginnie Mae | 185.25 | 183.08 | 0.4452 | 0.2968 | |||||
| US91282CGM73 / United States Treasury Note/Bond | 183.89 | -0.49 | 0.4419 | -0.0019 | |||||
| US91282CJJ18 / US TREASURY NOTE 4.5% 11-15-33 | 178.52 | -5.52 | 0.4290 | -0.0248 | |||||
| US31635A1051 / Fidelity Cash Central Fund | 177.60 | 22.28 | 177.63 | 22.28 | 0.4269 | 0.0780 | |||
| UST NOTES 3.875% 08/15/2034 / DBT (US91282CLF67) | 164.92 | -8.19 | 0.3963 | -0.0351 | |||||
| US01F0206791 / UMBS, 30 Year, Single Family | 160.85 | -44.21 | 0.3866 | -0.2671 | |||||
| US91282CJG78 / U.S. Treasury Notes | 153.35 | 2.26 | 0.3685 | 0.0083 | |||||
| UNITED STATES TREASURY BOND 4.25% 08/15/2054 / DBT (US912810UC08) | 151.03 | -7.00 | 0.3630 | -0.0271 | |||||
| UST NOTES 3.75% 04/30/2027 / DBT (US91282CMY48) | 138.11 | 0.3319 | 0.3319 | ||||||
| US912810SX72 / UNITED STATES TREASURY BOND 2.375% 05/15/2051 | 116.58 | -9.25 | 0.2802 | -0.0284 | |||||
| US21H0606630 / Ginnie Mae | 113.53 | 220.46 | 0.2728 | 0.1925 | |||||
| UST NOTES 4% 04/30/2032 / DBT (US91282CNA52) | 112.90 | 0.2713 | 0.2713 | ||||||
| US21H0426617 / Ginnie Mae | 111.74 | -225.03 | 0.2685 | 0.4833 | |||||
| US21H0606713 / Ginnie Mae | 107.78 | 385.36 | 0.2590 | 0.2087 | |||||
| US912810TG31 / U.S. Treasury Bonds | 105.93 | -7.05 | 0.2546 | -0.0191 | |||||
| USHY / iShares Trust - iShares Broad USD High Yield Corporate Bond ETF | 2.84 | 105.11 | 0.2526 | 0.2526 | |||||
| UST NOTES 3.75% 05/15/2028 / DBT (US91282CND91) | 102.20 | 0.2456 | 0.2456 | ||||||
| IGSB / iShares Trust - iShares 1-5 Year Investment Grade Corporate Bond ETF | 1.92 | 525.68 | 100.59 | 526.90 | 0.2417 | 0.2032 | |||
| FBLTX / Fidelity Salem Street Trust - Fidelity SAI Long-Term Treasury Bond Index Fund | 14.41 | -70.72 | 95.26 | -72.66 | 0.2289 | -0.6081 | |||
| US91282CFB28 / United States Treasury Note/Bond | 94.45 | 0.46 | 0.2270 | 0.0012 | |||||
| US912810TL26 / TREASURY BOND | 89.47 | -7.70 | 0.2150 | -0.0178 | |||||
| US912810SS87 / T 1 5/8 11/15/50 | 88.60 | -7.31 | 0.2129 | -0.0167 | |||||
| US21H0206670 / G2SF 2.0 TBA 06-01-51 | 86.11 | -24.24 | 0.2069 | -0.0507 | |||||
| US912810TN81 / United States Treasury Note/Bond | 85.09 | 13.96 | 0.2045 | 0.0252 | |||||
| US01F0226674 / Uniform Mortgage-Backed Security, TBA | 84.80 | -131.35 | 0.2038 | 0.8170 | |||||
| US21H0526788 / Ginnie Mae | 83.22 | 132.70 | 0.2000 | 0.1189 | |||||
| USTN TII 2.125% 02/15/2054 / DBT (US912810TY47) | 81.33 | -7.18 | 0.1955 | -0.0150 | |||||
| UNITED STATES TREASURY BOND 4.75% 05/15/2055 / DBT (US912810UK24) | 80.62 | 0.1938 | 0.1938 | ||||||
| US01F0326664 / Uniform Mortgage-Backed Security, TBA | 80.54 | -285.11 | 0.1935 | 0.2922 | |||||
| US91282CHJ36 / United States Treasury Note/Bond | 80.32 | -45.41 | 0.1930 | -0.1604 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 78.50 | 6.41 | 0.1886 | 0.0115 | |||||
| UST NOTES 4.75% 02/15/2045 / DBT (US912810UJ50) | 77.31 | 0.1858 | 0.1858 | ||||||
| US91282CDK45 / United States Treasury Note/Bond | 77.12 | 0.68 | 0.1853 | 0.0013 | |||||
| US91282CFF32 / United States Treasury Note/Bond | 70.67 | -21.23 | 0.1698 | -0.0457 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 69.88 | -7.24 | 0.1679 | -0.0130 | |||||
| US912810TT51 / United States Treasury Note/Bond | 68.34 | -6.76 | 0.1642 | -0.0118 | |||||
| UST NOTES 3.625% 09/30/2031 / DBT (US91282CLM19) | 65.94 | 18.06 | 0.1585 | 0.0243 | |||||
| UST BILLS 0% 07/17/2025 / DBT (US912797PE18) | 65.34 | 0.1570 | 0.1570 | ||||||
| UST NOTES 4.25% 02/28/2031 / DBT (US91282CKC46) | 62.23 | 0.05 | 0.1496 | 0.0002 | |||||
| US91282CBW01 / United States Treasury Note/Bond | 61.74 | 0.76 | 0.1484 | 0.0012 | |||||
| US91282CES61 / U.S. Treasury Notes | 61.70 | 0.61 | 0.1483 | 0.0010 | |||||
| UNITED STATES TREASURY BOND 4.625% 05/15/2054 / DBT (US912810UA42) | 60.23 | 28.87 | 0.1447 | 0.0325 | |||||
| US91282CAU53 / United States Treasury Note/Bond | 58.96 | 1.07 | 0.1417 | 0.0016 | |||||
| US9128284N73 / United States Treasury Note/Bond | 58.60 | 69.59 | 0.1408 | 0.0578 | |||||
| US21H0506723 / Ginnie Mae | 56.83 | 0.1366 | 0.1366 | ||||||
| UST NOTES 4.5% 12/31/2031 / DBT (US91282CMC28) | 56.18 | 21.95 | 0.1350 | 0.0244 | |||||
| US01F0606750 / Uniform Mortgage-Backed Security, TBA | 55.14 | 22.02 | 0.1325 | 0.0301 | |||||
| US91282CHT18 / US TNOTE 3.875% DUE 08/15/2033 | 54.99 | -4.30 | 0.1322 | -0.0059 | |||||
| US38141GFD16 / Goldman Sachs 6.75% Notes 10/1/37 | 54.81 | -1.77 | 0.1317 | -0.0023 | |||||
| US21H0306660 / Ginnie Mae II pool | 53.25 | -10.28 | 0.1280 | -0.0066 | |||||
| UST NOTES 4.125% 10/31/2031 / DBT (US91282CLU35) | 53.10 | -0.16 | 0.1276 | -0.0001 | |||||
| US06051GLS65 / Bank of America Corp | 50.82 | 1.38 | 0.1221 | 0.0017 | |||||
| US912810SJ88 / United States Treas Bds Bond | 50.51 | 7.78 | 0.1214 | 0.0088 | |||||
| US95000U3G61 / Wells Fargo & Co | 47.35 | -0.22 | 0.1138 | -0.0002 | |||||
| UST NOTES 4.25% 05/15/2035 / DBT (US91282CNC19) | 46.75 | 0.1123 | 0.1123 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 46.03 | -4.55 | 0.1106 | -0.0052 | |||||
| UST NOTES 4.625% 02/15/2035 / DBT (US91282CMM00) | 46.02 | -23.07 | 0.1106 | -0.0331 | |||||
| UST NOTES 4.375% 07/15/2027 / DBT (US91282CKZ31) | 45.89 | -9.53 | 0.1103 | -0.0116 | |||||
| US91282CHZ77 / United States Treasury Note/Bond | 45.87 | 0.08 | 0.1102 | 0.0001 | |||||
| US912810TD00 / United States Treasury Note/Bond | 44.78 | -7.33 | 0.1076 | -0.0085 | |||||
| US21H0426799 / Ginnie Mae | 44.64 | 0.1073 | 0.1073 | ||||||
| US38141GA468 / Goldman Sachs Group Inc/The | 41.01 | 0.10 | 0.0985 | 0.0002 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 40.09 | 0.28 | 0.0963 | 0.0003 | |||||
| UNITED STATES TREASURY BOND 4.5% 11/15/2054 / DBT (US912810UE63) | 39.42 | -7.19 | 0.0947 | -0.0073 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 39.11 | -2.42 | 0.0940 | -0.0023 | |||||
| UST NOTES 4% 05/31/2030 / DBT (US91282CNG23) | 39.01 | 0.0938 | 0.0938 | ||||||
| US91282CHC82 / United States Treasury Note/Bond | 38.63 | -0.54 | 0.0928 | -0.0005 | |||||
| US912810RJ97 / United States Treas Bds Bond | 36.67 | 29.92 | 0.0881 | 0.0203 | |||||
| UNITED STATES TREASURY BOND 4.625% 02/15/2055 / DBT (US912810UG12) | 35.87 | -55.88 | 0.0862 | -0.1091 | |||||
| US097023DG73 / Boeing Co/The | 35.76 | 25.31 | 0.0859 | 0.0174 | |||||
| US91282CJC64 / United States Treasury Note/Bond | 35.12 | -0.14 | 0.0844 | -0.0001 | |||||
| UST NOTES 4.375% 05/15/2034 / DBT (US91282CKQ32) | 35.10 | 1,153.95 | 0.0843 | 0.0776 | |||||
| US398079AW30 / Greywolf CLO II Ltd | 35.01 | -0.10 | 0.0841 | -0.0000 | |||||
| UNITED STATES TREASURY BOND 4.25% 02/15/2054 / DBT (US912810TX63) | 33.76 | -13.74 | 0.0811 | -0.0129 | |||||
| US912810TV08 / US TREASURY N/B 4.75% 11-15-53 | 33.70 | -6.64 | 0.0810 | -0.0057 | |||||
| UST NOTES 4.125% 11/30/2031 / DBT (US91282CLZ22) | 33.46 | -0.20 | 0.0804 | -0.0001 | |||||
| US21H0406650 / GNMA | 33.13 | -1,818.36 | 0.0796 | 0.0840 | |||||
| US21H0326627 / GNMA | 33.13 | -229.45 | 0.0796 | 0.1411 | |||||
| AMT / American Tower Corporation | 32.29 | -2.18 | 0.0776 | -0.0017 | |||||
| US36179V4U15 / Ginnie Mae II Pool | 32.06 | -17.17 | 0.0771 | -0.0159 | |||||
| UST NOTES 4.125% 11/15/2027 / DBT (US91282CLX73) | 31.22 | 0.18 | 0.0750 | 0.0002 | |||||
| US46647PDX15 / JPMorgan Chase & Co | 30.70 | -0.13 | 0.0738 | -0.0001 | |||||
| US172967LW98 / Citigroup Inc | 30.30 | 0.12 | 0.0728 | 0.0001 | |||||
| US3132DWBG78 / Freddie Mac Pool | 30.14 | -4.35 | 0.0724 | -0.0032 | |||||
| US31418DXK35 / Fannie Mae Pool | 29.86 | -4.09 | 0.0718 | -0.0030 | |||||
| US3132DV6R15 / Freddie Mac Pool | 29.81 | -4.23 | 0.0716 | -0.0031 | |||||
| CIFC FUNDING 2018-II LTD A1R TSFR3M+137 10/20/2037 144A / ABS-CBDO (US17180WAJ45) | 28.81 | -0.41 | 0.0692 | -0.0002 | |||||
| UNITED STATES TREASURY BOND 4.625% 11/15/2044 / DBT (US912810UF39) | 28.54 | -68.22 | 0.0686 | -0.1471 | |||||
| US6174468L62 / Morgan Stanley | 27.89 | -2.22 | 0.0670 | -0.0015 | |||||
| US91282CFJ53 / United States Treasury Note/Bond | 27.25 | 0.50 | 0.0655 | 0.0004 | |||||
| US912810TC27 / United States Treasury Note/Bond | 26.53 | -4.70 | 0.0638 | -0.0031 | |||||
| US21H0226710 / GNII II 2.5% 07/01/2050 #TBA | 26.35 | -12.20 | 0.0633 | -0.0047 | |||||
| REGATTA XXIX FDG LTD / REGATTA XXIX FDG LLC A TSFR3M+138 09/06/2037 144A / ABS-CBDO (US758971AA30) | 26.06 | -0.30 | 0.0626 | -0.0002 | |||||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | 26.04 | -8.63 | 0.0626 | -0.0059 | |||||
| US91282CDL28 / UNITED STATES TREASURY NOTE 1.50000000 | 26.03 | 0.91 | 0.0626 | 0.0006 | |||||
| US31418EES54 / Fannie Mae Pool | 25.88 | 8.04 | 0.0622 | 0.0047 | |||||
| UST NOTES 4.25% 02/15/2028 / DBT (US91282CMN82) | 25.75 | -42.17 | 0.0619 | -0.0451 | |||||
| US21H0206753 / GINNIE MAE II POOL 30YR TBA (JULY) | 25.71 | -9.52 | 0.0618 | -0.0026 | |||||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | 25.58 | 66.15 | 0.0615 | 0.0266 | |||||
| US404280DU06 / HSBC Holdings PLC | 25.12 | -0.36 | 0.0604 | -0.0002 | |||||
| US61747YFH36 / Morgan Stanley | 24.46 | 1.68 | 0.0588 | 0.0010 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 24.38 | -3.82 | 0.0586 | -0.0023 | |||||
| MADISON PK FDG XXIX LTD / MADISON PK FDG XXIX LLC A1R2 TSFR3M+118 03/25/2038 144A / ABS-CBDO (US55820CAW55) | 24.17 | 0.0581 | 0.0581 | ||||||
| US912810SA79 / United States Treas Bds Bond | 24.08 | 432.79 | 0.0579 | 0.0470 | |||||
| US31418EB825 / Fannie Mae Pool | 24.06 | 202.73 | 0.0578 | 0.0387 | |||||
| US36179WNE48 / GNMA2 30YR | 23.74 | -4.40 | 0.0571 | -0.0026 | |||||
| US912810RC45 / United States Treas Bds Bond | 23.58 | 18.70 | 0.0567 | 0.0090 | |||||
| US912810TW80 / United States Treasury Note/Bond | 23.57 | -51.83 | 0.0566 | -0.0609 | |||||
| US31418DYX47 / UMBS | 23.30 | -4.23 | 0.0560 | -0.0024 | |||||
| US3132DWFH16 / Freddie Mac Pool | 23.29 | -3.86 | 0.0560 | -0.0022 | |||||
| US36179VZQ66 / Ginnie Mae II Pool | 23.03 | -4.22 | 0.0554 | -0.0024 | |||||
| ELMWOOD CLO II LTD A1RR TSFR3M+135 10/20/2037 144A / ABS-CBDO (US29001LAW19) | 22.82 | -0.25 | 0.0548 | -0.0001 | |||||
| US07132LAL36 / Battalion CLO XI Ltd | 22.76 | -0.04 | 0.0547 | 0.0000 | |||||
| US95000U2G70 / Wells Fargo & Co | 22.75 | 0.45 | 0.0547 | 0.0003 | |||||
| EUROPEAN UNION 2.875% 10/05/2029 REGS / DBT (EU000A3L1CN4) | 22.65 | 9.82 | 0.0544 | 0.0049 | |||||
| US172967ME81 / Citigroup Inc | 22.62 | 0.44 | 0.0544 | 0.0003 | |||||
| US31418EKV10 / Fannie Mae Pool | 22.15 | -3.93 | 0.0532 | -0.0021 | |||||
| US94974BGL80 / Wells Fargo & Co | 21.78 | 0.11 | 0.0524 | 0.0001 | |||||
| US161175BL78 / Charter Communications Operating LLC / Charter Communications Operating Capital | 21.77 | 0.66 | 0.0523 | 0.0004 | |||||
| US91282CAH43 / United States Treasury Note/Bond | 21.63 | 1.05 | 0.0520 | 0.0006 | |||||
| US31418DYB27 / FN MA4305 | 21.54 | -4.20 | 0.0518 | -0.0022 | |||||
| US31418EF214 / Fannie Mae Pool | 21.50 | -4.50 | 0.0517 | -0.0024 | |||||
| US36179WNF13 / GNMA II, 30 Year | 21.45 | -4.81 | 0.0515 | -0.0026 | |||||
| US87264ABF12 / CORP. NOTE | 21.23 | 8.80 | 0.0510 | 0.0042 | |||||
| US3132DWEB54 / Freddie Mac Pool | 21.03 | -4.38 | 0.0505 | -0.0023 | |||||
| US36179VVX53 / GNMA II, 30 Year | 20.85 | -4.23 | 0.0501 | -0.0022 | |||||
| US00206RMN97 / AT&T Inc | 20.68 | -2.79 | 0.0497 | -0.0014 | |||||
| US21H0626778 / Ginnie Mae | 20.52 | 0.0493 | 0.0493 | ||||||
| US3132DV7B53 / Freddie Mac Pool | 20.34 | -4.01 | 0.0489 | -0.0020 | |||||
| US06051GJP54 / Bank of America Corp | 20.24 | 0.48 | 0.0486 | 0.0003 | |||||
| US31418D6C10 / FN MA4466 | 19.83 | -4.12 | 0.0476 | -0.0020 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 19.81 | -5.02 | 0.0476 | -0.0025 | |||||
| US36179W2U15 / Ginnie Mae II Pool | 19.77 | -4.70 | 0.0475 | -0.0023 | |||||
| USTN TII 2.125% 01/15/2035 / DBT (US91282CML27) | 19.74 | -0.67 | 0.0474 | -0.0003 | |||||
| US912810SL35 / United States Treasury Note/Bond | 19.43 | -6.93 | 0.0467 | -0.0034 | |||||
| US07274NAL73 / Bayer Us Finance Ii Llc 4.375% 12/15/2028 144a Bond | 19.42 | 0.73 | 0.0467 | 0.0004 | |||||
| US3132DWDU45 / Freddie Mac Pool | 19.36 | 4.68 | 0.0465 | 0.0021 | |||||
| US31418DWQ14 / Fannie Mae Pool | 19.30 | -4.19 | 0.0464 | -0.0020 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 19.12 | -2.33 | 0.0460 | -0.0011 | |||||
| US48254QAB05 / KKR Clo 33 Ltd | 18.93 | 0.16 | 0.0455 | 0.0001 | |||||
| US3132DWDJ99 / Freddie Mac Pool | 18.91 | 7,284.77 | 0.0454 | 0.0448 | |||||
| US3132DWBP77 / UMBS | 18.81 | -4.29 | 0.0452 | -0.0020 | |||||
| US91282CCF68 / United States Treasury Note/Bond | 18.81 | 0.73 | 0.0452 | 0.0003 | |||||
| US01F0306781 / UMBS TBA | 18.68 | -88.79 | 0.0449 | -0.3329 | |||||
| SAUDI ARABIA KINGDOM OF 5.125% 01/13/2028 144A / DBT (US80413TBJ79) | 18.64 | 0.31 | 0.0448 | 0.0002 | |||||
| BNP / BNP Paribas SA | 18.59 | -0.12 | 0.0447 | -0.0000 | |||||
| US912834KH07 / United States Treasury Strip Coupon | 18.52 | -5.23 | 0.0445 | -0.0024 | |||||
| US31418ECR99 / Fannie Mae Pool | 18.52 | 25.69 | 0.0445 | 0.0091 | |||||
| US31418D4Y57 / FNMA, 30 Year | 18.37 | -4.40 | 0.0441 | -0.0020 | |||||
| US3133G82T71 / FHLG 15YR 2% 06/01/2035#QN2586 | 18.29 | -4.76 | 0.0440 | -0.0022 | |||||
| UST NOTES 4.5% 05/31/2029 / DBT (US91282CKT70) | 18.10 | 144.29 | 0.0435 | 0.0262 | |||||
| US71654QDD16 / Petroleos Mexicanos | 18.05 | -2.51 | 0.0434 | -0.0011 | |||||
| US05401AAR23 / Avolon Holdings Funding Ltd | 17.98 | 0.70 | 0.0432 | 0.0003 | |||||
| US3140XGCP23 / FANNIE MAE POOL UMBS P#FS0977 3.00000000 | 17.84 | -4.45 | 0.0429 | -0.0020 | |||||
| US06542BBC00 / BANK 2021-BNK32 | 17.78 | 0.97 | 0.0427 | 0.0004 | |||||
| US912834DV73 / United States Treasury Strip Coupon | 17.74 | -39.68 | 0.0426 | -0.0280 | |||||
| US912810SE91 / United States Treas Bds Bond | 17.67 | -5.90 | 0.0425 | -0.0026 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 17.02 | -3.74 | 0.0409 | -0.0016 | |||||
| BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A / ABS-MBS (US05612GAA13) | 16.81 | -3.12 | 0.0404 | -0.0013 | |||||
| US912810TA60 / U.S. Treasury Bonds | 16.78 | -27.15 | 0.0403 | -0.0150 | |||||
| US36179XDE31 / GNMA II, 30 Year | 16.59 | 350.05 | 0.0399 | 0.0310 | |||||
| US12530MAA36 / CF Hippolyta LLC, Series 2020-1, Class A1 | 16.46 | 0.81 | 0.0395 | 0.0003 | |||||
| US36179WVW53 / Ginnie Mae II Pool | 16.12 | -5.72 | 0.0387 | -0.0023 | |||||
| US912810QN19 / United Sates Treasury Bond Bond | 16.10 | 312.77 | 0.0387 | 0.0293 | |||||
| AGL CLO 20 LTD A1R TSFR3M+137 10/20/2037 144A / ABS-CBDO (US00119CAN11) | 16.04 | -0.60 | 0.0385 | -0.0002 | |||||
| TRIMARAN CAVU 2019-1 LTD / TRIMARAN CAVU 2019-1 LLC A1R TSFR3M+119 01/20/2037 144A / ABS-CBDO (US89624CDG42) | 15.95 | -0.46 | 0.0383 | -0.0002 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 15.89 | -3.19 | 0.0382 | -0.0012 | |||||
| US912834JB55 / United States Treasury Strip Coupon | 15.82 | -5.05 | 0.0380 | -0.0020 | |||||
| US05592DAA28 / BPR Trust 2022-OANA | 15.78 | -0.15 | 0.0379 | -0.0000 | |||||
| US31418DTQ50 / Fannie Mae Pool | 15.38 | -4.33 | 0.0370 | -0.0017 | |||||
| US172967MP39 / CITIGROUP INC SR UNSECURED 03/31 VAR | 15.38 | 0.31 | 0.0370 | 0.0001 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 15.25 | 11.35 | 0.0366 | 0.0038 | |||||
| US95000U2L65 / WELLS FARGO + COMPANY SR UNSECURED 04/31 VAR | 15.24 | 0.08 | 0.0366 | 0.0000 | |||||
| ELMWOOD CLO 39 LTD A1 TSFR3M+114 04/17/2038 144A / ABS-CBDO (US289910AA97) | 15.22 | 1.47 | 0.0366 | 0.0006 | |||||
| US06051GHZ54 / Bank of America Corp | 15.21 | 0.70 | 0.0365 | 0.0003 | |||||
| MARBLE POINT CLO XVIII LTD A1R2 TSFR3M+121 03/15/2038 144A / ABS-CBDO (US566076BA22) | 15.19 | -0.40 | 0.0365 | -0.0001 | |||||
| US3132DWBJ18 / Freddie Mac Pool | 15.18 | -3.93 | 0.0365 | -0.0015 | |||||
| US06738EBD67 / Barclays PLC | 15.07 | 0.21 | 0.0362 | 0.0001 | |||||
| BMO 2024-5C6 MTG TR 5.3161% 09/15/2057 / ABS-MBS (US05593QAC87) | 15.03 | -0.45 | 0.0361 | -0.0001 | |||||
| US912810SN90 / UNITED STATES TREASURY BOND 1.25% 05/15/2050 | 15.00 | -31.96 | 0.0361 | -0.0169 | |||||
| MARS INC 5% 03/01/2032 144A / DBT (US571676AZ85) | 15.00 | 0.0360 | 0.0360 | ||||||
| US00774MAV72 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 14.88 | 0.51 | 0.0357 | 0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 14.86 | 0.0357 | 0.0357 | ||||||
| GNII II 4.5% 11/20/2054#MB0024 / ABS-MBS (US3618N5A258) | 14.83 | -3.01 | 0.0356 | -0.0011 | |||||
| TOWD PT MTG TR 2024-5 A1A VAR 144A / ABS-CBDO (US891944AA82) | 14.80 | -3.33 | 0.0356 | -0.0012 | |||||
| GNII II 5% 01/20/2055#MB0146 / ABS-MBS (US3618N5EU90) | 14.79 | -2.41 | 0.0356 | -0.0009 | |||||
| US912828ZS21 / UST NOTES 0.5% 05/31/2027 | 14.76 | 0.99 | 0.0355 | 0.0004 | |||||
| US31418EBS81 / FNMA UMBS, 30 Year | 14.52 | -4.20 | 0.0349 | -0.0015 | |||||
| US3140KSVF15 / Fannie Mae Pool | 14.39 | -4.27 | 0.0346 | -0.0015 | |||||
| USTN TII 1.625% 10/15/2029 / DBT (US91282CLV18) | 14.28 | 0.0343 | 0.0343 | ||||||
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-1A A4 5.32% 03/25/2060 144A / ABS-CBDO (US39571NAD84) | 14.14 | 0.0340 | 0.0340 | ||||||
| US3140XFEM90 / Fannie Mae Pool | 14.06 | -4.32 | 0.0338 | -0.0015 | |||||
| ATLAS SENIOR LOAN FUND XXIII LTD B TSFR3M+200 07/20/2037 144A / ABS-CBDO (US04942HAE53) | 14.04 | -0.14 | 0.0338 | -0.0000 | |||||
| US17331KAD19 / Citizens Auto Receivables Trust | 13.93 | -19.26 | 0.0335 | -0.0080 | |||||
| STANDARD CHARTERED BANK NEW YORK BRH 4.853% 12/03/2027 / DBT (US85325X2B15) | 13.91 | -0.14 | 0.0334 | -0.0000 | |||||
| US912828ZN34 / United States Treasury Note/Bond | 13.87 | 0.98 | 0.0333 | 0.0003 | |||||
| BANK5 2024-5YR9 5.6136% 08/15/2057 / ABS-MBS (US06644VBG41) | 13.86 | -0.70 | 0.0333 | -0.0002 | |||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 13.86 | 0.12 | 0.0333 | 0.0001 | |||||
| BAIN CAPITAL CREDIT CLO 2021-2 LTD A1R TSFR3M+123 07/16/2034 144A / ABS-CBDO (US05684RAL69) | 13.80 | -0.11 | 0.0332 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 13.77 | -3.83 | 0.0331 | -0.0013 | |||||
| US04010LAZ67 / Ares Capital Corp. | 13.72 | 0.17 | 0.0330 | 0.0001 | |||||
| FCT / Fincantieri S.p.A. | 13.65 | -1.57 | 0.0328 | -0.0005 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 13.65 | -3.60 | 0.0328 | -0.0012 | |||||
| US61767FBA84 / Morgan Stanley Capital I Trust 2016-UB11 | 13.48 | 0.51 | 0.0324 | 0.0002 | |||||
| US22945EAT82 / CSAIL Commercial Mortgage Trust | 13.40 | 0.13 | 0.0322 | 0.0001 | |||||
| US06738EBK01 / Barclays PLC | 13.39 | 0.65 | 0.0322 | 0.0002 | |||||
| US172967ML25 / Citigroup Inc | 13.37 | -1.96 | 0.0321 | -0.0006 | |||||
| US35564KUX52 / Freddie Mac STACR REMIC Trust 2022-DNA3 | 13.34 | -0.68 | 0.0321 | -0.0002 | |||||
| US08163TAC62 / Benchmark 2023-V2 Mortgage Trust | 13.33 | -0.43 | 0.0320 | -0.0001 | |||||
| US77588LAA98 / Romark CLO IV Ltd | 13.26 | -0.11 | 0.0319 | -0.0000 | |||||
| US3140QMVD33 / Federal National Mortgage Association | 13.19 | -3.97 | 0.0317 | -0.0013 | |||||
| US875484AK30 / Tanger Properties LP | 13.13 | 0.31 | 0.0316 | 0.0001 | |||||
| TOWD POINT MORTGAGE TRUST 2024-4 A1A 4.3811% 10/27/2064 144A / ABS-CBDO (US89183GAA40) | 13.11 | -4.21 | 0.0315 | -0.0014 | |||||
| US01F0506B75 / Fannie Mae or Freddie Mac | 13.07 | -200.00 | 0.0314 | 0.0628 | |||||
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.1% 12/10/2029 144A / DBT (US79587J2A00) | 13.06 | 0.39 | 0.0314 | 0.0001 | |||||
| US785592AX43 / Sabine Pass Liquefaction LLC | 13.05 | 6.31 | 0.0314 | 0.0019 | |||||
| BX Trust 2025-ROIC VAR 03/15/2030 144A / ABS-MBS (US05593VAA17) | 12.98 | -0.63 | 0.0312 | -0.0002 | |||||
| US92277GAV95 / VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030 | 12.93 | -0.01 | 0.0311 | 0.0000 | |||||
| US500630CJ53 / Korea Development Bank/The | 12.88 | 0.23 | 0.0309 | 0.0001 | |||||
| PROTECTIVE LIFE GLOBAL FUNDING 4.772% 12/09/2029 144A / DBT (US74368CCA09) | 12.75 | 0.24 | 0.0306 | 0.0001 | |||||
| US31418DYC00 / Fannie Mae Pool | 12.75 | -4.17 | 0.0306 | -0.0013 | |||||
| US31418DV825 / Fannie Mae Pool | 12.67 | -4.04 | 0.0304 | -0.0013 | |||||
| REGATTA XVI FUNDING LTD A1R TSFR3M+120 01/15/2033 144A / ABS-CBDO (US75888TAL98) | 12.66 | -2.64 | 0.0304 | -0.0008 | |||||
| US3140QKQG62 / Fannie Mae Pool | 12.62 | -4.28 | 0.0303 | -0.0013 | |||||
| US01F0626717 / Uniform Mortgage-Backed Security, TBA | 12.62 | -308.48 | 0.0303 | 0.0449 | |||||
| BNS / The Bank of Nova Scotia | 12.62 | -1.71 | 0.0303 | -0.0005 | |||||
| US3132DWDK62 / FHLMC Pool, 30 Year | 12.61 | -4.12 | 0.0303 | -0.0013 | |||||
| US912834EP96 / United States Treasury Strip Coupon | 12.55 | -4.07 | 0.0302 | -0.0013 | |||||
| US91282CHX20 / United States Treasury Note/Bond | 12.52 | 39.98 | 0.0301 | 0.0098 | |||||
| US55821KAC09 / Madison Park Funding XXXVIII Ltd | 12.51 | -0.08 | 0.0301 | -0.0000 | |||||
| MORGAN STANLEY CAP I TR 2024-NSTB A VAR 07/20/2032 144A / ABS-MBS (US61690BAA08) | 12.51 | -1.16 | 0.0301 | -0.0003 | |||||
| ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC A1R2 TSFR3M+130 01/25/2035 144A / ABS-CBDO (US28623VAN91) | 12.50 | -0.28 | 0.0300 | -0.0001 | |||||
| US876030AA54 / Tapestry Inc | 12.49 | 0.03 | 0.0300 | 0.0000 | |||||
| US3132DWEJ80 / Freddie Mac Pool | 12.45 | -4.08 | 0.0299 | -0.0013 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 12.42 | -1.37 | 0.0298 | -0.0004 | |||||
| US6174468P76 / Morgan Stanley | 12.41 | 0.40 | 0.0298 | 0.0001 | |||||
| US31418EDE77 / Fannie Mae Pool | 12.40 | -4.11 | 0.0298 | -0.0013 | |||||
| US055986AC73 / BMO 2023-5C1 Mortgage Trust | 12.35 | -0.39 | 0.0297 | -0.0001 | |||||
| US53218DAA63 / LIFE_22-BMR2 | 12.28 | -1.02 | 0.0295 | -0.0003 | |||||
| US225401AP33 / Credit Suisse Group AG | 12.15 | 0.52 | 0.0292 | 0.0002 | |||||
| BENCHMARK 2025-V14 MTG TR 5.6599% 04/15/2057 / ABS-MBS (US08164BAD29) | 12.09 | 0.0291 | 0.0291 | ||||||
| US31418ECS72 / Fannie Mae Pool | 12.07 | -5.97 | 0.0290 | -0.0018 | |||||
| ELMWOOD CLO III LTD A1RR TSFR3M+138 07/18/2037 144A / ABS-CBDO (US29002HAW97) | 12.03 | 0.0289 | 0.0289 | ||||||
| US89288CAA71 / TRAL_21-7A | 12.01 | 0.07 | 0.0289 | 0.0000 | |||||
| US07132JBC71 / Battalion CLO X Ltd | 12.00 | -0.31 | 0.0288 | -0.0001 | |||||
| US36179WT244 / GINNIE MAE II POOL P#MA7769 3.50000000 | 11.97 | -5.28 | 0.0288 | -0.0016 | |||||
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+74.448 10/20/2069 / ABS-CBDO (US38380LH228) | 11.95 | -9.75 | 0.0287 | -0.0031 | |||||
| US3140XGX460 / FNMA 30YR UMBS SUPER | 11.93 | -5.05 | 0.0287 | 0.0023 | |||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 11.90 | 0.05 | 0.0286 | 0.0000 | |||||
| MUFG / Mitsubishi UFJ Financial Group, Inc. - Depositary Receipt (Common Stock) | 11.89 | -0.02 | 0.0286 | 0.0000 | |||||
| US912834LR79 / United States Treasury Strip Coupon | 11.88 | -5.90 | 0.0286 | -0.0018 | |||||
| US33834DAA28 / Five Corners Funding Trust II | 11.84 | 1.21 | 0.0284 | 0.0004 | |||||
| XS2303072966 / Bellis Finco PLC | 11.79 | 8.13 | 0.0283 | 0.0021 | |||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 11.78 | 0.27 | 0.0283 | 0.0001 | |||||
| US11120VAJ26 / Brixmor Operating Partnership LP | 11.77 | -0.10 | 0.0283 | -0.0000 | |||||
| US3132DVMG76 / FHLG 30YR 5.5% 03/01/2053#SD7559 | 11.74 | -4.45 | 0.0282 | -0.0013 | |||||
| A1PP34 / AppLovin Corporation - Depositary Receipt (Common Stock) | 11.70 | 5.04 | 0.0281 | 0.0014 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 11.69 | -4.65 | 0.0281 | -0.0014 | |||||
| JAMESTOWN CLO XVIII LTD / JAMESTOWN CLO XVIII LLC A1R TSFR3M+127 07/25/2035 144A / ABS-CBDO (US47047RAN61) | 11.69 | -0.28 | 0.0281 | -0.0001 | |||||
| US31418DV742 / Fannie Mae Pool | 11.66 | -4.20 | 0.0280 | -0.0012 | |||||
| US31418EGT10 / Fannie Mae Pool | 11.62 | -4.49 | 0.0279 | -0.0013 | |||||
| AIMCO CLO SERIES 2015-A AR3 TSFR3M+125 10/17/2034 144A / ABS-CBDO (US00900LAY02) | 11.61 | -0.05 | 0.0279 | 0.0000 | |||||
| US3132DVMA07 / FNCL UMBS 3.0 SD7553 03-01-52 | 11.61 | -4.54 | 0.0279 | -0.0013 | |||||
| PRINCIPAL LIFE GLOBAL FDG II 4.8% 01/09/2028 144A / DBT (US74256LFC81) | 11.59 | 0.08 | 0.0279 | 0.0000 | |||||
| US3132DWBC64 / FNCL UMBS 2.5 SD8135 03-01-51 | 11.50 | -4.22 | 0.0276 | -0.0012 | |||||
| UNITED STATES TREASURY BOND 4.625% 05/15/2044 / DBT (US912810UB25) | 11.50 | -47.02 | 0.0276 | -0.0245 | |||||
| 37 CAPITAL CLO 1 LTD AR TSFR3M+128 10/15/2034 144A / ABS-CBDO (US88430TAQ40) | 11.49 | -0.10 | 0.0276 | -0.0000 | |||||
| UNITED STATES TREASURY BOND 4.125% 08/15/2044 / DBT (US912810UD80) | 11.48 | -68.86 | 0.0276 | -0.0609 | |||||
| US91282CEE75 / United States Treasury Note/Bond | 11.40 | -33.29 | 0.0274 | -0.0136 | |||||
| GROSVENOR PLACE CLO 2024-2 DAC A 3MEUR+124 01/15/2039 144A / ABS-CBDO (XS2925040128) | 11.36 | 9.24 | 0.0273 | 0.0023 | |||||
| HAYFIN EMERALD CLO V DAC AR 3MEUR+121 11/17/2037 144A / ABS-CBDO (XS2904562746) | 11.33 | 9.22 | 0.0272 | 0.0023 | |||||
| PIKES PEAK CLO 4 ARR TSFR3M+121 07/15/2034 144A / ABS-CBDO (US72132WAN92) | 11.30 | -0.17 | 0.0272 | -0.0000 | |||||
| US36252AAC09 / GS Mortgage Securities Trust 2015-GS1 | 11.30 | 0.33 | 0.0272 | 0.0001 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 11.27 | -24.23 | 0.0271 | -0.0086 | |||||
| US00774MAW55 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 11.23 | -3.12 | 0.0270 | -0.0009 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 11.20 | -10.33 | 0.0269 | -0.0031 | |||||
| US225401BE76 / UBS Group AG | 11.09 | -0.13 | 0.0267 | -0.0000 | |||||
| US55903VBD47 / Warnermedia Holdings Inc | 11.06 | -13.18 | 0.0266 | -0.0040 | |||||
| US12595EAD76 / COMM 2017-COR2 Mortgage Trust | 11.04 | 0.64 | 0.0265 | 0.0002 | |||||
| US31418EE480 / FNMA POOL MA4654 FN 07/52 FIXED 3.5 | 11.04 | -3.88 | 0.0265 | -0.0011 | |||||
| TD.PFA / The Toronto-Dominion Bank - Preferred Security | 11.01 | -0.02 | 0.0265 | 0.0000 | |||||
| US11135FBH38 / Broadcom Inc | 11.01 | 0.64 | 0.0265 | 0.0002 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 11.00 | -0.03 | 0.0264 | 0.0000 | |||||
| UST NOTES 4.125% 03/31/2029 / DBT (US91282CKG59) | 10.98 | 0.31 | 0.0264 | 0.0001 | |||||
| MASSMUTUAL GLOBAL FDG II 4.3% 10/22/2027 144A / DBT (US57629W3T56) | 10.96 | 0.02 | 0.0263 | 0.0000 | |||||
| US08162WBB19 / Benchmark 2020-B19 Mortgage Trust | 10.95 | 0.32 | 0.0263 | 0.0001 | |||||
| US26863LAA26 / ELP Commercial Mortgage Trust 2021-ELP | 10.94 | 0.09 | 0.0263 | 0.0000 | |||||
| NEWMONT CORP / NEWCREST FINANCE PTY LTD 5.35% 03/15/2034 / DBT (US65163LAR06) | 10.92 | -1.01 | 0.0262 | -0.0003 | |||||
| US03522AAH32 / Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc | 10.91 | -0.92 | 0.0262 | -0.0002 | |||||
| KGCRF / Kinross Gold Corporation - Equity Right | 10.89 | 0.37 | 0.0262 | 0.0001 | |||||
| CNQ / Canadian Natural Resources Limited | 10.88 | -0.39 | 0.0261 | -0.0001 | |||||
| US89233FHN15 / Toyota Motor Credit Corporation | 10.83 | 0.0260 | 0.0260 | ||||||
| US95000U3E14 / Wells Fargo & Co. | 10.83 | 0.06 | 0.0260 | 0.0000 | |||||
| US3140N4QV26 / FNMA 30YR 4.5% 12/01/2052#BX0467 | 10.82 | -4.07 | 0.0260 | -0.0011 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 10.81 | 0.0260 | 0.0260 | ||||||
| US969457BX79 / WILLIAMS COS INC 3.5% 11/15/2030 | 10.80 | 0.22 | 0.0260 | 0.0001 | |||||
| PRVD 2A ARR 3MEUR+116 10/15/2038 144A / ABS-CBDO (XS2905436734) | 10.79 | 9.21 | 0.0259 | 0.0022 | |||||
| Q / Quetzal Copper Corp. | 10.73 | -35.53 | 0.0258 | -0.0142 | |||||
| US3140XJR391 / Federal National Mortgage Association, Inc. | 10.71 | -4.02 | 0.0257 | -0.0011 | |||||
| TAQA / Abu Dhabi National Energy Company PJSC | 10.70 | 0.54 | 0.0257 | 0.0002 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 10.70 | -1.40 | 0.0257 | -0.0004 | |||||
| ATLX 2024-RPL2 A1 TRUST 3.85% 04/25/2063 144A / ABS-CBDO (US049919AA13) | 10.70 | -2.10 | 0.0257 | -0.0005 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 10.69 | 0.0257 | 0.0257 | ||||||
| US06051GFL86 / Bank of America Corp | 10.68 | 0.03 | 0.0257 | 0.0000 | |||||
| US3132DWEK53 / Freddie Mac Pool | 10.66 | -3.86 | 0.0256 | -0.0010 | |||||
| ARBOUR CLO VI DAC AR 3MEUR+115 11/15/2037 144A / ABS-CBDO (XS2900383915) | 10.66 | 8.91 | 0.0256 | 0.0021 | |||||
| BENCHMARK 2024-V10 COML MTG TR 5.2774% 09/15/2057 / ABS-MBS (US08163UAC36) | 10.66 | -0.42 | 0.0256 | -0.0001 | |||||
| US76131VAB99 / Retail Properties of America Inc | 10.64 | -0.37 | 0.0256 | -0.0001 | |||||
| US65473PAH82 / NiSource Inc | 10.62 | 0.66 | 0.0255 | 0.0002 | |||||
| BGC / BGC Group, Inc. | 10.61 | 0.0255 | 0.0255 | ||||||
| US31418EAP51 / FN MA4513 | 10.59 | -4.54 | 0.0255 | -0.0012 | |||||
| AVIATION CAPITAL GROUP LLC 5.125% 04/10/2030 144A / DBT (US05369AAS06) | 10.54 | 0.0253 | 0.0253 | ||||||
| US06051GJZ37 / Bank of America Corp | 10.53 | 0.67 | 0.0253 | 0.0002 | |||||
| US91282CFZ95 / TREASURY NOTE | 10.52 | 0.27 | 0.0253 | 0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 10.51 | -4.80 | 0.0253 | -0.0013 | |||||
| US3132DVKZ75 / Freddie Mac Pool | 10.51 | -4.35 | 0.0253 | -0.0011 | |||||
| US83368RAZ55 / Societe Generale SA | 10.41 | 0.67 | 0.0250 | 0.0002 | |||||
| BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029 / DBT (US06051GMT30) | 10.38 | 0.0249 | 0.0249 | ||||||
| US960386AM29 / Wabtec Corp | 10.36 | 0.62 | 0.0249 | 0.0002 | |||||
| US31418DTR34 / Fannie Mae Pool | 10.33 | -4.18 | 0.0248 | -0.0011 | |||||
| EW / Edwards Lifesciences Corporation | 10.31 | -97.55 | 0.0248 | -0.9864 | |||||
| US91282CGJ45 / United States Treasury Note/Bond | 10.28 | -83.57 | 0.0247 | -0.1184 | |||||
| GB00BMV7TC88 / United Kingdom Gilt | 10.26 | -37.69 | 0.0247 | -0.0149 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 10.25 | -4.52 | 0.0246 | -0.0012 | |||||
| LPL HOLDINGS INC 5.2% 03/15/2030 / DBT (US50212YAL83) | 10.25 | 0.17 | 0.0246 | 0.0001 | |||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | 10.23 | 0.0246 | 0.0246 | ||||||
| US3133KPQL57 / FHLG 30YR 3.5% 07/01/2052#RA7659 | 10.22 | -4.04 | 0.0246 | -0.0010 | |||||
| S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) | 10.21 | 0.11 | 0.0245 | 0.0000 | |||||
| US836205AY00 / Republic of South Africa Government International Bond | 10.20 | -1.33 | 0.0245 | -0.0003 | |||||
| US36179W2T42 / GINNIE MAE II POOL G2 MA7986 | 10.18 | 72.09 | 0.0245 | 0.0103 | |||||
| US31418EAQ35 / FANNIE MAE POOL FN MA4514 | 10.16 | -4.63 | 0.0244 | -0.0012 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 10.14 | 0.19 | 0.0244 | 0.0001 | |||||
| US46590XAZ96 / JBS USA LUX SA/JBS FOOD CO/JBS USA | 10.08 | 0.00 | 0.0242 | 0.0000 | |||||
| US46115HAW79 / Intesa Sanpaolo SpA | 10.07 | -0.10 | 0.0242 | -0.0000 | |||||
| US91282CHM64 / U.S. Treasury Notes | 10.06 | -0.18 | 0.0242 | -0.0000 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 10.06 | -0.48 | 0.0242 | -0.0001 | |||||
| BMO 2025-5C9 MTG TR 5.7785% 04/15/2058 / ABS-MBS (US096933AC06) | 10.05 | 0.0242 | 0.0242 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 10.05 | -4.31 | 0.0242 | -0.0011 | |||||
| T-MOBILE USA INC 4.7% 01/15/2035 / DBT (US87264ADM45) | 10.04 | -1.14 | 0.0241 | -0.0003 | |||||
| US866677AE75 / Sun Communities Operating LP | 10.04 | 0.30 | 0.0241 | 0.0001 | |||||
| NORINCHUKIN BANK 5.094% 10/16/2029 144A / DBT (US656029AN58) | 10.03 | -0.51 | 0.0241 | -0.0001 | |||||
| TOWD POINT MORTGAGE TRUST 2024-CES6 5.725% 11/25/2064 144A / ABS-CBDO (US891947AA14) | 10.02 | -6.13 | 0.0241 | -0.0016 | |||||
| OFSI BSL XIV CLO LTD A TSFR3M+146 07/20/2037 144A / ABS-CBDO (US67119GAA94) | 10.01 | -0.40 | 0.0241 | -0.0001 | |||||
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.75% 03/31/2028 144A / DBT (US58769JBE64) | 10.01 | 0.0241 | 0.0241 | ||||||
| US674599DD43 / OCCIDENTAL PETROLEUM CORP | 10.01 | -2.84 | 0.0240 | -0.0007 | |||||
| US67080PAC05 / NYACK Park CLO Ltd | 10.01 | 0.0240 | 0.0240 | ||||||
| US12560EAL02 / CIFC Funding 2020-III Ltd | 10.01 | 0.0240 | 0.0240 | ||||||
| US36179WY855 / GNII II 2% 03/20/2052# | 9.94 | -4.30 | 0.0239 | -0.0011 | |||||
| COMMONSPIRIT HEALTH 5.205% 12/01/2031 / DBT (US20268JAR41) | 9.93 | -0.47 | 0.0239 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 9.93 | -8.44 | 0.0239 | -0.0022 | |||||
| US36179WBY30 / GNMA | 9.91 | -4.48 | 0.0238 | -0.0011 | |||||
| EU000A3K4DY4 / European Union | 9.83 | 23.10 | 0.0236 | 0.0044 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 9.82 | -4.01 | 0.0236 | -0.0010 | |||||
| MARS INC 5.2% 03/01/2035 144A / DBT (US571676BA26) | 9.81 | 0.0236 | 0.0236 | ||||||
| MARINER FINANCE ISSUANCE TRUST 2025-AA A 0% 05/20/2038 144A / ABS-CBDO (US567920AA11) | 9.81 | 0.0236 | 0.0236 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 9.79 | 0.0235 | 0.0235 | ||||||
| US097023CX16 / BOEING CO 5.93 5/60 | 9.79 | 7.05 | 0.0235 | 0.0016 | |||||
| GNII II 6% 12/20/2054#MB0093 / ABS-MBS (US3618N5C726) | 9.77 | -1.48 | 0.0235 | -0.0003 | |||||
| US3132DWAF05 / Freddie Mac Pool | 9.73 | 6,262.09 | 0.0234 | 0.0230 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 9.72 | -6.55 | 0.0234 | -0.0016 | |||||
| US11135FBJ93 / Broadcom Inc | 9.71 | -2.93 | 0.0233 | -0.0007 | |||||
| US31418ECA64 / FNMA 30YR 3% 03/01/2052#MA4564 | 9.68 | -4.44 | 0.0233 | -0.0011 | |||||
| US9128282R06 / United States Treasury Note/Bond | 9.67 | 0.58 | 0.0232 | 0.0001 | |||||
| US91282CHE49 / United States Treasury Note/Bond | 9.67 | 0.40 | 0.0232 | 0.0001 | |||||
| UST NOTES 3.375% 09/15/2027 / DBT (US91282CLL36) | 9.67 | -25.03 | 0.0232 | -0.0077 | |||||
| US75620TAW80 / Recette Clo Ltd | 9.61 | -0.14 | 0.0231 | -0.0000 | |||||
| AU3FN0029609 / AAI Ltd | 9.56 | -0.01 | 0.0230 | 0.0000 | |||||
| SANTANDER UK GROUP HOLDINGS PLC 4.858%/VAR 09/11/2030 / DBT (US80281LAU98) | 9.50 | 0.23 | 0.0228 | 0.0001 | |||||
| US36179XHY58 / GINNIE MAE II POOL | 9.50 | 42.02 | 0.0228 | 0.0068 | |||||
| US3140XF7L97 / FNMA 30YR UMBS SUPER | 9.47 | -4.20 | 0.0228 | -0.0010 | |||||
| US87165BAM54 / Synchrony Financial | 9.47 | -0.27 | 0.0228 | -0.0000 | |||||
| US31418ED722 / Fannie Mae Pool | 9.47 | -4.23 | 0.0227 | -0.0010 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 9.44 | -4.79 | 0.0227 | -0.0011 | |||||
| US15135BAT89 / CORPORATE BONDS | 9.42 | 17.41 | 0.0226 | 0.0034 | |||||
| US912810TQ13 / United States Treasury Note/Bond | 9.41 | -4.82 | 0.0226 | -0.0011 | |||||
| US3140QFA746 / FNMA 30YR 2.5% 10/01/2050#CA7229 | 9.40 | -4.62 | 0.0226 | -0.0011 | |||||
| US709629AR06 / Pentair Finance Sarl | 9.36 | -0.51 | 0.0225 | -0.0001 | |||||
| CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4 3.375% 12/25/2064 144A / ABS-CBDO (US16160NAB73) | 9.36 | -3.73 | 0.0225 | -0.0009 | |||||
| US466317AA25 / J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2022-NLP CL A V/R REGD 144A P/P 1.28650000 | 9.35 | -0.25 | 0.0225 | -0.0000 | |||||
| US15135BAZ40 / SENIOR UNSECURED GLOBAL NOTES | 9.32 | 0.53 | 0.0224 | 0.0001 | |||||
| US31418DY712 / Fannie Mae Pool | 9.30 | -3.06 | 0.0224 | -0.0007 | |||||
| US53079EBG89 / LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 02/29 4.569 | 9.30 | 0.05 | 0.0223 | 0.0000 | |||||
| US46647PAM86 / JPMorgan Chase & Co | 9.29 | 0.24 | 0.0223 | 0.0001 | |||||
| US92277GAU13 / Ventas Realty LP | 9.27 | 0.52 | 0.0223 | 0.0001 | |||||
| US78472UAA60 / SREIT Trust 2021-MFP | 9.27 | -6.38 | 0.0223 | -0.0015 | |||||
| US38141GYA65 / Goldman Sachs Group Inc/The | 9.24 | 0.65 | 0.0222 | 0.0002 | |||||
| PRET 2025-NPL1 TRUST 6.063% 02/25/2055 144A / ABS-CBDO (US74143VAA26) | 9.24 | -6.34 | 0.0222 | -0.0015 | |||||
| US38141GYJ74 / Goldman Sachs Group Inc/The | 9.20 | -3.78 | 0.0221 | -0.0009 | |||||
| NORTHWOODS CAPITAL XII-B LTD AR TSFR3M+119 06/15/2031 144A / ABS-CBDO (US66858CAN74) | 9.20 | -17.98 | 0.0221 | -0.0048 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 9.19 | -4.40 | 0.0221 | -0.0010 | |||||
| XS2357477400 / Voya Euro CLO II DAC, Series 2A, Class AR | 9.16 | 9.32 | 0.0220 | 0.0019 | |||||
| US55903VBA08 / Warnermedia Holdings Inc | 9.16 | 139.72 | 0.0220 | 0.0128 | |||||
| US09659W2L77 / BNP Paribas SA | 9.16 | 0.66 | 0.0220 | 0.0002 | |||||
| COLOMBIA REPUBLIC OF 7.375% 04/25/2030 / DBT (US195325ER27) | 9.16 | 0.0220 | 0.0220 | ||||||
| US31418EDY32 / FN MA4618 | 9.15 | -4.88 | 0.0220 | -0.0011 | |||||
| GMZB / Ally Financial Inc. - Preferred Stock | 9.15 | -0.68 | 0.0220 | -0.0001 | |||||
| US31418EF479 / Fannie Mae Pool | 9.09 | -5.13 | 0.0219 | -0.0012 | |||||
| UST NOTES 4.125% 05/31/2032 / DBT (US91282CNF40) | 9.08 | 0.0218 | 0.0218 | ||||||
| CVC CORDATUS LOAN FUND XXI DAC A1E 3MEUR+96 09/22/2034 144A / ABS-CBDO (XS2370710936) | 9.06 | 9.46 | 0.0218 | 0.0019 | |||||
| OHACP 2024-17A A TSFR3M+132 01/18/2038 144A / ABS-CBDO (US67120MAA36) | 9.05 | -62.53 | 0.0217 | -0.0363 | |||||
| US36179W5F11 / Ginnie Mae II Pool | 9.00 | -4.68 | 0.0216 | -0.0010 | |||||
| US3140QDEM26 / FNCL UMBS 3.0 CA5539 04-01-50 | 8.96 | -3.65 | 0.0215 | -0.0008 | |||||
| KBC / KBC Group NV | 8.94 | 0.39 | 0.0215 | 0.0001 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 8.85 | 36.04 | 0.0213 | 0.0056 | |||||
| US3132DWH303 / Freddie Mac Pool | 8.83 | -3.50 | 0.0212 | -0.0008 | |||||
| US31418ED805 / Fannie Mae Pool | 8.83 | -23.68 | 0.0212 | -0.0066 | |||||
| US92556VAE65 / Viatris Inc | 8.82 | -6.80 | 0.0212 | -0.0015 | |||||
| A1JG34 / Arthur J. Gallagher & Co. - Depositary Receipt (Common Stock) | 8.82 | 0.10 | 0.0212 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 8.82 | -3.58 | 0.0212 | -0.0008 | |||||
| US055522AA43 / BLOX TRUST 2021 BLOX | 8.81 | 0.84 | 0.0212 | 0.0002 | |||||
| US225401AU28 / Credit Suisse Group AG | 8.77 | 0.16 | 0.0211 | 0.0000 | |||||
| US31418DZ628 / UMBS Fannie Mae Pool | 8.76 | -3.31 | 0.0211 | -0.0007 | |||||
| US36179WLP13 / Ginnie Mae II Pool | 8.74 | -4.52 | 0.0210 | -0.0010 | |||||
| US912834KV90 / United States Treasury Strip Coupon | 8.74 | -5.29 | 0.0210 | -0.0012 | |||||
| BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A / ABS-MBS (US05612HAA95) | 8.72 | -0.72 | 0.0210 | -0.0001 | |||||
| US26884TAR32 / ERAC USA Finance LLC | 8.71 | 0.37 | 0.0209 | 0.0001 | |||||
| NISSAN MOTOR ACCEPTANCE CO LLC FRN SOFRINDX+205 09/13/2027 144A / DBT (US65480CAJ45) | 8.71 | -1.36 | 0.0209 | -0.0003 | |||||
| US31418DQ700 / Fannie Mae Pool | 8.70 | -4.32 | 0.0209 | -0.0009 | |||||
| US00130HCC79 / AES CORP 3.95% 07/15/2030 144A | 8.70 | -0.83 | 0.0209 | -0.0002 | |||||
| US055988AB56 / BMO 2023-C5 MTG TR 6.5176% 06/15/2056 | 8.69 | -1.04 | 0.0209 | -0.0002 | |||||
| US46592XAC83 / JP Morgan Mortgage Trust 2021-13 | 8.68 | -4.97 | 0.0209 | -0.0011 | |||||
| US08163AAD54 / Benchmark 2020-B18 Mortgage Trust | 8.68 | 0.38 | 0.0209 | 0.0001 | |||||
| US925650AC72 / VICI Properties LP | 8.68 | 4.54 | 0.0209 | 0.0009 | |||||
| US05530QAP54 / BAT International Finance PLC | 8.67 | 0.32 | 0.0208 | 0.0001 | |||||
| US05493EAX04 / BBCMS MTG TR 2021-C9 A4 2.021% 02/15/2054 | 8.67 | 0.02 | 0.0208 | 0.0000 | |||||
| UST BILLS 0% 07/10/2025 / DBT (US912797LW51) | 8.66 | 0.0208 | 0.0208 | ||||||
| US15135BAY74 / Centene Corp | 8.63 | 2.18 | 0.0207 | 0.0005 | |||||
| NEW YORK AUTH 4.375% 5/1/2037 / DBT (US64972JLP11) | 8.61 | -2.32 | 0.0207 | -0.0005 | |||||
| BAIN CAPITAL CREDIT CLO 2020-2 LTD ARR TSFR3M+124 07/19/2034 144A / ABS-CBDO (US05683EAW21) | 8.61 | -0.05 | 0.0207 | 0.0000 | |||||
| US912810RK60 / United States Treas Bds Bond | 8.60 | -5.65 | 0.0207 | -0.0012 | |||||
| XS1694217495 / Saudi Government International Bond | 8.59 | 0.72 | 0.0206 | 0.0002 | |||||
| DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC A1R TSFR3M+136 07/18/2037 144A / ABS-CBDO (US26253MAN02) | 8.59 | -0.29 | 0.0206 | -0.0000 | |||||
| US912810SP49 / United States Treasury Note/Bond | 8.58 | -7.52 | 0.0206 | -0.0017 | |||||
| US88732JAJ79 / Time Warner Cable 6.55% Guaranteed Notes 5/1/37 | 8.58 | 0.98 | 0.0206 | 0.0002 | |||||
| GOVERNMENT NAT MTG AS REMIC PT 2025-RPL1 PT 4.02446% 01/25/2064 144A / ABS-CBDO (US362954AR09) | 8.56 | -2.08 | 0.0206 | -0.0004 | |||||
| US61691GAR11 / Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 | 8.53 | 0.20 | 0.0205 | 0.0001 | |||||
| US06051GLC14 / BANK OF AMERICA CORP | 8.53 | -0.23 | 0.0205 | -0.0000 | |||||
| US16411QAG64 / Cheniere Energy Partners LP | 8.53 | -0.25 | 0.0205 | -0.0000 | |||||
| US36179WLQ95 / Ginnie Mae II Pool | 8.53 | -4.74 | 0.0205 | -0.0010 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 8.51 | -4.34 | 0.0204 | -0.0009 | |||||
| GNMA II 4.5% 10/20/2054#MA9963 / ABS-MBS (US36180AB857) | 8.51 | -3.08 | 0.0204 | -0.0006 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 8.50 | -0.22 | 0.0204 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 8.49 | -4.65 | 0.0204 | -0.0010 | |||||
| SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A / ABS-CBDO (US864300AA61) | 8.48 | -1.45 | 0.0204 | -0.0003 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 8.48 | -22.30 | 0.0204 | -0.0058 | |||||
| XS2303833672 / PROVIDUS CLO PRVD 5A A 144A | 8.47 | 8.99 | 0.0204 | 0.0017 | |||||
| UST NOTES 4.25% 06/30/2031 / DBT (US91282CKW00) | 8.46 | 706.67 | 0.0203 | 0.0178 | |||||
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 4.875% 11/19/2027 144A / DBT (US29449WAR88) | 8.45 | 0.12 | 0.0203 | 0.0000 | |||||
| VERUS SECURITIZATION TRUST 2024 5.218% 09/25/2069 144A / ABS-CBDO (US924926AA67) | 8.45 | -4.96 | 0.0203 | -0.0010 | |||||
| US91282CDG33 / United States Treasury Note/Bond | 8.45 | 0.69 | 0.0203 | 0.0001 | |||||
| US67114JAA88 / OBX 2021-NQM3 Trust | 8.45 | -4.23 | 0.0203 | -0.0009 | |||||
| US912810TF57 / TREASURY BOND | 8.44 | -4.77 | 0.0203 | -0.0010 | |||||
| SWEPCO STORM RECOVERY FUNDING LLC 4.88% 09/01/2041 / DBT (US870696AA94) | 8.44 | -1.79 | 0.0203 | -0.0004 | |||||
| ACA / Crédit Agricole S.A. | 8.42 | -0.59 | 0.0202 | -0.0001 | |||||
| US03939CAA18 / Arch Capital Finance LLC | 8.42 | -0.13 | 0.0202 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 8.42 | -2.26 | 0.0202 | -0.0005 | |||||
| BMW US CAPITAL LLC 5.05% 03/21/2030 144A / DBT (US05565ECY95) | 8.37 | 0.0201 | 0.0201 | ||||||
| XS2301385832 / Invesco Euro CLO I DAC | 8.37 | -0.27 | 0.0201 | -0.0000 | |||||
| US3132DWF737 / FR SD8290 | 8.35 | -4.60 | 0.0201 | -0.0010 | |||||
| US78413MAC29 / SFAVE Commercial Mortgage Securities Trust 2015-5AVE | 8.35 | -3.34 | 0.0201 | -0.0007 | |||||
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 A1 VAR 01/25/2064 144A / ABS-CBDO (US17332HAA32) | 8.32 | 0.0200 | 0.0200 | ||||||
| EXEEZ / Expand Energy Corporation - Equity Warrant | 8.31 | 11.57 | 0.0200 | 0.0021 | |||||
| US3132DVKQ76 / UMBS Pool | 8.31 | -4.76 | 0.0200 | -0.0010 | |||||
| US172967KR13 / Citigroup Inc | 8.29 | -5.70 | 0.0199 | -0.0012 | |||||
| US11120VAC72 / Brixmor Operating Partnership LP | 8.28 | 0.15 | 0.0199 | 0.0000 | |||||
| US38141GXR00 / Goldman Sachs Group Inc/The | 8.28 | 0.29 | 0.0199 | 0.0001 | |||||
| US3140QN3T75 / Fannie Mae Pool | 8.28 | -4.72 | 0.0199 | -0.0010 | |||||
| US03881VAG41 / Arbor Multifamily Mortgage Securities Trust 2021-MF2 | 8.27 | 0.57 | 0.0199 | 0.0001 | |||||
| USTN TII 2.375% 02/15/2055 / DBT (US912810UH94) | 8.26 | 0.0199 | 0.0199 | ||||||
| US3132DVLQ67 / FR SD7535 | 8.26 | -4.43 | 0.0199 | -0.0009 | |||||
| US31418DY308 / Federal National Mortgage Association (FNMA) | 8.24 | -24.08 | 0.0198 | -0.0063 | |||||
| ROCC 2024-CNTR A 5.38834% 11/13/2041 144A / ABS-MBS (US74970WAA80) | 8.24 | -3.11 | 0.0198 | -0.0006 | |||||
| US3137F4D414 / Freddie Mac Multifamily Structured Pass Through Certificates | 8.16 | 0.22 | 0.0196 | 0.0001 | |||||
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 D 5.47% 05/15/2031 / ABS-CBDO (US80287NAF24) | 8.14 | 0.0196 | 0.0196 | ||||||
| US12530MAE57 / CF Hippolyta LLC | 8.12 | 0.92 | 0.0195 | 0.0002 | |||||
| BX COMMERCIAL MORTGAGE TRUST 2025-SPOT TSFR1M+144.34 04/15/2040 144A / ABS-MBS (US12433FAA66) | 8.10 | 0.0195 | 0.0195 | ||||||
| FLATIRON CLO 20 LTD / LLC AR TSFR3M+138 05/20/2036 144A / ABS-CBDO (US33883MAJ36) | 8.09 | -0.09 | 0.0195 | -0.0000 | |||||
| US05609PAA66 / BX 2021-LBA3 Mortgage Trust, Series 2021-PAC, Class A | 8.09 | 0.07 | 0.0194 | 0.0000 | |||||
| US07355TAU60 / Beechwood Park CLO Ltd | 8.07 | 4.42 | 0.0194 | 0.0008 | |||||
| US09261HBA41 / BLACKSTONE PRIVATE CREDIT FUND 7.05% 09/29/2025 | 8.07 | -0.53 | 0.0194 | -0.0001 | |||||
| HOLCIM FINANCE US LLC 5% 04/07/2030 144A / DBT (US43475RAC07) | 8.05 | 0.0193 | 0.0193 | ||||||
| PRPM 2024-RPL3 A1 LLC 4% 11/25/2054 144A / ABS-CBDO (US69381LAA52) | 8.03 | -3.45 | 0.0193 | -0.0007 | |||||
| US912810SZ21 / United States Treasury Note/Bond | 8.02 | -7.30 | 0.0193 | -0.0015 | |||||
| US31418DZW54 / FNMA UMBS, 30 Year | 8.02 | -4.12 | 0.0193 | -0.0008 | |||||
| ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A / DBT (US04685A3R01) | 8.01 | -0.15 | 0.0192 | -0.0000 | |||||
| US95040QAL86 / Welltower Inc | 8.00 | 0.96 | 0.0192 | 0.0002 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 7.97 | -1.93 | 0.0192 | -0.0004 | |||||
| US3133B9KZ64 / FHLMC 30YR UMBS | 7.95 | -4.59 | 0.0191 | -0.0009 | |||||
| US912828XL95 / United States Treasury Inflation Indexed Bonds | 7.95 | 0.82 | 0.0191 | 0.0002 | |||||
| US31418DUA89 / FN 10/40 FIXED 2 | 7.94 | -3.04 | 0.0191 | -0.0006 | |||||
| US31418DVB53 / FNMA UMBS, 30 Year | 7.93 | -4.23 | 0.0191 | -0.0008 | |||||
| US05964HAQ83 / Banco Santander SA | 7.92 | 0.14 | 0.0190 | 0.0000 | |||||
| US36179W5B07 / Government National Mortgage Association | 7.90 | -4.61 | 0.0190 | -0.0009 | |||||
| US06541CBF23 / BANK 2021-BNK33 2.27% 05/15/2064 | 7.90 | 0.05 | 0.0190 | 0.0000 | |||||
| US36262MAA62 / GSMS 2021-IP A 1ML+105 10/15/2036 144A | 7.90 | 0.00 | 0.0190 | 0.0000 | |||||
| US858119BK53 / Steel Dynamics Inc | 7.89 | -0.27 | 0.0190 | -0.0000 | |||||
| BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM4 5.816% 05/25/2065 144A / ABS-CBDO (US10570QAG64) | 7.89 | 0.0190 | 0.0190 | ||||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 7.88 | 0.43 | 0.0189 | 0.0001 | |||||
| US06211CAG06 / BANK5 2023-5YR2 | 7.87 | -50.28 | 0.0189 | -0.0191 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 7.87 | 37.13 | 0.0189 | 0.0051 | |||||
| US48255PAA30 / KKR CLO 41 Ltd | 7.86 | -15.93 | 0.0189 | -0.0036 | |||||
| US04940AAA07 / ATLAS SENIOR LOAN FUND LTD | 7.85 | -0.28 | 0.0189 | -0.0000 | |||||
| US36179WXJ25 / GNII II 2.5% 02/20/2052#MA7881 | 7.84 | -4.50 | 0.0189 | -0.0009 | |||||
| US174610AW56 / CITIZENS FINANCIAL GROUP SUBORDINATED 09/32 2.638 | 7.84 | -1.40 | 0.0189 | -0.0003 | |||||
| W1MB34 / The Williams Companies, Inc. - Depositary Receipt (Common Stock) | 7.83 | 0.55 | 0.0188 | 0.0001 | |||||
| US912810SR05 / United States Treasury Note/Bond - When Issued | 7.82 | -4.61 | 0.0188 | -0.0009 | |||||
| US3132DWE581 / Federal Home Loan Mortgage Corporation | 7.81 | -4.07 | 0.0188 | -0.0008 | |||||
| US96328GBG10 / Wheels Fleet Lease Funding 1 LLC | 7.77 | -15.71 | 0.0187 | -0.0035 | |||||
| PRPM 2024-NQM3 A1 5.228% 08/25/2069 144A / ABS-CBDO (US69381FAA84) | 7.76 | -5.69 | 0.0187 | -0.0011 | |||||
| WELLFLEET CLO 2022-1 LTD A1RN TSFR3M+142 07/15/2037 144A / ABS-CBDO (US94950TAQ22) | 7.76 | -0.35 | 0.0187 | -0.0001 | |||||
| US74980EAQ17 / RR 7 Ltd | 7.74 | -0.18 | 0.0186 | -0.0000 | |||||
| SEQUOIA MORTGAGE TRUST 2024-HYB1 A1A VAR 11/25/2063 144A / ABS-CBDO (US81749EAA38) | 7.73 | -12.12 | 0.0186 | -0.0026 | |||||
| US08163EBC84 / BENCHMARK 2021-B26 A4 2.295% 06/15/2054 | 7.72 | 0.23 | 0.0186 | 0.0001 | |||||
| US02582JJZ49 / American Express Credit Account Master Trust 2023-1 | 7.71 | -0.23 | 0.0185 | -0.0000 | |||||
| US23345LAA70 / DOLP Trust 2021-NYC | 7.71 | -1.00 | 0.0185 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 7.71 | -4.90 | 0.0185 | -0.0009 | |||||
| US21684AAC09 / Cooperatieve Rabobank UA | 7.70 | 0.10 | 0.0185 | 0.0000 | |||||
| US31418D6K36 / Fannie Mae Pool | 7.70 | -2.85 | 0.0185 | -0.0005 | |||||
| US3132DWET62 / FHLG 30YR 5% 09/01/2052#SD8246 | 7.69 | -3.83 | 0.0185 | -0.0007 | |||||
| US3136BMXZ61 / FANNIE MAE MULTIFAMILY REMIC TRUST 2022-M10 SER 2022-M10 CL A2 V/R 2.00262000 | 7.68 | 0.46 | 0.0185 | 0.0001 | |||||
| GS MTG SECS CORP TR 2024-RVR A VAR 08/10/2029 144A / ABS-MBS (US36272JAA16) | 7.68 | -0.65 | 0.0185 | -0.0001 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 7.67 | 8.38 | 0.0184 | 0.0014 | |||||
| US3132DWGY30 / Freddie Mac Pool | 7.67 | 0.0184 | 0.0184 | ||||||
| CIM TRUST 2024-R1 4.75% 06/25/2064 144A / ABS-CBDO (US17179VAA89) | 7.65 | -5.58 | 0.0184 | -0.0011 | |||||
| US36179XX434 / GOVERNMENT NATIONAL MORTGAGE CORPORATION | 7.65 | -4.57 | 0.0184 | -0.0009 | |||||
| US14040HBW43 / Capital One Financial Corp | 7.64 | 0.25 | 0.0184 | 0.0001 | |||||
| US38141GWV21 / Goldman Sachs Group Inc/The | 7.64 | 0.35 | 0.0184 | 0.0001 | |||||
| US3132DVMN28 / Freddie Mac Pool | 7.63 | -3.93 | 0.0183 | -0.0007 | |||||
| US85208NAE04 / Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | 7.63 | -7.85 | 0.0183 | -0.0016 | |||||
| FR00140063V5 / ELECTRICITE DE FRANCE RT SCRIP 12/31/49 | 7.62 | -2.64 | 0.0183 | -0.0005 | |||||
| US29278NAF06 / Energy Transfer Operating LP | 7.62 | -0.03 | 0.0183 | 0.0000 | |||||
| US718172DA46 / Philip Morris International Inc | 7.62 | -39.95 | 0.0183 | -0.0122 | |||||
| AU3FN0029609 / AAI Ltd | 7.60 | 0.0183 | 0.0183 | ||||||
| US44409MAB28 / Hudson Pacific Properties LP | 7.60 | -7.36 | 0.0183 | -0.0014 | |||||
| US00914AAH59 / Air Lease Corp | 7.60 | 0.30 | 0.0183 | 0.0001 | |||||
| US681936BK50 / Omega Healthcare Investors Inc | 7.57 | 0.30 | 0.0182 | 0.0001 | |||||
| US912810TM09 / United States Treasury Note/Bond | 7.57 | -4.77 | 0.0182 | -0.0009 | |||||
| PRINCIPAL LIFE GLOBAL FDG II 4.95% 11/27/2029 144A / DBT (US74256LFB09) | 7.56 | -0.41 | 0.0182 | -0.0001 | |||||
| US71654QCC42 / Petroleos Mexicanos Bond | 7.54 | -1.75 | 0.0181 | -0.0003 | |||||
| US06540YAC30 / BANK 2020-BNK28 | 7.54 | 0.61 | 0.0181 | 0.0001 | |||||
| US06738EBR53 / Barclays PLC | 7.54 | 0.08 | 0.0181 | 0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 7.53 | -4.14 | 0.0181 | -0.0008 | |||||
| US78574MAA18 / Sabra Health Care LP | 7.51 | -0.98 | 0.0180 | -0.0002 | |||||
| US55903VBE20 / Warnermedia Holdings Inc | 7.50 | -14.68 | 0.0180 | -0.0031 | |||||
| BARINGS CLO LTD 2023-IV A TSFR3M+175 01/20/2037 144A / ABS-CBDO (US06763MAA36) | 7.50 | -0.33 | 0.0180 | -0.0001 | |||||
| C1OG34 / Coterra Energy Inc. - Depositary Receipt (Common Stock) | 7.47 | 1.87 | 0.0179 | 0.0003 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 7.45 | -1.94 | 0.0179 | -0.0003 | |||||
| US31418ED649 / Fannie Mae Pool | 7.44 | 258.16 | 0.0179 | 0.0131 | |||||
| US46647PBE51 / JPMorgan Chase & Co | 7.43 | 0.64 | 0.0179 | 0.0001 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 7.43 | -0.59 | 0.0179 | -0.0001 | |||||
| GENESIS SALES FINANCE MASTER TRUST 5.87% 12/20/2032 144A / ABS-CBDO (US37186XAX30) | 7.42 | -0.32 | 0.0178 | -0.0000 | |||||
| US31418EU817 / Fannie Mae Pool | 7.42 | -3.69 | 0.0178 | -0.0007 | |||||
| US67777JAL26 / OhioHealth Corp | 7.39 | -0.01 | 0.0178 | 0.0000 | |||||
| US224044CR68 / COX COMMUNICATIONS INC REGD 144A P/P 5.45000000 | 7.39 | 0.22 | 0.0178 | 0.0000 | |||||
| BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A / ABS-MBS (US12433BAA52) | 7.39 | -1.19 | 0.0178 | -0.0002 | |||||
| US9128337P94 / United States Treasury Strip Coupon | 7.37 | 1.00 | 0.0177 | 0.0002 | |||||
| US12594MBB37 / COMM_16-COR1 | 7.37 | 1.39 | 0.0177 | 0.0003 | |||||
| US91282CGR60 / United States Treasury Note/Bond | 7.36 | -0.19 | 0.0177 | -0.0000 | |||||
| US3133KLVJ33 / Freddie Mac Pool | 7.33 | -4.72 | 0.0176 | -0.0009 | |||||
| US01F0504609 / Uniform Mortgage-Backed Security, TBA | 7.33 | -72.48 | 0.0176 | -0.0361 | |||||
| US3132DMMB80 / FHLG 30YR 3% 06/01/2048#SD0354 | 7.33 | -4.91 | 0.0176 | -0.0009 | |||||
| US46647PBV76 / JPMORGAN CHASE and CO SOFR+0 11/19/2041 | 7.32 | -2.50 | 0.0176 | -0.0004 | |||||
| CROSS 2024-H6 MORTGAGE TRUST 5.129% 09/25/2069 144A / ABS-CBDO (US227919AA56) | 7.30 | -6.94 | 0.0176 | -0.0013 | |||||
| US969457BZ28 / Williams Cos Inc/The | 7.30 | -0.12 | 0.0175 | -0.0000 | |||||
| US337932AH00 / FirstEnergy Corp | 7.30 | -14.42 | 0.0175 | -0.0029 | |||||
| BAIN CAPITAL CREDIT CLO 2020-3 LTD A1RR TSFR3M+121 10/23/2034 144A / ABS-CBDO (US05684CAW55) | 7.29 | -0.16 | 0.0175 | -0.0000 | |||||
| US00287YCA55 / ABBVIE INC 4.05% 11/21/2039 | 7.29 | -3.57 | 0.0175 | -0.0006 | |||||
| PMT CREDIT RISK TRANSFER TRUST 2024-1R A SOFR30A+350 PERP 144A / ABS-CBDO (US73015AAA51) | 7.28 | -0.78 | 0.0175 | -0.0001 | |||||
| US3132DWC924 / FREDDIE MAC POOL FR SD8196 | 7.28 | -5.47 | 0.0175 | -0.0010 | |||||
| US773663AA73 / ROCKLAND PARK CLO LTD 3ML+112 04/20/2034 144A | 7.26 | 0.04 | 0.0175 | 0.0000 | |||||
| US69377NAA72 / PRET_22-RN2 | 7.26 | -3.69 | 0.0174 | -0.0007 | |||||
| US27830BBN38 / EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC 3ML+125 01/15/2034 144A | 7.25 | 0.01 | 0.0174 | 0.0000 | |||||
| US12659FAA30 / CSMC 2021-NQM8 | 7.24 | -3.35 | 0.0174 | -0.0006 | |||||
| ENEL FINANCE INTL NV 5.125% 06/26/2029 144A / DBT (US29278GBD97) | 7.22 | 0.33 | 0.0173 | 0.0001 | |||||
| US05401AAS06 / Avolon Holdings Funding Ltd | 7.22 | 8.01 | 0.0173 | 0.0013 | |||||
| US912834PH51 / United States Treasury Strip Coupon | 7.20 | 0.0173 | 0.0173 | ||||||
| US681936BL34 / Omega Healthcare Investors Inc. | 7.20 | 0.29 | 0.0173 | 0.0001 | |||||
| US3140QN3N06 / FNMA 30YR 3.5% 05/01/2052#CB3504 | 7.19 | -4.03 | 0.0173 | -0.0007 | |||||
| BERRY GLOBAL INC 5.8% 06/15/2031 / DBT (US08576BAB80) | 7.15 | 0.93 | 0.0172 | 0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 7.14 | 0.0172 | 0.0172 | ||||||
| US06051GKK49 / Bank of America Corp | 7.14 | 170.92 | 0.0172 | 0.0108 | |||||
| NBN CO LTD 4% 10/01/2027 144A / DBT (US62878U2H44) | 7.12 | -0.04 | 0.0171 | 0.0000 | |||||
| US345397B694 / Ford Motor Credit Co LLC | 7.09 | -1.54 | 0.0170 | -0.0003 | |||||
| US06035RAS58 / BANK 2018-BNK14 | 7.07 | 0.17 | 0.0170 | 0.0000 | |||||
| US29278NAR44 / ENERGY TRANSFER OPERATNG COMPANY GUAR 05/50 5 | 7.07 | 11.55 | 0.0170 | 0.0018 | |||||
| US08162DAE85 / BENCHMARK MORTGAGE TRUST BMARK 2019 B13 A4 | 7.07 | 0.35 | 0.0170 | 0.0001 | |||||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 7.07 | 0.0170 | 0.0170 | ||||||
| DT MIDSTREAM INC 5.8% 12/15/2034 144A / DBT (US23345MAD92) | 7.07 | -2.52 | 0.0170 | -0.0004 | |||||
| US15032QAA04 / Cedar Funding XV CLO Ltd | 7.06 | -0.07 | 0.0170 | -0.0000 | |||||
| US337738AU25 / Fiserv Inc | 7.05 | 0.41 | 0.0169 | 0.0001 | |||||
| US36179WTX64 / Ginnie Mae II Pool | 7.03 | -4.33 | 0.0169 | -0.0008 | |||||
| US3140KEK808 / Fannie Mae Pool | 7.02 | -4.04 | 0.0169 | -0.0007 | |||||
| US36179WZB70 / Ginnie Mae II Pool | 7.02 | -5.43 | 0.0169 | -0.0010 | |||||
| US912810SQ22 / United States Treasury Note/Bond | 7.01 | -4.73 | 0.0168 | -0.0008 | |||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | 7.00 | -0.16 | 0.0168 | -0.0000 | |||||
| US144531EG10 / CARRINGTON MTG LN TR STEP 12/25/2035 | 7.00 | -1.55 | 0.0168 | -0.0003 | |||||
| US72284LAA70 / PINE STREET TRUST II | 6.99 | -6.65 | 0.0168 | -0.0012 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 6.99 | 0.0168 | 0.0168 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 6.97 | 0.0167 | 0.0167 | ||||||
| US62475WAJ45 / MTN Commercial Mortgage Trust | 6.97 | 1.19 | 0.0167 | 0.0002 | |||||
| US09659W2R48 / BNP Paribas SA | 6.95 | 0.55 | 0.0167 | 0.0001 | |||||
| US14040HCV50 / Capital One Financial Corp | 6.94 | -0.34 | 0.0167 | -0.0000 | |||||
| VOLKSWAGEN GROUP AMER FIN LLC 5.35% 03/27/2030 144A / DBT (US928668CQ37) | 6.94 | 0.0167 | 0.0167 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 6.93 | 0.0167 | 0.0167 | ||||||
| US105340AR47 / Brandywine Operating Partnership LP | 6.89 | -0.88 | 0.0166 | -0.0001 | |||||
| US3140QPYC53 / FNMA 30YR 5% 08/01/2052#CB4306 | 6.88 | -2.74 | 0.0165 | -0.0005 | |||||
| US36179XNH51 / Ginnie Mae II Pool | 6.87 | -6.82 | 0.0165 | -0.0012 | |||||
| US01F0204630 / FNCI 2 6/20 | 6.86 | 111.47 | 0.0165 | 0.0091 | |||||
| US39810DAA72 / GREYSTONE COMMERCIAL CAPITAL TRUST SERIES 2021-2 FRN 1ML+227 05/31/2025 144A | 6.85 | 0.00 | 0.0165 | 0.0000 | |||||
| US91324PEX69 / UnitedHealth Group Inc | 6.83 | -7.00 | 0.0164 | -0.0012 | |||||
| US031162DS61 / Amgen Inc | 6.82 | -3.66 | 0.0164 | -0.0006 | |||||
| US053332AZ56 / AutoZone Inc | 6.82 | 0.55 | 0.0164 | 0.0001 | |||||
| US88732JAN81 / Time Warner Cable 7.3% Senior Notes 7/1/38 | 6.81 | 0.72 | 0.0164 | 0.0001 | |||||
| US36267QAA22 / Forward Air Corp | 6.80 | 49.97 | 0.0163 | 0.0054 | |||||
| US125523AH38 / Cigna Corp. | 6.79 | 0.22 | 0.0163 | 0.0000 | |||||
| US698299BR41 / Panama Government International Bond | 6.78 | 0.65 | 0.0163 | 0.0001 | |||||
| US95000U2U64 / Wells Fargo & Co | 6.78 | 10.34 | 0.0163 | 0.0015 | |||||
| US3140L1H244 / FNMA 30YR 2.5% 05/01/2051#BR2948 | 6.77 | -3.24 | 0.0163 | -0.0005 | |||||
| UST NOTES 3.75% 08/15/2027 / DBT (US91282CLG41) | 6.77 | 0.22 | 0.0163 | 0.0000 | |||||
| US36179WXH68 / Ginnie Mae II Pool | 6.77 | -4.15 | 0.0163 | -0.0007 | |||||
| US91529YAN67 / Unum Group | 6.76 | 0.13 | 0.0162 | 0.0000 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 6.75 | 49.47 | 0.0162 | 0.0054 | |||||
| US925650AB99 / VICI Properties LP | 6.72 | -15.65 | 0.0162 | -0.0030 | |||||
| US3136BLES56 / FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 | 6.72 | -4.75 | 0.0161 | -0.0008 | |||||
| US3132DWBQ50 / Freddie Mac Pool | 6.71 | -4.33 | 0.0161 | -0.0007 | |||||
| US303901BL51 / Fairfax Financial Holdings Ltd. | 6.71 | -1.09 | 0.0161 | -0.0002 | |||||
| US233046AF89 / DB Master Finance LLC | 6.69 | 0.39 | 0.0161 | 0.0001 | |||||
| US3132DWE664 / UMBS | 6.68 | -3.83 | 0.0161 | -0.0006 | |||||
| US06738EAW57 / Barclays PLC | 6.68 | 0.57 | 0.0161 | 0.0001 | |||||
| US87162WAF77 / TD SYNNEX Corp. | 6.67 | 0.36 | 0.0160 | 0.0001 | |||||
| US87168NAC83 / SYMPHONY CLO LTD | 6.67 | -12.88 | 0.0160 | -0.0024 | |||||
| CITIGROUP MTG LN TR 2024-RP2 4.1% 02/25/2063 144A / ABS-CBDO (US173106AA30) | 6.67 | -3.63 | 0.0160 | -0.0006 | |||||
| BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A / ABS-MBS (US05611VAA98) | 6.66 | -2.62 | 0.0160 | -0.0004 | |||||
| US31335BC205 / Freddie Mac Gold Pool | 6.64 | -4.10 | 0.0160 | -0.0007 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 6.63 | -1.44 | 0.0159 | -0.0002 | |||||
| WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A / ABS-MBS (US95003YAA01) | 6.61 | -0.03 | 0.0159 | 0.0000 | |||||
| US36179XDD57 / Ginnie Mae II Pool | 6.60 | 859.74 | 0.0159 | 0.0142 | |||||
| US36191YAE86 / GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A | 6.55 | -0.76 | 0.0157 | -0.0001 | |||||
| R1IN34 / Realty Income Corporation - Depositary Receipt (Common Stock) | 6.55 | 0.06 | 0.0157 | 0.0000 | |||||
| US11120VAH69 / Brixmor Operating Partnership LP | 6.54 | 0.12 | 0.0157 | 0.0000 | |||||
| US3138EQLB64 / Fannie Mae Pool | 6.54 | -4.69 | 0.0157 | -0.0008 | |||||
| US6174468U61 / MORGAN STANLEY 1.794%/VAR 02/13/2032 | 6.52 | 0.43 | 0.0157 | 0.0001 | |||||
| US14040HCU77 / Capital One Financial Corp | 6.51 | -0.14 | 0.0157 | -0.0000 | |||||
| US55336V3087 / MPLX LP | 6.51 | -1.78 | 0.0156 | -0.0003 | |||||
| US3132DVL943 / Uniform Mortgage-Backed Securities | 6.50 | -4.42 | 0.0156 | -0.0007 | |||||
| US02005NBR08 / ALLY FINANCIAL INC | 6.48 | -0.57 | 0.0156 | -0.0001 | |||||
| UNH / UnitedHealth Group Incorporated - Depositary Receipt (Common Stock) | 6.48 | -0.18 | 0.0156 | -0.0000 | |||||
| MERCEDES-BENZ AUTO LEASE TR 2024-B 4.89% 02/15/2028 / ABS-CBDO (US58769GAD51) | 6.48 | -0.14 | 0.0156 | -0.0000 | |||||
| US46590XAS53 / JBS USA/FOOD/FINANCE REGD 2.50000000 | 6.46 | 0.37 | 0.0155 | 0.0001 | |||||
| US12661QAH02 / CSMC 2022-RPL1 PT | 6.46 | -4.07 | 0.0155 | -0.0006 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 6.46 | 0.0155 | 0.0155 | ||||||
| US254709AP32 / Discover Financial Services | 6.45 | 0.00 | 0.0155 | 0.0000 | |||||
| FLATIRON CLO LT A1R TSFR3M+136 10/19/2037 144A / ABS-CBDO (US33883PAQ00) | 6.45 | -0.52 | 0.0155 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 6.42 | -3.21 | 0.0154 | -0.0005 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 6.41 | -3.70 | 0.0154 | -0.0006 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 6.40 | -7.19 | 0.0154 | -0.0012 | |||||
| H1II34 / Huntington Ingalls Industries, Inc. - Depositary Receipt (Common Stock) | 6.39 | 0.95 | 0.0154 | 0.0002 | |||||
| US09659W2K94 / BNP Paribas SA | 6.38 | 0.38 | 0.0153 | 0.0001 | |||||
| NLT 2025-INV1 A1 TR VAR 02/25/2070 144A / ABS-CBDO (US62916TAA79) | 6.38 | 0.0153 | 0.0153 | ||||||
| US19828TAB26 / Columbia Pipelines Operating Co LLC | 6.37 | 13.38 | 0.0153 | 0.0018 | |||||
| RABOBANK NEDERLAND NY BRH FRN SOFRINDX+62 08/28/2026 / DBT (US21688ABG67) | 6.37 | -0.05 | 0.0153 | 0.0000 | |||||
| US95003QAG47 / WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 A3 2.406% 11/15/2054 | 6.36 | 0.05 | 0.0153 | 0.0000 | |||||
| US21871XAH26 / Corebridge Financial, Inc. | 6.36 | -0.95 | 0.0153 | -0.0001 | |||||
| US55037AAB44 / Lundin Energy Finance BV | 6.36 | -1.07 | 0.0153 | -0.0002 | |||||
| US88947EAS90 / Toll Brothers Inc Bond | 6.35 | -0.13 | 0.0153 | -0.0000 | |||||
| US91282CCE93 / United States Treasury Note/Bond | 6.35 | 0.99 | 0.0153 | 0.0002 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 6.34 | -4.18 | 0.0152 | -0.0007 | |||||
| US3140X6J856 / FNMA 30YR UMBS SUPER | 6.34 | -3.76 | 0.0152 | -0.0006 | |||||
| US31418DW658 / Fannie Mae Pool | 6.34 | -3.28 | 0.0152 | -0.0005 | |||||
| US31418EHK91 / Fannie Mae Pool | 6.31 | -4.09 | 0.0152 | -0.0006 | |||||
| US3140MHSH35 / Fannie Mae Pool | 6.30 | -3.85 | 0.0151 | -0.0006 | |||||
| US3132DWDE03 / FHLG 30YR 3% 03/01/2052#SD8201 | 6.28 | -4.37 | 0.0151 | -0.0007 | |||||
| OCTAGON INVESTMENT PARTNERS 40 LTD A1RR TSFR3M+104 01/20/2035 144A / ABS-CBDO (US67592BAY48) | 6.27 | -0.62 | 0.0151 | -0.0001 | |||||
| US651639AX42 / Newmont Goldcorp Corp | 6.26 | 1.28 | 0.0150 | 0.0002 | |||||
| S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) | 6.25 | 0.43 | 0.0150 | 0.0001 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 6.25 | -5.20 | 0.0150 | -0.0008 | |||||
| US023551AF16 / Amerada Hess Corp 7.875% Notes 10/01/29 | 6.25 | -0.59 | 0.0150 | -0.0001 | |||||
| US3133KNXR96 / FHLG 30YR 3% 03/01/2052#RA6988 | 6.24 | -5.90 | 0.0150 | -0.0009 | |||||
| JACKSON NATL LIFE GLOBAL FDG 5.35% 01/13/2030 144A / DBT (US46849LVE81) | 6.22 | -0.14 | 0.0150 | -0.0000 | |||||
| US3133C6EW58 / FNMA 30YR 5% 06/01/2053#QG5549 | 6.22 | -3.43 | 0.0149 | -0.0005 | |||||
| EATON VANCE CLO 2020-2 LTD AR2 TSFR3M+138 10/15/2037 144A / ABS-CBDO (US27829PAU03) | 6.21 | -0.08 | 0.0149 | -0.0000 | |||||
| US31418D3Z32 / FANNIE MAE POOL UMBS P#MA4415 3.00000000 | 6.20 | -4.36 | 0.0149 | -0.0007 | |||||
| US06051GHD43 / Bank of America Corp | 6.20 | 2,421.95 | 0.0149 | 0.0143 | |||||
| US3132DWC841 / Freddie Mac Pool | 6.20 | -4.23 | 0.0149 | -0.0006 | |||||
| ARBOUR CLO VII DESIGNATED ACTIVITY CO BR 3MEUR+205 12/15/2038 144A / ABS-CBDO (XS2936116883) | 6.20 | 9.53 | 0.0149 | 0.0013 | |||||
| PRICOA GLOBAL FDG I 4.4% 08/27/2027 144A / DBT (US74153WCU18) | 6.19 | -0.24 | 0.0149 | -0.0000 | |||||
| US404119BX69 / HCA Inc | 6.19 | 53.78 | 0.0149 | 0.0052 | |||||
| 30064K105 / Exacttarget, Inc. | 6.18 | -1.97 | 0.0149 | -0.0003 | |||||
| US161175BZ64 / Charter Communications Operating LLC / Charter Communications Operating Capital | 6.18 | 2,123.02 | 0.0149 | 0.0142 | |||||
| US455780CD62 / Indonesia Government International Bond | 6.16 | 1.03 | 0.0148 | 0.0002 | |||||
| XS1681539539 / Santos Finance Ltd | 6.16 | -0.23 | 0.0148 | -0.0000 | |||||
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034 / DBT (US161175CR30) | 6.14 | 12.57 | 0.0148 | 0.0017 | |||||
| US674599DL68 / Occidental Petroleum Corp | 6.13 | -8.58 | 0.0147 | -0.0014 | |||||
| US46647PCC86 / JPMorgan Chase & Co | 6.13 | 13.00 | 0.0147 | 0.0017 | |||||
| US46590XAP15 / JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc | 6.12 | 0.03 | 0.0147 | 0.0000 | |||||
| US36179VXX36 / Ginnie Mae II Pool | 6.12 | -4.23 | 0.0147 | -0.0006 | |||||
| BX COMMERCIAL MORTGAGE TRUST 2024-AIR2 A TSFR1M+169.093 10/14/2041 144A / ABS-MBS (US05613QAA85) | 6.12 | -4.35 | 0.0147 | -0.0007 | |||||
| US3140XL7B89 / FNMA 30YR 2.5% 11/01/2051#FS5389 | 6.11 | -3.84 | 0.0147 | -0.0006 | |||||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 6.11 | 30.73 | 0.0147 | 0.0035 | |||||
| US31346YF991 / FNCL UMBS QA4692 11-01-49 | 6.11 | -4.22 | 0.0147 | -0.0006 | |||||
| US61692CAZ14 / Morgan Stanley Capital I Trust 2021-L6 | 6.09 | 0.69 | 0.0146 | 0.0001 | |||||
| US912810RY64 / United States Treas Bds Bond | 6.08 | -5.92 | 0.0146 | -0.0009 | |||||
| US86765BAV18 / Sunoco Logistics Partners Operations LP | 6.08 | -6.71 | 0.0146 | -0.0010 | |||||
| US00206RLV23 / AT&T Inc | 6.07 | 2.97 | 0.0146 | 0.0004 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 6.07 | 0.51 | 0.0146 | 0.0001 | |||||
| US15135BAR24 / Centene Corp | 6.07 | 0.38 | 0.0146 | 0.0001 | |||||
| US35671DCG88 / FCX 4 3/8 08/01/28 | 6.04 | 0.60 | 0.0145 | 0.0001 | |||||
| US61747YEL56 / Morgan Stanley | 6.03 | -31.08 | 0.0145 | -0.0065 | |||||
| MRX / Marex Group plc | 6.01 | -0.50 | 0.0144 | -0.0001 | |||||
| US53218DAE85 / LIFE_22-BMR2 | 6.00 | -3.95 | 0.0144 | -0.0006 | |||||
| OCEAN TRAILS CLO 8 ARR TSFR3M+129 07/15/2034 144A / ABS-CBDO (US67514UAU51) | 6.00 | -0.20 | 0.0144 | -0.0000 | |||||
| US09229CAA71 / Blackbird Capital Aircraft | 5.99 | -1.95 | 0.0144 | -0.0003 | |||||
| MORGAN STANLEY BK NA SALT LAKE FRN SOFR+90 01/12/2029 / DBT (US61690DK643) | 5.99 | -0.65 | 0.0144 | -0.0001 | |||||
| US3133KNR544 / Freddie Mac Pool | 5.99 | 0.0144 | 0.0144 | ||||||
| US138616AM99 / Cantor Fitzgerald LP | 5.98 | -0.96 | 0.0144 | -0.0001 | |||||
| US95000DBD21 / WFCM 16-C34 A4 3.096% 06-15-49/04-15-26 | 5.98 | 0.42 | 0.0144 | 0.0001 | |||||
| US31418EM236 / Fannie Mae Pool | 5.97 | -4.32 | 0.0144 | -0.0006 | |||||
| US3132DNK777 / Freddie Mac Pool | 5.97 | -4.25 | 0.0143 | -0.0006 | |||||
| US345397D591 / FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28 | 5.96 | -1.62 | 0.0143 | -0.0002 | |||||
| SAMMONS FINANCIAL GROUP INC 6.875% 04/15/2034 144A / DBT (US79588TAF75) | 5.96 | -2.35 | 0.0143 | -0.0003 | |||||
| US3140QNWS75 / UMBS | 5.93 | -3.37 | 0.0143 | -0.0005 | |||||
| US31418D4X74 / Fannie Mae Pool | 5.93 | 183.02 | 0.0143 | 0.0092 | |||||
| US12530MAB19 / CF Hippolyta LLC | 5.93 | -0.12 | 0.0143 | -0.0000 | |||||
| H / Hyatt Hotels Corporation | 5.93 | 0.0142 | 0.0142 | ||||||
| US3132DWDR16 / UMBS | 5.92 | -3.96 | 0.0142 | -0.0006 | |||||
| US61747YFA82 / Morgan Stanley | 5.92 | -0.08 | 0.0142 | -0.0000 | |||||
| US29336TAD28 / EnLink Midstream LLC | 5.92 | -0.47 | 0.0142 | -0.0001 | |||||
| US3140QQVS16 / FN CB5124 | 5.91 | -3.75 | 0.0142 | -0.0005 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 5.91 | 0.0142 | 0.0142 | ||||||
| US3140QQNK71 / FNMA 30YR 5% 10/01/2052#CB4893 | 5.91 | -3.54 | 0.0142 | -0.0005 | |||||
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4 STEP 09/25/2061 144A / ABS-CBDO (US362948AA98) | 5.91 | -4.12 | 0.0142 | -0.0006 | |||||
| MARS INC 4.8% 03/01/2030 144A / DBT (US571676AY11) | 5.90 | 0.0142 | 0.0142 | ||||||
| STAB / Standard Chartered PLC - Preferred Security | 5.90 | -0.07 | 0.0142 | -0.0000 | |||||
| US197363AU82 / ASSET BACKED SECURITY | 5.89 | -0.25 | 0.0142 | -0.0000 | |||||
| KGC / Kinross Gold Corporation - Depositary Receipt (Common Stock) | 5.89 | -0.49 | 0.0141 | -0.0001 | |||||
| US67115DAB82 / Onslow Bay Mortgage Loan Trust | 5.88 | -3.56 | 0.0141 | -0.0005 | |||||
| US097023DA04 / Boeing Co/The | 5.87 | 0.55 | 0.0141 | 0.0001 | |||||
| US36179W7M44 / Ginnie Mae II Pool | 5.87 | 0.0141 | 0.0141 | ||||||
| BAMLL RE-REMIC TRUST 2024-FRR2 C VAR 07/27/2050 144A / ABS-MBS (US05493UAE64) | 5.86 | 0.0141 | 0.0141 | ||||||
| BBCMS MTG TR 2024-5C29 XB CSTR 09/15/2057 / ABS-MBS (US05555PAE25) | 5.86 | -5.34 | 0.0141 | -0.0008 | |||||
| US68269HAB15 / ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 6.17% 09/15/2036 144A | 5.86 | -1.06 | 0.0141 | -0.0001 | |||||
| US681936BH22 / Omega Healthcare Investors, Inc. | 5.85 | -0.07 | 0.0141 | -0.0000 | |||||
| US3137FCJK14 / FHMS K070 A2 (MF) 3.303% 11-25-27 | 5.85 | 0.36 | 0.0141 | 0.0001 | |||||
| GNII II 6% 08/20/2054#MA9852 / ABS-MBS (US36179Y5M26) | 5.85 | 0.0140 | 0.0140 | ||||||
| NTR / Nutrien Ltd. | 5.84 | -0.24 | 0.0140 | -0.0000 | |||||
| US756109BK93 / REALTY INCOME CORP REGD 3.10000000 | 5.84 | 0.34 | 0.0140 | 0.0001 | |||||
| US92840VAB80 / Vistra Operations Co LLC 5.625% 02/15/2027 144A | 5.83 | -0.07 | 0.0140 | -0.0000 | |||||
| XS2247549731 / Cellnex Telecom SA | 5.82 | 10.20 | 0.0140 | 0.0013 | |||||
| US34528QHV95 / FORDF_23-1 | 5.82 | -0.19 | 0.0140 | -0.0000 | |||||
| US780097BP50 / Natwest Group PLC | 5.82 | 0.43 | 0.0140 | 0.0001 | |||||
| US3140XBKV12 / Fannie Mae Pool | 5.82 | -4.62 | 0.0140 | -0.0007 | |||||
| US912810RZ30 / United States Treas Bds Bond | 5.81 | -6.00 | 0.0140 | -0.0009 | |||||
| ANTX / AN2 Therapeutics, Inc. | 5.81 | 0.00 | 0.0140 | 0.0000 | |||||
| US31418ES431 / UMBS, 30 Year | 5.80 | -3.64 | 0.0139 | -0.0005 | |||||
| US3140QL7M23 / FNMA 30YR 2% 10/01/2051#CB1799 | 5.80 | -4.53 | 0.0139 | -0.0007 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 5.80 | -4.32 | 0.0139 | -0.0006 | |||||
| US456837AV55 / ING Groep NV | 5.79 | 0.59 | 0.0139 | 0.0001 | |||||
| GOLDENTREE LOAN MANAGEMENT US CLO 7 LTD ARR TSFR3M+110 04/20/2034 144A / ABS-CBDO (US38138LAW81) | 5.77 | -0.19 | 0.0139 | -0.0000 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 5.77 | 0.0139 | 0.0139 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 5.76 | -1.42 | 0.0138 | -0.0002 | |||||
| US46647PBX33 / JPMorgan Chase & Co | 5.76 | 39.13 | 0.0138 | 0.0039 | |||||
| 30064K105 / Exacttarget, Inc. | 5.75 | -0.10 | 0.0138 | -0.0000 | |||||
| SRG / Snam S.p.A. | 5.75 | 0.0138 | 0.0138 | ||||||
| PFP 2024-11 LTD A TSFR1M+183.239 09/17/2039 144A / ABS-CBDO (US69291WAA09) | 5.74 | -10.00 | 0.0138 | -0.0015 | |||||
| DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC A1R2 TSFR3M+138 07/15/2037 144A / ABS-CBDO (US26246BAU89) | 5.74 | 18.06 | 0.0138 | 0.0021 | |||||
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC TSFR1M+169.124 08/15/2039 144A / ABS-MBS (US12433CAA36) | 5.71 | -2.97 | 0.0137 | -0.0004 | |||||
| US3140XBJ684 / FN FM7484 | 5.71 | -4.76 | 0.0137 | -0.0007 | |||||
| US6174468X01 / Morgan Stanley | 5.70 | 0.49 | 0.0137 | 0.0001 | |||||
| US3140LHNF33 / FNMA 30YR 3.83% 09/01/2032#BS6689 | 5.69 | -0.49 | 0.0137 | -0.0001 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 5.68 | -0.11 | 0.0137 | -0.0000 | |||||
| US3132XGR329 / FHLG 30YR 3.05% 10/01/2032#WN2305 | 5.68 | -0.35 | 0.0137 | -0.0000 | |||||
| US26078JAD28 / DuPont de Nemours Inc | 5.68 | 0.55 | 0.0137 | 0.0001 | |||||
| US10569XAA72 / BRAVO 22-RPL1 A1 144A 2.75% 09-25-61 | 5.68 | -3.58 | 0.0137 | -0.0005 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 5.67 | -1.82 | 0.0136 | -0.0002 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 5.66 | -0.11 | 0.0136 | -0.0000 | |||||
| CDW LLC / CDW FIN CORP 5.1% 03/01/2030 / DBT (US12513GBK40) | 5.66 | -0.05 | 0.0136 | -0.0000 | |||||
| AVOCA CLO XXV DESIGNATED ACTIVITY CO A 3MEUR+96 10/15/2034 144A / ABS-CBDO (XS2400440991) | 5.66 | 9.27 | 0.0136 | 0.0012 | |||||
| US70470MAC91 / Peace Park CLO Ltd | 5.66 | -0.14 | 0.0136 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 5.64 | -2.61 | 0.0136 | -0.0004 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 5.62 | -5.24 | 0.0135 | -0.0007 | |||||
| US25470DBJ72 / DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030 | 5.62 | -2.65 | 0.0135 | -0.0004 | |||||
| US709599BT09 / Penske Truck Leasing Co Lp / PTL Finance Corp | 5.57 | -0.05 | 0.0134 | -0.0000 | |||||
| US912834NP95 / United States Treasury Strip Coupon | 5.57 | -7.39 | 0.0134 | -0.0011 | |||||
| US72703PAC77 / Planet Fitness Master Issuer LLC | 5.57 | 0.22 | 0.0134 | 0.0000 | |||||
| US31418D3G50 / Fannie Mae Pool | 5.56 | -4.32 | 0.0134 | -0.0006 | |||||
| US36179X2L97 / Ginnie Mae II Pool | 5.56 | 0.0134 | 0.0134 | ||||||
| FFH.PRH / Fairfax Financial Holdings Limited - Preferred Stock | 5.55 | 0.0133 | 0.0133 | ||||||
| US12659AAH95 / CSMC_21-RP11 | 5.55 | -4.34 | 0.0133 | -0.0006 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 5.54 | -2.40 | 0.0133 | -0.0003 | |||||
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC 4.9% 05/15/2031 144A / ABS-CBDO (US73747LAB45) | 5.54 | -0.05 | 0.0133 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 5.54 | -1.48 | 0.0133 | -0.0002 | |||||
| US912810SY55 / United States Treasury Note/Bond | 5.53 | -4.61 | 0.0133 | -0.0006 | |||||
| US05609MCB90 / BMO 2022-C1 MORTGAGE TRUST 3.119% 02/15/2055 | 5.53 | -0.50 | 0.0133 | -0.0001 | |||||
| MMC / Marsh & McLennan Companies, Inc. - Depositary Receipt (Common Stock) | 5.52 | 0.58 | 0.0133 | 0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 5.52 | -6.72 | 0.0133 | -0.0009 | |||||
| VENTURE GLOBAL LNG INC 9%/VAR PERP 144A / EP (US92332YAF88) | 5.51 | 11.68 | 0.0132 | 0.0014 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 5.50 | 0.0132 | 0.0132 | ||||||
| US08162WBA36 / Benchmark 2020-B19 Mortgage Trust | 5.50 | 0.49 | 0.0132 | 0.0001 | |||||
| PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO A 3MEUR+99 05/15/2034 144A / ABS-CBDO (XS2865669365) | 5.49 | 0.73 | 0.0132 | 0.0001 | |||||
| VISTA POINT SECURITIZATION TRUST 2024-CES3 A1 5.679% 01/25/2055 144A / ABS-CBDO (US92841WAA71) | 5.49 | -6.26 | 0.0132 | -0.0009 | |||||
| US07274EAH62 / Bayer US Finance LLC | 5.48 | -0.56 | 0.0132 | -0.0001 | |||||
| US929043AL12 / VORNADO REALTY LP 3.4% 06/01/2031 | 5.48 | 0.40 | 0.0132 | 0.0001 | |||||
| US56585ABD37 / Marathon Petroleum Corp | 5.48 | 0.27 | 0.0132 | 0.0000 | |||||
| US3132D9FB59 / FHLG 20YR 2% 07/01/2041#SC0162 | 5.47 | -3.68 | 0.0132 | -0.0005 | |||||
| US3132XHSX32 / FHLMC Gold Pools, Other | 5.43 | -0.51 | 0.0131 | -0.0001 | |||||
| US12661QAC15 / CSMC 2022-RPL1 TR VAR 04/25/2061 144A | 5.43 | -3.55 | 0.0131 | -0.0005 | |||||
| US92212WAA80 / VAR ENERGI ASA REGD 144A P/P 5.00000000 | 5.42 | -0.18 | 0.0130 | -0.0000 | |||||
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.41% 05/17/2027 144A / ABS-CBDO (US44934FAD78) | 5.42 | -0.31 | 0.0130 | -0.0000 | |||||
| US10805VAA52 / Bridge Trust, Series 2022-SFR1, Class A | 5.41 | 0.11 | 0.0130 | 0.0000 | |||||
| US055451BE76 / BHP Billiton Finance USA Ltd. | 5.39 | -1.12 | 0.0130 | -0.0001 | |||||
| US22003BAM81 / Corporate Office Properties LP | 5.39 | 0.82 | 0.0130 | 0.0001 | |||||
| US71643VAB18 / Petroleos Mexicanos | 5.39 | 1.85 | 0.0129 | 0.0002 | |||||
| US05609PAN87 / BX 2021-LBA3 Mortgage Trust | 5.39 | -0.39 | 0.0129 | -0.0000 | |||||
| US161175CD44 / Charter Communications Operating LLC / Charter Communications Operating Capital | 5.38 | 1.80 | 0.0129 | 0.0002 | |||||
| US844741BK34 / Southwest Airlines Co | 5.37 | -0.35 | 0.0129 | -0.0000 | |||||
| CARLYLE US CLO 2021-11 LTD A1R TSFR3M+141 07/25/2037 144A / ABS-CBDO (US143122AJ83) | 5.37 | -0.43 | 0.0129 | -0.0000 | |||||
| HOMES 2024-NQM2 TRUST 5.717% 10/25/2069 144A / ABS-CBDO (US43761CAA09) | 5.37 | -7.02 | 0.0129 | -0.0010 | |||||
| SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A / ABS-CBDO (US864300AC28) | 5.36 | -1.72 | 0.0129 | -0.0002 | |||||
| TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A / ABS-MBS (US87231EAA55) | 5.36 | -0.06 | 0.0129 | -0.0000 | |||||
| US25470MAG42 / DISH Network Corp | 5.36 | -2.23 | 0.0129 | -0.0003 | |||||
| US105340AQ63 / Brandywine Operating Partnership LP | 5.35 | -0.21 | 0.0129 | -0.0000 | |||||
| US015271AU38 / Alexandria Real Estate Equities Inc | 5.35 | -1.18 | 0.0128 | -0.0001 | |||||
| US74333WAJ18 / Progress Residential Trust, Series 2021-SFR10, Class E1 | 5.35 | 0.0128 | 0.0128 | ||||||
| US3132DWHZ95 / Freddie Mac Pool | 5.34 | 0.0128 | 0.0128 | ||||||
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-RPL1 A1 4% 06/25/2064 / ABS-CBDO (US61776YAA73) | 5.34 | -1.69 | 0.0128 | -0.0002 | |||||
| US03073EAT29 / AmerisourceBergen Corp | 5.34 | 0.43 | 0.0128 | 0.0001 | |||||
| DRYDEN 83 CLO LTD AR TSFR3M+153 04/18/2037 144A / ABS-CBDO (US26246EAL20) | 5.33 | -0.17 | 0.0128 | -0.0000 | |||||
| US3140N26Y26 / Fannie Mae Pool | 5.33 | -3.77 | 0.0128 | -0.0005 | |||||
| US17305EGS81 / Citibank Credit Card Issuance Trust, Series 2018-A7, Class A7 | 5.33 | -0.07 | 0.0128 | -0.0000 | |||||
| US25278XAR08 / Diamondback Energy Inc | 5.32 | 19.03 | 0.0128 | 0.0020 | |||||
| WEIR GROUP INC 5.35% 05/06/2030 144A / DBT (US94877DAA28) | 5.32 | 0.0128 | 0.0128 | ||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 5.32 | 0.0128 | 0.0128 | ||||||
| US80282KBF21 / Santander Holdings USA, Inc. | 5.31 | -0.04 | 0.0128 | 0.0000 | |||||
| MADISON PARK FUNDING XXXIX LTD AR TSFR3M+125 10/22/2034 144A / ABS-CBDO (US55821LAJ35) | 5.29 | -0.28 | 0.0127 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 5.29 | -3.72 | 0.0127 | -0.0005 | |||||
| CLDCD 2024-2A A2 5.781% 11/22/2049 144A / ABS-CBDO (US102104AA49) | 5.28 | 0.0127 | 0.0127 | ||||||
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A A1B SOFR30A+145 03/15/2056 144A / ABS-CBDO (US831943AB13) | 5.27 | -5.01 | 0.0127 | -0.0007 | |||||
| US11135FBF71 / Broadcom, Inc. | 5.26 | -0.25 | 0.0126 | -0.0000 | |||||
| PRET 2024-RPL2 TR VAR 06/25/2064 144A / ABS-CBDO (US69392CAA27) | 5.26 | -2.65 | 0.0126 | -0.0003 | |||||
| US55822BAC90 / Madison Park Funding LII Ltd | 5.25 | -15.25 | 0.0126 | -0.0023 | |||||
| MAGNETITE XXVIII LTD A1RR TSFR3M+124 01/15/2038 144A / ABS-CBDO (US55955LAS16) | 5.24 | 18.75 | 0.0126 | 0.0020 | |||||
| US548661EJ29 / Lowe's Cos Inc | 5.24 | -5.92 | 0.0126 | -0.0008 | |||||
| US3137FG6X87 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K077, Class A2 | 5.24 | 0.29 | 0.0126 | 0.0000 | |||||
| ALA TRUST 2025-OANA A 6.04263% 06/15/2030 144A / ABS-MBS (US009920AA71) | 5.24 | 0.0126 | 0.0126 | ||||||
| US3140J5MF35 / Fannie Mae Pool | 5.22 | -3.26 | 0.0126 | -0.0004 | |||||
| F1AN34 / Diamondback Energy, Inc. - Depositary Receipt (Common Stock) | 5.20 | 0.0125 | 0.0125 | ||||||
| XS2354569407 / JDE Peet's NV | 5.20 | 10.78 | 0.0125 | 0.0012 | |||||
| US48128YAU55 / JPMCC COML MTG SECS TR 2019-COR4 A3 3.7629% 03/10/2052 | 5.20 | -0.06 | 0.0125 | -0.0000 | |||||
| US172967MS77 / Citigroup Inc | 5.20 | 0.56 | 0.0125 | 0.0001 | |||||
| AMMC CDO AR TSFR3M+120 01/20/2035 144A / ABS-CBDO (US00177LAJ98) | 5.19 | -0.59 | 0.0125 | -0.0001 | |||||
| AMEREN MISSOURI SECURITIZATION FUNDING I LLC 4.85% 10/01/2041 / DBT (US023940AA78) | 5.19 | -1.97 | 0.0125 | -0.0002 | |||||
| US3140LJR404 / FNMA 30YR 4.24% 03/01/2033#BS7706 | 5.18 | -0.84 | 0.0125 | -0.0001 | |||||
| SUBWAY FDG LLC ISSUER 5.246% 07/30/2054 144A / ABS-CBDO (US864300AG32) | 5.18 | -1.60 | 0.0124 | -0.0002 | |||||
| C1MA34 / Comerica Incorporated - Depositary Receipt (Common Stock) | 5.18 | -0.23 | 0.0124 | -0.0000 | |||||
| US29278GAP37 / Enel Finance International NV | 5.17 | 0.96 | 0.0124 | 0.0001 | |||||
| A1PP34 / AppLovin Corporation - Depositary Receipt (Common Stock) | 5.16 | 34.47 | 0.0124 | 0.0032 | |||||
| CIM TRUST 2025-I1 5.798% 10/25/2069 144A / ABS-CBDO (US12571DAA37) | 5.15 | -5.82 | 0.0124 | -0.0008 | |||||
| SUBWAY FDG LLC ISSUER 5.914% 07/30/2054 144A / ABS-CBDO (US864300AL27) | 5.15 | -4.19 | 0.0124 | -0.0005 | |||||
| D1TE34 / DTE Energy Company - Depositary Receipt (Common Stock) | 5.15 | 0.02 | 0.0124 | 0.0000 | |||||
| US90353KAX72 / UBS COML MTG TR 2018-C13 A3 4.0694% 10/15/2051 | 5.14 | 0.10 | 0.0124 | 0.0000 | |||||
| US46592FAA12 / J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-2NU | 5.14 | 1.10 | 0.0123 | 0.0001 | |||||
| US10112RBA14 / Boston Properties LP | 5.14 | 0.27 | 0.0123 | 0.0000 | |||||
| US36179V7D62 / GNII II 2% 02/20/2051#MA7192 | 5.13 | -4.20 | 0.0123 | -0.0005 | |||||
| CIM TRUST 2025-R1 5% 02/25/2099 144A / ABS-CBDO (US12575LAA17) | 5.12 | 0.0123 | 0.0123 | ||||||
| US08163CBB46 / Benchmark 2021-B24 Mortgage Trust | 5.12 | -66.91 | 0.0123 | -0.0249 | |||||
| US12508GAT31 / CCUBS COML MTG TR 2017-C1 A3 3.283% 11/15/2050 | 5.12 | -2.61 | 0.0123 | -0.0003 | |||||
| US745310AK84 / Puget Energy Inc | 5.12 | -0.14 | 0.0123 | -0.0000 | |||||
| US46647PBW59 / JPMorgan Chase & Co | 5.12 | 0.71 | 0.0123 | 0.0001 | |||||
| US3132DWAX11 / FHLG 30YR 2.5% 01/01/2051#SD8122 | 5.11 | -4.00 | 0.0123 | -0.0005 | |||||
| US31335ATJ78 / Freddie Mac Gold Pool | 5.11 | -5.00 | 0.0123 | -0.0006 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 5.11 | -5.56 | 0.0123 | -0.0007 | |||||
| US31418EBU38 / Fannie Mae Pool | 5.11 | -5.39 | 0.0123 | -0.0007 | |||||
| US92343VGN82 / Verizon Communications Inc | 5.10 | -8.32 | 0.0123 | -0.0011 | |||||
| US31418DWS79 / Fannie Mae Pool | 5.10 | -4.01 | 0.0123 | -0.0005 | |||||
| US3140LFAF14 / FNMA, Other | 5.10 | 0.20 | 0.0123 | 0.0000 | |||||
| ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A / DBT (US04685A3Q28) | 5.10 | -0.22 | 0.0123 | -0.0000 | |||||
| US12656TAA60 / CSMC 2021-RPL2TRUST VAR | 5.10 | -3.96 | 0.0122 | -0.0005 | |||||
| XS1785795763 / Chubb INA Holdings Inc | 5.08 | 10.52 | 0.0122 | 0.0012 | |||||
| UST NOTES 4% 02/15/2034 / DBT (US91282CJZ59) | 5.08 | -0.96 | 0.0122 | -0.0001 | |||||
| PACIFIC LIFE GF II 4.5% 08/28/2029 144A / DBT (US6944PL3C15) | 5.08 | -0.27 | 0.0122 | -0.0000 | |||||
| US3133KYVC01 / UMBS Freddie Mac Pool | 5.08 | -3.29 | 0.0122 | -0.0004 | |||||
| MARICOPA AZ IND 7.375% 10/1/2029 / DBT (US56681NJD03) | 5.07 | -0.53 | 0.0122 | -0.0001 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 5.06 | -3.53 | 0.0122 | -0.0004 | |||||
| US745310AN24 / Puget Energy, Inc. | 5.06 | -1.19 | 0.0122 | -0.0001 | |||||
| US55903VBC63 / Warnermedia Holdings Inc | 5.05 | -39.07 | 0.0121 | -0.0078 | |||||
| US91282CEC10 / United States Treasury Note/Bond | 5.03 | 0.56 | 0.0121 | 0.0001 | |||||
| US3132DN4S96 / FHLG 30YR 5% 10/01/2052#SD1733 | 5.03 | -3.92 | 0.0121 | -0.0005 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 5.03 | -5.08 | 0.0121 | -0.0006 | |||||
| US36179VTV26 / Ginnie Mae II Pool | 5.03 | 0.0121 | 0.0121 | ||||||
| US125581GX07 / CIT GROUP INC SUBORDINATED 03/28 6.125 | 5.01 | -0.22 | 0.0120 | -0.0000 | |||||
| CITIGROUP MORTGAGE LOAN TRUST 2024-1 SOFR30A+135 07/25/2054 144A / ABS-CBDO (US17332CBX39) | 5.00 | -7.74 | 0.0120 | -0.0010 | |||||
| PMT CREDIT RISK TRANSFER TRUST 2024-2R SOFR30A+335 03/29/2027 144A / ABS-CBDO (US69391NAA90) | 4.99 | -0.74 | 0.0120 | -0.0001 | |||||
| GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1 4.52% 10/15/2027 144A / ABS-CBDO (US39154GAH92) | 4.99 | 0.0120 | 0.0120 | ||||||
| PIKES PEAK CLO 2 ARR TSFR3M+122 10/11/2034 144A / ABS-CBDO (US72133JAY38) | 4.99 | -0.46 | 0.0120 | -0.0000 | |||||
| US36179WJS89 / Ginnie Mae II Pool | 4.99 | -4.66 | 0.0120 | -0.0006 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 4.98 | -0.54 | 0.0120 | -0.0001 | |||||
| US3140XBUL20 / FANNIE MAE POOL FN FM7786 | 4.97 | -4.41 | 0.0119 | -0.0005 | |||||
| XS2457469547 / IMCD NV | 4.95 | 10.25 | 0.0119 | 0.0011 | |||||
| US361841AH26 / GLP Capital LP / GLP Financing II Inc | 4.94 | -0.52 | 0.0119 | -0.0001 | |||||
| US3132DWA605 / Freddie Mac Pool | 4.94 | -4.00 | 0.0119 | -0.0005 | |||||
| BRAVO RESIDENTIAL FDG TR 2025-NQM2 A1 VAR 11/25/2064 144A / ABS-CBDO (US10569NAC56) | 4.94 | -6.00 | 0.0119 | -0.0008 | |||||
| 30064K105 / Exacttarget, Inc. | 4.93 | 0.12 | 0.0118 | 0.0000 | |||||
| US83610HAL42 / SOUND POINT CLO VII-R Ltd | 4.93 | -19.06 | 0.0118 | -0.0028 | |||||
| US845467AT68 / Southwestern Energy Co | 4.92 | 37.56 | 0.0118 | 0.0032 | |||||
| US31418D6B37 / Fannie Mae Pool | 4.91 | -4.16 | 0.0118 | -0.0005 | |||||
| PRPM 2025-RPL2 LLC 3.75% 04/25/2055 144A / ABS-CBDO (US69392MAA09) | 4.91 | 0.0118 | 0.0118 | ||||||
| US55954NAJ81 / Magnetite XXIII Ltd | 4.91 | -0.06 | 0.0118 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 4.90 | -2.97 | 0.0118 | -0.0004 | |||||
| US46647PBP09 / JPMORGAN CHASE and CO 2.956/VAR 05/13/2031 | 4.90 | 0.18 | 0.0118 | 0.0000 | |||||
| BERRY GLOBAL INC 5.5% 04/15/2028 / DBT (US08576PAL58) | 4.90 | 0.04 | 0.0118 | 0.0000 | |||||
| US04287KAB70 / ARSENAL AIC PARENT LLC | 4.90 | 0.20 | 0.0118 | 0.0000 | |||||
| OHA CR FDG 4 LTD / OHA CR FDG 4 LLC AR2 TSFR3M+129 01/22/2038 144A / ABS-CBDO (US67098DBC65) | 4.90 | -0.65 | 0.0118 | -0.0001 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 4.90 | 17.16 | 0.0118 | 0.0017 | |||||
| US31418DRS35 / Fannie Mae Pool | 4.89 | -4.13 | 0.0118 | -0.0005 | |||||
| GNII II 6% 01/20/2055#MB0148 / ABS-MBS (US3618N5EW56) | 4.89 | -1.41 | 0.0118 | -0.0002 | |||||
| US71654QDE98 / Petroleos Mexicanos | 4.89 | 1.83 | 0.0117 | 0.0002 | |||||
| US94990DAA46 / Wells Fargo Commercial Mortgage Trust 2018-1745 | 4.88 | -1.14 | 0.0117 | -0.0001 | |||||
| US3140XHBE67 / FANNIE MAE POOL UMBS P#FS1836 2.50000000 | 4.88 | -4.26 | 0.0117 | -0.0005 | |||||
| AIMCO CLO 11 LTD A1R2 TSFR3M+134 07/17/2037 144A / ABS-CBDO (US00140NAW02) | 4.87 | -0.43 | 0.0117 | -0.0000 | |||||
| US06051GJT76 / Bank of America Corp | 4.87 | 0.39 | 0.0117 | 0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 4.86 | -8.76 | 0.0117 | -0.0011 | |||||
| US3140XTA354 / FNMA 30YR 2% 08/01/2050#FP0025 | 4.86 | -4.29 | 0.0117 | -0.0005 | |||||
| GILEAD AVIATION LLC 0% 03/15/2050 144A / ABS-CBDO (US37556TAA43) | 4.86 | -3.32 | 0.0117 | -0.0004 | |||||
| US087598AA60 / BETHP 2021 3ML+113 01/15/2035 144A | 4.85 | -18.05 | 0.0117 | -0.0026 | |||||
| US62854AAN46 / Mylan NV | 4.85 | -0.25 | 0.0117 | -0.0000 | |||||
| STREAM INNOVATIONS 2025-1A ISSUER TR A 5.05% 09/15/2045 144A / ABS-CBDO (US86324XAA37) | 4.84 | 0.0116 | 0.0116 | ||||||
| Q1UE34 / Quest Diagnostics Incorporated - Depositary Receipt (Common Stock) | 4.84 | 0.50 | 0.0116 | 0.0001 | |||||
| NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD AR2 TSFR3M+140 07/18/2038 144A / ABS-CBDO (US64131JAU07) | 4.84 | -0.41 | 0.0116 | -0.0000 | |||||
| US3132DVKW45 / Federal Home Loan Mortgage Corp. Fixed Rate Participation Certificates | 4.84 | -4.29 | 0.0116 | -0.0005 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 4.83 | -3.71 | 0.0116 | -0.0004 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 4.83 | -0.19 | 0.0116 | -0.0000 | |||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 4.83 | 76.25 | 0.0116 | 0.0050 | |||||
| US48128KAU51 / JPMCC Commercial Mortgage Securities Trust 2017-JP6 | 4.83 | 1.03 | 0.0116 | 0.0001 | |||||
| AIMCO CLO 17 LTD / AIMCO CLO 17 LLC A1R TSFR3M+135 07/20/2037 144A / ABS-CBDO (US00889JAK07) | 4.83 | -0.35 | 0.0116 | -0.0000 | |||||
| US31418DS458 / Fannie Mae Pool | 4.82 | -4.23 | 0.0116 | -0.0005 | |||||
| NORTHWESTERN MUTUAL GLOBAL FUNDING 4.49% 03/21/2028 144A / DBT (US66815L2V01) | 4.82 | 0.0116 | 0.0116 | ||||||
| US11135FBK66 / BROADCOM INC 3.419% 04/15/2033 144A | 4.82 | 28.56 | 0.0116 | 0.0026 | |||||
| US37046US851 / General Motors Financial Co Inc | 4.82 | 0.08 | 0.0116 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 4.81 | -1.84 | 0.0116 | -0.0002 | |||||
| US95000AAT43 / Wells Fargo Commercial Mortgage Trust 2015-P2 | 4.81 | -26.09 | 0.0116 | -0.0041 | |||||
| UST NOTES 4.5% 05/15/2027 / DBT (US91282CKR15) | 4.81 | 0.00 | 0.0116 | 0.0000 | |||||
| SYMPHONY CLO LTD A1AR TSFR3M+118 04/18/2033 144A / ABS-CBDO (US87167GCH11) | 4.80 | -0.15 | 0.0115 | -0.0000 | |||||
| COLOMBIA REPUBLIC OF 8.5% 04/25/2035 / DBT (US195325ES00) | 4.80 | 0.0115 | 0.0115 | ||||||
| XS2719999844 / eG Global Finance PLC | 4.79 | 8.22 | 0.0115 | 0.0009 | |||||
| AMMC CLO 27 LTD A2R TSFR3M+135 01/20/2037 144A / ABS-CBDO (US00173UAU88) | 4.79 | -0.58 | 0.0115 | -0.0001 | |||||
| CASSA DEPOSITI E PRESTITI SPA 5.875% 04/30/2029 144A / DBT (US147918AC06) | 4.78 | 28.57 | 0.0115 | 0.0026 | |||||
| SUNRUN ARTEMIS ISSUER 2024-2 LLC 6.25% 07/30/2059 144A / ABS-CBDO (US86771BAA98) | 4.78 | -4.55 | 0.0115 | -0.0005 | |||||
| OCTAGON INVESTMENT PARTNERS 40 LTD BRR TSFR3M+155 01/20/2035 144A / ABS-CBDO (US67592BBC19) | 4.78 | -0.60 | 0.0115 | -0.0001 | |||||
| US05571AAR68 / BPCE SA | 4.78 | -0.21 | 0.0115 | -0.0000 | |||||
| UST BILLS 0% 06/26/2025 / DBT (US912797NW34) | 4.77 | 0.0115 | 0.0115 | ||||||
| US12598HAB15 / CIM Trust 2021-R4 | 4.76 | -4.86 | 0.0114 | -0.0006 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 4.75 | -1.35 | 0.0114 | -0.0001 | |||||
| US15033PAA12 / CEDAR FUNDING LTD 23-17A A TSFR3M+185 07/20/2036 144A | 4.75 | -0.11 | 0.0114 | -0.0000 | |||||
| US65480MAD56 / Nissan Auto Receivables Owner Trust, Series 2023-B, Class A3 | 4.74 | -0.57 | 0.0114 | -0.0001 | |||||
| ATLAS SENIOR LOAN FUND XV LTD A1R TSFR3M+122 10/23/2032 144A / ABS-CBDO (US04942MAN48) | 4.74 | -13.35 | 0.0114 | -0.0017 | |||||
| US681936BN99 / Omega Healthcare Investors Inc | 4.73 | -7.70 | 0.0114 | -0.0009 | |||||
| US3622A22Y71 / Ginnie Mae II Pool | 4.73 | -5.55 | 0.0114 | -0.0007 | |||||
| US961214EF61 / Westpac Banking Corp | 4.73 | -0.21 | 0.0114 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 4.73 | -2.42 | 0.0114 | -0.0003 | |||||
| ARES LN FDG V LTD / ARES LN FDG V LLC A1 TSFR3M+150 07/27/2037 144A / ABS-CBDO (US04020QAA85) | 4.72 | -0.40 | 0.0113 | -0.0000 | |||||
| WELLS FARGO COML MTG TR 2024-GRP TSFR1M+229.06 10/15/2041 144A / ABS-MBS (US95003YAC66) | 4.72 | 0.06 | 0.0113 | 0.0000 | |||||
| US47233JGT97 / Jefferies Group LLC / Jefferies Group Capital Finance Inc | 4.72 | -0.46 | 0.0113 | -0.0000 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 4.71 | 0.0113 | 0.0113 | ||||||
| US36459DCQ25 / GAM 2022-FRR3 BK89 1/52 | 4.71 | 3.72 | 0.0113 | 0.0004 | |||||
| XS2064786754 / Ivory Coast Government International Bond | 4.71 | 9.14 | 0.0113 | 0.0010 | |||||
| US3133KNSM64 / Freddie Mac Pool | 4.70 | -4.05 | 0.0113 | -0.0005 | |||||
| US3132DWB934 / Freddie Mac Pool | 4.69 | -5.94 | 0.0113 | -0.0007 | |||||
| US31418EE639 / FN MA4656 | 4.68 | 22.69 | 0.0112 | 0.0021 | |||||
| WELLS FARGO COML MORTAGE TR 2024-MGP A12 TSFR1M+179.1 08/15/2041 144A / ABS-MBS (US95003TAS24) | 4.68 | -1.06 | 0.0112 | -0.0001 | |||||
| UST NOTES 3.75% 04/15/2028 / DBT (US91282CMW81) | 4.68 | 0.0112 | 0.0112 | ||||||
| PMT LOAN TRUST 2024-INV1 A3 5.5% 10/25/2059 144A / ABS-CBDO (US73015BAC90) | 4.68 | -3.61 | 0.0112 | -0.0004 | |||||
| US01750WAC38 / ALLEGRO CLO LTD 3ML+114 07/20/2034 144A | 4.68 | -0.02 | 0.0112 | 0.0000 | |||||
| US3132DWBH51 / UMBS | 4.67 | -4.22 | 0.0112 | -0.0005 | |||||
| US404280CT42 / HSBC Holdings PLC | 4.67 | 16.64 | 0.0112 | 0.0016 | |||||
| US15089QAW42 / Celanese US Holdings LLC | 4.67 | -0.24 | 0.0112 | -0.0000 | |||||
| WHEELS FLEET LEASE FUNDING 1 LLC 4.87% 06/21/2039 144A / ABS-CBDO (US96328GBT31) | 4.67 | -0.21 | 0.0112 | -0.0000 | |||||
| BRANDYWINE OPER PARTNERSHIP LP 8.875% 04/12/2029 / DBT (US105340AS20) | 4.67 | -0.62 | 0.0112 | -0.0001 | |||||
| US05610BAL09 / BXSC Commercial Mortgage Trust 2022-WSS | 4.66 | -43.10 | 0.0112 | -0.0085 | |||||
| US88607AAA79 / THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A | 4.66 | -4.33 | 0.0112 | -0.0005 | |||||
| US3132DWFD02 / UMBS | 4.66 | 5,513.25 | 0.0112 | 0.0110 | |||||
| US12649AAC36 / CSMC 2014-USA OA LLC | 4.65 | 1.35 | 0.0112 | 0.0002 | |||||
| ROCC 2024-CNTR D 7.10914% 11/13/2041 144A / ABS-MBS (US74970WAG50) | 4.64 | -1.11 | 0.0112 | -0.0001 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 4.64 | -1.23 | 0.0112 | -0.0001 | |||||
| US040555DE14 / Arizona Public Service Co | 4.64 | -0.98 | 0.0112 | -0.0001 | |||||
| US00084DBC39 / ABN AMRO Bank NV | 4.63 | -0.45 | 0.0111 | -0.0000 | |||||
| USU0952JAD55 / BPR TRUST 2022 OANA | 4.62 | -0.17 | 0.0111 | -0.0000 | |||||
| US902973BC96 / US Bancorp | 4.62 | -0.11 | 0.0111 | -0.0000 | |||||
| US3140QB3Q99 / FNMA 30YR 3% 10/01/2049#CA4406 | 4.62 | -4.13 | 0.0111 | -0.0005 | |||||
| US682680AZ68 / ONEOK Inc. | 4.62 | -8.50 | 0.0111 | -0.0010 | |||||
| US172967KA87 / Citigroup Inc | 4.61 | 0.22 | 0.0111 | 0.0000 | |||||
| US3133KNSL81 / Freddie Mac Pool | 4.61 | -4.28 | 0.0111 | -0.0005 | |||||
| SWCH COML MTG TR 2025-DATA TSFR1M+144.29 03/15/2042 144A / ABS-MBS (US78489CAA71) | 4.61 | 0.0111 | 0.0111 | ||||||
| STATE ST BK and TR CO BOSTON 4.782% 11/23/2029 / DBT (US857449AE22) | 4.60 | 0.15 | 0.0111 | 0.0000 | |||||
| HYUNDAI CAP AMER 4.875% 11/01/2027 144A / DBT (US44891ADK07) | 4.60 | -0.45 | 0.0111 | -0.0000 | |||||
| EQT / EQT Corporation | 4.60 | 0.0111 | 0.0111 | ||||||
| US00206RMM15 / AT&T Inc | 4.60 | -2.55 | 0.0110 | -0.0003 | |||||
| US74331UAG31 / Progress Residential Trust, Series 2022-SFR3, Class D | 4.59 | -0.86 | 0.0110 | -0.0001 | |||||
| US36263XAG88 / GLS Auto Receivables Trust | 4.59 | 0.00 | 0.0110 | 0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 4.59 | -5.29 | 0.0110 | -0.0006 | |||||
| US88732JBB35 / Time Warner Cable Inc. 5.50% 09/01/41 | 4.58 | -0.35 | 0.0110 | -0.0000 | |||||
| US12592SAB34 / CIM Trust 2021-R5 | 4.57 | -4.08 | 0.0110 | -0.0005 | |||||
| US62548QAD34 / Multifamily Connecticut Avenue Securities Trust 2020-01 | 4.56 | -1.17 | 0.0109 | -0.0001 | |||||
| US05609WAA18 / BX Trust, Series 2022-IND, Class A | 4.55 | -6.76 | 0.0109 | -0.0008 | |||||
| US097023CY98 / BOEING CO 5.15 5/30 | 4.54 | 2.28 | 0.0109 | 0.0002 | |||||
| QSR / Restaurant Brands International Inc. | 4.53 | -5.51 | 0.0109 | -0.0006 | |||||
| US969457CH11 / Williams Cos Inc/The | 4.52 | -0.24 | 0.0109 | -0.0000 | |||||
| US36179W2X53 / GINNIE MAE II POOL G2 MA7990 | 4.52 | 230.17 | 0.0109 | 0.0076 | |||||
| US3140FXWR93 / FNMA, Other | 4.52 | -3.50 | 0.0109 | -0.0004 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 4.52 | 0.22 | 0.0109 | 0.0000 | |||||
| BENCHMARK 2024-V9 MORTGAGE TRUST 5.6019% 08/15/2057 / ABS-MBS (US081919AN29) | 4.52 | -0.42 | 0.0109 | -0.0000 | |||||
| TRALEE CLO VI LTD A1RR TSFR3M+122 10/25/2032 144A / ABS-CBDO (US89289EBL74) | 4.51 | -17.42 | 0.0108 | -0.0023 | |||||
| TRINITAS CLO VI LTD / TRINITAS CLO VI LLC ARRR TSFR3M+133 01/25/2034 144A / ABS-CBDO (US89640YBN31) | 4.50 | -0.27 | 0.0108 | -0.0000 | |||||
| US3137BNGT50 / Freddie Mac Multifamily Structured Pass Through Certificates | 4.50 | -2.62 | 0.0108 | -0.0003 | |||||
| BARINGS LN PARTNERS CLO LTD 2 / BARINGS LN PARTNERS CLO 2 LLC CR TSFR3M+165 01/20/2034 144A / ABS-CBDO (US06763BAN91) | 4.50 | 0.16 | 0.0108 | 0.0000 | |||||
| LCM 31 LTD AR TSFR3M+128 07/20/2034 144A / ABS-CBDO (US50201QAL86) | 4.50 | -0.27 | 0.0108 | -0.0000 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 4.50 | 0.0108 | 0.0108 | ||||||
| I1LM34 / Illumina, Inc. - Depositary Receipt (Common Stock) | 4.49 | -0.09 | 0.0108 | -0.0000 | |||||
| US61692AAA07 / Morgan Stanley Capital I Inc | 4.49 | 0.72 | 0.0108 | 0.0001 | |||||
| A1JG34 / Arthur J. Gallagher & Co. - Depositary Receipt (Common Stock) | 4.49 | 0.38 | 0.0108 | 0.0000 | |||||
| US01F0226757 / Uniform Mortgage-Backed Security, TBA | 4.48 | -97.70 | 0.0108 | -0.4318 | |||||
| US31418DSH60 / Fannie Mae Pool | 4.48 | -4.22 | 0.0108 | -0.0005 | |||||
| US682680BL63 / CORPORATE BONDS | 4.46 | -2.09 | 0.0107 | -0.0002 | |||||
| US14040HDC60 / Capital One Financial Corp | 4.46 | -0.40 | 0.0107 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 4.45 | -4.22 | 0.0107 | -0.0005 | |||||
| SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A / ABS-CBDO (US864300AE83) | 4.45 | -3.14 | 0.0107 | -0.0003 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 4.44 | 0.38 | 0.0107 | 0.0000 | |||||
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-7 A11 6.64343% 06/25/2055 144A / ABS-CBDO (US16159TAP66) | 4.44 | -10.80 | 0.0107 | -0.0013 | |||||
| GREEN LAKES PARK CLO LLC ARR TSFR3M+118 01/25/2038 144A / ABS-CBDO (US39310AAC45) | 4.44 | -0.29 | 0.0107 | -0.0000 | |||||
| US3133KRVL58 / FHLM 30YR 5.5% 08/01/2053#RA9619 | 4.44 | -3.88 | 0.0107 | -0.0004 | |||||
| US694308JQ18 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 | 4.44 | 22.45 | 0.0107 | 0.0020 | |||||
| FCT / Fincantieri S.p.A. | 4.44 | 1.09 | 0.0107 | 0.0001 | |||||
| PMT CREDIT RISK TRANSFER TRUST 2024-3R SOFR30A+310 05/01/2047 144A / ABS-CBDO (US69392AAA60) | 4.44 | -2.16 | 0.0107 | -0.0002 | |||||
| US04685A3G46 / Athene Global Funding | 4.44 | 0.14 | 0.0107 | 0.0000 | |||||
| US95003EAA47 / WFCM_21-FCMT | 4.44 | -0.34 | 0.0107 | -0.0000 | |||||
| US25278XAM11 / Diamondback Energy Inc. | 4.44 | 0.23 | 0.0107 | 0.0000 | |||||
| US6174468G77 / Morgan Stanley | 4.42 | 0.45 | 0.0106 | 0.0001 | |||||
| US3132DWCB72 / FHLG 30YR 2% 09/01/2051#SD8166 | 4.42 | -4.31 | 0.0106 | -0.0005 | |||||
| US06541JAS06 / BANK 2021-BNK34 CSTR 06/15/2063 | 4.42 | -5.07 | 0.0106 | -0.0006 | |||||
| FLORIDA PWR and LT CO 5.7% 03/15/2055 / DBT (US341081GY79) | 4.42 | 5.85 | 0.0106 | 0.0006 | |||||
| US72703PAD50 / Planet Fitness Master Issuer LLC | 4.41 | -0.23 | 0.0106 | -0.0000 | |||||
| US87612GAA94 / Targa Resources Corp | 4.41 | 1.75 | 0.0106 | 0.0002 | |||||
| THE BAHA TRUST 6.17072% 12/10/2041 144A / ABS-MBS (US05493XAA81) | 4.40 | 14.88 | 0.0106 | 0.0014 | |||||
| US95003CAE03 / WELLS FARGO COMMERCIAL MORTGAGE TRUST 21-C59 A4 2.343% 04/15/2054 | 4.40 | 0.66 | 0.0106 | 0.0001 | |||||
| NRM FHT1 EXCESS OWNER LLC 6.545% 03/25/2032 144A / ABS-CBDO (US64832EAA73) | 4.40 | 0.0106 | 0.0106 | ||||||
| US62482BAA08 / Mozart Debt Merger Sub Inc | 4.39 | 0.53 | 0.0106 | 0.0001 | |||||
| US62916BAJ70 / NMLT TRUST 2021-INV3 PT 2.27689% 11/25/2056 144A | 4.39 | -4.79 | 0.0106 | -0.0005 | |||||
| US05608BAG59 / BX Commercial Mortgage Trust 2019-IMC | 4.39 | -0.88 | 0.0106 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 4.39 | -2.05 | 0.0105 | -0.0002 | |||||
| US12434FAL13 / BX Commercial Mortgage Trust 2021-CIP | 4.38 | -3.92 | 0.0105 | -0.0004 | |||||
| US364614AC12 / GAM_21-FRR1 | 4.38 | 2.84 | 0.0105 | 0.0003 | |||||
| US00206RCQ39 / AT&T Inc | 4.38 | -4.18 | 0.0105 | -0.0005 | |||||
| US11135FBQ37 / Broadcom Inc | 4.37 | 41.25 | 0.0105 | 0.0031 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 4.37 | 0.00 | 0.0105 | 0.0000 | |||||
| US74971BBC81 / RFM_22-FRR1 | 4.36 | 1.87 | 0.0105 | 0.0002 | |||||
| GNII II 6% 07/20/2054#MA9780 / ABS-MBS (US36179Y2M52) | 4.36 | 0.0105 | 0.0105 | ||||||
| US42809HAH03 / Hess Corp | 4.35 | -6.59 | 0.0105 | -0.0007 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 4.35 | -3.80 | 0.0105 | -0.0004 | |||||
| INVESCO US CLO 2024-1 LTD AR TSFR3M+155 04/15/2037 144A / ABS-CBDO (US46148JAA25) | 4.35 | -0.39 | 0.0105 | -0.0000 | |||||
| US31418DUG59 / Fannie Mae Pool | 4.35 | -4.34 | 0.0104 | -0.0005 | |||||
| BX TRUST 2025-DIME A TSFR1M+115 02/15/2035 144A / ABS-MBS (US05613UAA97) | 4.34 | -0.18 | 0.0104 | -0.0000 | |||||
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029 / DBT (US161175CQ56) | 4.34 | 0.81 | 0.0104 | 0.0001 | |||||
| US36179WJR07 / Ginnie Mae II Pool | 4.34 | -4.51 | 0.0104 | -0.0005 | |||||
| US55316VAJ35 / MHC Commercial Mortgage Trust, Series 2021-MHC, Class E | 4.34 | 0.05 | 0.0104 | 0.0000 | |||||
| SYMPHONY CLO 43 LTD A1 TSFR3M+152 04/15/2037 144A / ABS-CBDO (US87170BAA44) | 4.34 | -0.09 | 0.0104 | -0.0000 | |||||
| CEDAR FUNDING LTD AR2 TSFR3M+136 10/20/2037 144A / ABS-CBDO (US15033XAU00) | 4.33 | -0.09 | 0.0104 | -0.0000 | |||||
| CQP / Cheniere Energy Partners, L.P. - Limited Partnership | 4.33 | 7.51 | 0.0104 | 0.0007 | |||||
| US803014AA74 / Santos Finance Ltd | 4.32 | -0.96 | 0.0104 | -0.0001 | |||||
| US00774MAN56 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.32 | -0.41 | 0.0104 | -0.0000 | |||||
| US912828Z948 / United States Treasury Note/Bond | 4.32 | 0.96 | 0.0104 | 0.0001 | |||||
| US31335APZ56 / Federal Home Loan Mortgage Corp. | 4.32 | -4.45 | 0.0104 | -0.0005 | |||||
| ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC A1R TSFR3M+118 04/20/2038 144A / ABS-CBDO (US01749WAL72) | 4.32 | -0.30 | 0.0104 | -0.0000 | |||||
| BLUEBERRY PARK CLO LTD A TSFR3M+135 10/20/2037 144A / ABS-CBDO (US09609QAA67) | 4.32 | -0.48 | 0.0104 | -0.0000 | |||||
| GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.25% 10/27/2059 144A / ABS-CBDO (US39571XAB01) | 4.32 | -39.29 | 0.0104 | -0.0067 | |||||
| US00287YAS81 / AbbVie Inc | 4.32 | -4.51 | 0.0104 | -0.0005 | |||||
| US3133KRB374 / FHLM 30YR 5.5% 05/01/2053#RA9058 | 4.31 | -4.10 | 0.0104 | -0.0004 | |||||
| US3140LE2H96 / FNMA 30YR 2.11% 01/01/2032#BS4375 | 4.31 | -0.35 | 0.0104 | -0.0000 | |||||
| US3132DWCV37 / Freddie Mac Pool | 4.30 | -4.97 | 0.0103 | -0.0005 | |||||
| US36264KAU43 / GS Mortgage Securities Trust 2020-GSA2 | 4.30 | 1.51 | 0.0103 | 0.0002 | |||||
| PRPM 2024-RCF4 A1 LLC VAR 07/25/2054 144A / ABS-CBDO (US74448JAA16) | 4.29 | -6.11 | 0.0103 | -0.0007 | |||||
| US30259RAM79 / FMMSR 2022-GT1 A | 4.29 | 0.02 | 0.0103 | 0.0000 | |||||
| POLAND REPUBLIC OF 5.375% 02/12/2035 / DBT (US857524AH50) | 4.29 | -1.38 | 0.0103 | -0.0001 | |||||
| TOWD POINT MORTGAGE TRUST 2024-CES5 5.167% 09/25/2064 144A / ABS-CBDO (US89183QAA22) | 4.29 | -6.70 | 0.0103 | -0.0007 | |||||
| US66981XAG60 / AMSR Trust, Series 2023-SFR1, Class F | 4.28 | 0.71 | 0.0103 | 0.0001 | |||||
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 5.026% 10/01/2029 144A / DBT (US83007CAC64) | 4.28 | -0.30 | 0.0103 | -0.0000 | |||||
| US3128P77E71 / Freddie Mac Gold Pool | 4.28 | -4.40 | 0.0103 | -0.0005 | |||||
| US92328MAA18 / Venture Global Calcasieu Pass LLC | 4.28 | 550.46 | 0.0103 | 0.0087 | |||||
| CIFC FUNDING LTD A1A2 TSFR3M+99 01/17/2035 144A / ABS-CBDO (US12552FBC68) | 4.27 | -0.60 | 0.0103 | -0.0001 | |||||
| US56848DAE94 / Mariner Finance Issuance Trust, Series 2021-AA, Class E | 4.27 | -0.37 | 0.0103 | -0.0000 | |||||
| US00774MAL90 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.27 | -0.14 | 0.0103 | -0.0000 | |||||
| US3133KNK937 / FHLG 30YR 2.5% 01/01/2052#RA6620 | 4.27 | -3.72 | 0.0103 | -0.0004 | |||||
| US36179XHW92 / Ginnie Mae II Pool | 4.26 | 0.0102 | 0.0102 | ||||||
| H1BA34 / Huntington Bancshares Incorporated - Depositary Receipt (Common Stock) | 4.26 | -1.34 | 0.0102 | -0.0001 | |||||
| US25278XAN93 / Diamondback Energy Inc | 4.26 | 0.07 | 0.0102 | 0.0000 | |||||
| US912810QC53 / United States Treas Bds Bond | 4.25 | -3.62 | 0.0102 | -0.0004 | |||||
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A / DBT (US79587J2B82) | 4.25 | 0.47 | 0.0102 | 0.0001 | |||||
| 37 CAPITAL CLO II A1R TSFR3M+129 07/15/2034 144A / ABS-CBDO (US88429PAU66) | 4.25 | -0.21 | 0.0102 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 4.24 | -0.19 | 0.0102 | -0.0000 | |||||
| US29250NBT19 / Enbridge, Inc. | 4.24 | -2.10 | 0.0102 | -0.0002 | |||||
| US31418DES71 / Fannie Mae Pool | 4.24 | -4.42 | 0.0102 | -0.0005 | |||||
| UNH / UnitedHealth Group Incorporated - Depositary Receipt (Common Stock) | 4.24 | 0.0102 | 0.0102 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 4.24 | -3.04 | 0.0102 | -0.0003 | |||||
| US31418DY225 / Fannie Mae Pool | 4.23 | -3.18 | 0.0102 | -0.0003 | |||||
| US172967MV07 / Citigroup Inc | 4.23 | 0.36 | 0.0102 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 4.23 | -2.76 | 0.0102 | -0.0003 | |||||
| ARES LV CLO LTD A1R2 TSFR3M+137 10/15/2037 144A / ABS-CBDO (US04018BAW72) | 4.23 | -0.40 | 0.0102 | -0.0000 | |||||
| US05526DBD66 / BAT Capital Corp | 4.23 | -0.75 | 0.0102 | -0.0001 | |||||
| US097023CU76 / BOEING CO 5.04% 05/01/2027 | 4.23 | 0.24 | 0.0102 | 0.0000 | |||||
| US33939HAA77 / FLEX INTERMEDIATE HOLDCO LLC | 4.22 | 0.00 | 0.0102 | 0.0000 | |||||
| EATON VANCE CLO 2019-1 LTD AR2 TSFR3M+151 07/15/2037 144A / ABS-CBDO (US27830XAW65) | 4.22 | -0.40 | 0.0101 | -0.0000 | |||||
| OCTAGON INVESTMENT PARTNERS 41 LTD A1R2 TSFR3M+109 10/15/2033 144A / ABS-CBDO (US67592FBA66) | 4.22 | 0.0101 | 0.0101 | ||||||
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A / ABS-CBDO (US55820BAS60) | 4.22 | -0.38 | 0.0101 | -0.0000 | |||||
| US91282CAL54 / United States Treasury Note/Bond | 4.22 | 1.10 | 0.0101 | 0.0001 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 4.22 | 172.59 | 0.0101 | 0.0064 | |||||
| US68236JAA97 / One Bryant Park Trust 2019-OBP | 4.22 | 0.74 | 0.0101 | 0.0001 | |||||
| UST BILLS 0% 06/05/2025 / DBT (US912797NP82) | 4.22 | 0.0101 | 0.0101 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 4.21 | -5.54 | 0.0101 | -0.0006 | |||||
| US10554TAH86 / Braskem Netherlands Finance BV | 4.21 | -4.76 | 0.0101 | -0.0005 | |||||
| US59284MAA27 / Mexico City Airport Trust | 4.21 | 0.12 | 0.0101 | 0.0000 | |||||
| OCTAGON INVESTMENT PARTNRS 51 LTD BR TSFR3M+150 07/20/2034 144A / ABS-CBDO (US675943AC88) | 4.21 | 0.12 | 0.0101 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 4.20 | -3.98 | 0.0101 | -0.0004 | |||||
| HENLEY CLO VII DAC AR 3MEUR+99 04/25/2034 144A / ABS-CBDO (XS2874094274) | 4.20 | 9.38 | 0.0101 | 0.0009 | |||||
| INVESCO US CLO 2024-3 LTD A TSFR3M+151 07/20/2037 144A / ABS-CBDO (US46148HAB42) | 4.20 | -0.50 | 0.0101 | -0.0000 | |||||
| US303901BJ06 / Fairfax Financial Holdings Ltd. | 4.20 | 0.38 | 0.0101 | 0.0000 | |||||
| US31418DP975 / FANNIE MAE POOL UMBS P#MA4047 2.00000000 | 4.19 | -4.29 | 0.0101 | -0.0004 | |||||
| DRYDEN 73 EURO CLO 2019 BV A1 3MEUR+94 01/15/2034 144A / ABS-CBDO (XS2063331545) | 4.19 | 9.49 | 0.0101 | 0.0009 | |||||
| US3132DVLA16 / FR SD7521 | 4.19 | -4.73 | 0.0101 | -0.0005 | |||||
| US35906ABF49 / Frontier Communications Corp | 4.19 | 33.94 | 0.0101 | 0.0026 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 4.18 | -3.26 | 0.0101 | -0.0003 | |||||
| US35566CBD65 / Freddie Mac STACR REMIC Trust 2020-DNA6 | 4.18 | -1.76 | 0.0100 | -0.0002 | |||||
| US29336TAA88 / Enlink Midstream, LLC | 4.18 | 0.10 | 0.0100 | 0.0000 | |||||
| US31418EJF88 / FNMA 30YR 5% 09/01/2052#MA4761 | 4.17 | 9,606.98 | 0.0100 | 0.0099 | |||||
| US928668BW14 / Volkswagen Group of America Finance LLC | 4.17 | 0.0100 | 0.0100 | ||||||
| SYMPHONY CLO XVIII LTD A1R3 TSFR3M+110 07/23/2033 144A / ABS-CBDO (US87154GEY70) | 4.17 | -0.74 | 0.0100 | -0.0001 | |||||
| MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC A1 TSFR3M+117 04/15/2038 144A / ABS-CBDO (US617921AA96) | 4.16 | 0.0100 | 0.0100 | ||||||
| A1RE34 / Alexandria Real Estate Equities, Inc. - Depositary Receipt (Common Stock) | 4.16 | -3.33 | 0.0100 | -0.0003 | |||||
| AIMCO CLO 21 LTD / AIMCO CLO 21 LLC A1 TSFR3M+150 04/18/2037 144A / ABS-CBDO (US00901WAA71) | 4.16 | -0.34 | 0.0100 | -0.0000 | |||||
| XS2170186923 / Serbia International Bond | 4.16 | -3.48 | 0.0100 | -0.0004 | |||||
| US46146JAA43 / Invesco CLO 2021-3 Ltd | 4.15 | -0.24 | 0.0100 | -0.0000 | |||||
| US35563PK730 / Seasoned Credit Risk Transfer Trust, Series 2023-1, Class MT | 4.15 | -3.62 | 0.0100 | -0.0004 | |||||
| US912834LB28 / United States Treasury Strip Coupon | 4.15 | -23.01 | 0.0100 | -0.0030 | |||||
| US224936AE41 / CAALT_23-3A | 4.15 | -0.81 | 0.0100 | -0.0001 | |||||
| US3140QQZ997 / UMBS, 30 Year | 4.14 | -2.59 | 0.0099 | -0.0003 | |||||
| US674599DF90 / Occidental Petroleum Corp | 4.13 | -5.95 | 0.0099 | -0.0006 | |||||
| VOYA CLO 2024-1 LTD A1 TSFR3M+152 04/15/2037 144A / ABS-CBDO (US92920DAA37) | 4.12 | -0.31 | 0.0099 | -0.0000 | |||||
| LENDMARK FUNDING TRUST 25-1A E 8.91% 09/20/2034 144A / ABS-CBDO (US52604QAE35) | 4.12 | 0.0099 | 0.0099 | ||||||
| US3132DQNH55 / FHLG 30YR 2.5% 08/01/2051#SD3092 | 4.12 | -3.96 | 0.0099 | -0.0004 | |||||
| US00774MAX39 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.12 | -0.10 | 0.0099 | -0.0000 | |||||
| ARES CLO AR TSFR3M+127 10/15/2032 144A / ABS-CBDO (US04017WAL63) | 4.12 | -16.50 | 0.0099 | -0.0020 | |||||
| US31418DV668 / Fannie Mae Pool | 4.12 | -4.21 | 0.0099 | -0.0004 | |||||
| US55336VBN91 / MPLX LP | 4.12 | 0.29 | 0.0099 | 0.0000 | |||||
| US62547NAB55 / COMMERCIAL MORTGAGE BACKED SECURITIES | 4.12 | -5.23 | 0.0099 | -0.0005 | |||||
| ACRA TRUST 2024-NQM1 5.608% 10/25/2064 144A / ABS-CBDO (US00112EAA29) | 4.11 | -4.10 | 0.0099 | -0.0004 | |||||
| US18551PAE97 / Cleco Corporate Holdings LLC | 4.11 | 0.39 | 0.0099 | 0.0000 | |||||
| US36270GAA94 / GS MORTGAGE SECURITIES CORP II SER 2023-SHIP CL A V/R REGD 144A P/P 4.46641000 | 4.11 | 0.00 | 0.0099 | 0.0000 | |||||
| P1NW34 / Pinnacle West Capital Corporation - Depositary Receipt (Common Stock) | 4.10 | -0.53 | 0.0099 | -0.0000 | |||||
| VERUS SECURITIZATION TRUST 2025-2 5.307% 03/25/2070 144A / ABS-CBDO (US92540VAA35) | 4.10 | 0.0098 | 0.0098 | ||||||
| US31418EU999 / Fannie Mae Pool | 4.09 | -3.63 | 0.0098 | -0.0004 | |||||
| NRUC / National Rural Utilities Cooperative Finance Corporation - Corporate Bond/Note | 4.09 | 0.07 | 0.0098 | 0.0000 | |||||
| OHA CR FDG 6 LTD / OHA CR FDG 6 LLC AR2 TSFR3M+133 10/20/2037 144A / ABS-CBDO (US67098UAY10) | 4.08 | -0.63 | 0.0098 | -0.0001 | |||||
| US46647PBL94 / JPMorgan Chase & Co | 4.08 | 0.67 | 0.0098 | 0.0001 | |||||
| MARINER FINANCE ISSUANCE TRUST 2024-BA E 8.8% 11/20/2038 144A / ABS-CBDO (US56847GAE35) | 4.08 | -1.40 | 0.0098 | -0.0001 | |||||
| US23345WAD74 / DT Auto Owner Trust 2023-3 | 4.08 | 0.02 | 0.0098 | 0.0000 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 4.06 | 0.22 | 0.0098 | 0.0000 | |||||
| US00206RJZ64 / AT and T INC 3.5% 06/01/2041 | 4.06 | -2.64 | 0.0098 | -0.0003 | |||||
| MARS INC 5.7% 05/01/2055 144A / DBT (US571676BC81) | 4.05 | 0.0097 | 0.0097 | ||||||
| BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A / ABS-MBS (US05593JAA88) | 4.04 | 0.00 | 0.0097 | 0.0000 | |||||
| A2RW34 / Arrow Electronics, Inc. - Depositary Receipt (Common Stock) | 4.04 | 0.25 | 0.0097 | 0.0000 | |||||
| US281020AM97 / Edison International | 4.04 | -6.07 | 0.0097 | -0.0006 | |||||
| US91327TAA97 / Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC | 4.04 | -0.64 | 0.0097 | -0.0001 | |||||
| US15135BAV36 / CENTENE CORP 3.375% 02/15/2030 | 4.03 | 0.73 | 0.0097 | 0.0001 | |||||
| US3140M2CY64 / FNMA 30YR 2.5% 11/01/2051#BU0986 | 4.03 | -4.82 | 0.0097 | -0.0005 | |||||
| US3140QLM780 / FNMA 30YR 2.5% 08/01/2051#CB1281 | 4.02 | -4.19 | 0.0097 | -0.0004 | |||||
| FREDDIE MAC SEASONED LNS STRUC TRANS TR 2025-1 A1 3% 05/25/2035 144 / ABS-CBDO (US35564CTW72) | 4.02 | 0.0097 | 0.0097 | ||||||
| CA14913LAA85 / CATERP FIN S LTD | 4.01 | 0.15 | 0.0096 | 0.0000 | |||||
| US05491LAJ70 / BBCMS 2016-ETC Mortgage Trust | 4.01 | 1.70 | 0.0096 | 0.0002 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 4.01 | -0.40 | 0.0096 | -0.0000 | |||||
| US31335CAW47 / Freddie Mac Gold Pool | 4.01 | -4.50 | 0.0096 | -0.0004 | |||||
| US26248AAA25 / Dryden 98 CLO Ltd | 4.01 | -0.25 | 0.0096 | -0.0000 | |||||
| US00774MAB19 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.01 | 0.0096 | 0.0096 | ||||||
| US3140XFJ859 / Fannie Mae Pool | 4.01 | -4.66 | 0.0096 | -0.0005 | |||||
| US52607MAA71 / LENDMARK FUNDING TRUST 21-1A A 1.9% 11/20/2031 144A | 4.00 | 0.43 | 0.0096 | 0.0000 | |||||
| US06738EBV65 / Barclays PLC | 4.00 | 107.36 | 0.0096 | 0.0050 | |||||
| US097751BX80 / Bombardier Inc | 4.00 | 0.25 | 0.0096 | 0.0000 | |||||
| DRYDEN 45 SENIOR LOAN FUND BRR TSFR3M+165 10/15/2030 144A / ABS-CBDO (US26244MBA99) | 4.00 | 1.04 | 0.0096 | 0.0001 | |||||
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 08/01/2029 144A / DBT (US58769JAW71) | 4.00 | -0.17 | 0.0096 | -0.0000 | |||||
| US361841AK54 / GLP Capital LP / GLP Financing II Inc | 4.00 | 0.00 | 0.0096 | 0.0000 | |||||
| US61747YET82 / Morgan Stanley | 4.00 | 0.00 | 0.0096 | 0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 4.00 | -3.27 | 0.0096 | -0.0003 | |||||
| VISTRA OPERATIONS CO LLC 6% 04/15/2034 144A / DBT (US92840VAS16) | 3.99 | 1.40 | 0.0096 | 0.0001 | |||||
| VERDELITE STATIC CLO 2024-1 LTD A TSFR3M+113 07/20/2032 144A / ABS-CBDO (US92338VAA98) | 3.99 | -5.89 | 0.0096 | -0.0006 | |||||
| EFXD / Equifax Inc. - Depositary Receipt (Common Stock) | 3.99 | -0.30 | 0.0096 | -0.0000 | |||||
| US12529YCG52 / Cascade Funding Mortgage Trust, Series 2021-FRR1, Class AK99 | 3.99 | 2.02 | 0.0096 | 0.0002 | |||||
| CNQ / Canadian Natural Resources Limited | 3.98 | -2.35 | 0.0096 | -0.0002 | |||||
| TESLA SUSTAINABLE ENERGY TRUST 2024-1 5.08% 06/21/2050 144A / ABS-CBDO (US88164AAB08) | 3.97 | -1.29 | 0.0095 | -0.0001 | |||||
| US12635WAA53 / COMM 2016-787S MORTGAGE TRUST COMM 2016-787S A | 3.97 | 0.38 | 0.0095 | 0.0000 | |||||
| PALMER SQUARE LOAN FUNDING 2025-1 LTD A1 TSFR3M+80 02/15/2033 144A / ABS-CBDO (US69704CAA53) | 3.97 | -0.35 | 0.0095 | -0.0000 | |||||
| US46188BAD47 / Invitation Homes Operating Partnership LP | 3.97 | -0.78 | 0.0095 | -0.0001 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 3.97 | 0.0095 | 0.0095 | ||||||
| US55336VAT70 / MPLX LP | 3.97 | -6.39 | 0.0095 | -0.0006 | |||||
| D1TE34 / DTE Energy Company - Depositary Receipt (Common Stock) | 3.97 | 0.28 | 0.0095 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.97 | -4.13 | 0.0095 | -0.0004 | |||||
| US91087BAV27 / United Mexican States | 3.97 | -0.92 | 0.0095 | -0.0001 | |||||
| US35563FAB76 / FHLMC Multifamily Structured Pass-Through Certificates, Series 2021-MN1, Class M2 | 3.96 | 327.05 | 0.0095 | 0.0073 | |||||
| CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/2035 144A / ABS-CBDO (US102875AA95) | 3.96 | -0.55 | 0.0095 | -0.0000 | |||||
| US87264ABU88 / T-Mobile USA Inc | 3.96 | 0.46 | 0.0095 | 0.0000 | |||||
| HARVEST CLO XXV DAC AR 3MEUR+95 10/21/2034 144A / ABS-CBDO (XS2405859443) | 3.96 | 9.34 | 0.0095 | 0.0008 | |||||
| US682413AG40 / ONE 2021-PARK Mortgage Trust | 3.96 | -0.35 | 0.0095 | -0.0000 | |||||
| IVW / Meta Platforms, Inc. - Depositary Receipt (Common Stock) | 3.96 | -0.70 | 0.0095 | -0.0001 | |||||
| US031162DR88 / Amgen Inc | 3.95 | -0.63 | 0.0095 | -0.0001 | |||||
| STREAM INNOVATIONS 2024-2 A ISSUER TRUST 5.21% 02/15/2045 144A / ABS-CBDO (US86324EAA55) | 3.95 | -7.78 | 0.0095 | -0.0008 | |||||
| CDX HY44 5Y ICE 6/20/30 / DCR (N/A) | 3.94 | 0.0095 | 0.0095 | ||||||
| US62548NAB47 / MULTIFAMILY CONN AVE SECS TR 2023-01 M10 SOFR30A+650 11/25/2053 144A | 3.94 | -0.86 | 0.0095 | -0.0001 | |||||
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-1A A3 5.32% 03/25/2060 144A / ABS-CBDO (US39571NAC02) | 3.93 | 0.0095 | 0.0095 | ||||||
| US38148YAA64 / Goldman Sachs Group Inc/The | 3.93 | -2.36 | 0.0095 | -0.0002 | |||||
| SRG / Snam S.p.A. | 3.92 | 0.0094 | 0.0094 | ||||||
| EATON VANCE CLO 2020-1 LTD ARR TSFR3M+139 10/15/2037 144A / ABS-CBDO (US278300AS72) | 3.92 | -0.41 | 0.0094 | -0.0000 | |||||
| US91282CEM91 / United States Treasury Note/Bond - When Issued | 3.92 | 0.56 | 0.0094 | 0.0001 | |||||
| ING / ING Groep N.V. - Depositary Receipt (Common Stock) | 3.92 | 0.0094 | 0.0094 | ||||||
| CNO GLOBAL FUNDING 4.95% 09/09/2029 144A / DBT (US18977W2F62) | 3.91 | -0.51 | 0.0094 | -0.0000 | |||||
| BABSON CLO LTD/CAYMAN ISLANDS A1R2 TSFR3M+126 01/15/2038 144A / ABS-CBDO (US06762LAR96) | 3.91 | -0.58 | 0.0094 | -0.0001 | |||||
| ARES XXVII CLO LTD BR3 TSFR3M+165 10/28/2034 144A / ABS-CBDO (US00190YBR53) | 3.90 | -0.10 | 0.0094 | -0.0000 | |||||
| US91282CEP23 / WI TREASURY N/B REGD 2.87500000 | 3.90 | -0.10 | 0.0094 | -0.0000 | |||||
| US3140X96J93 / FNMA 30YR 2.5% 02/01/2051#FM6272 | 3.89 | -5.30 | 0.0094 | -0.0005 | |||||
| US3132DWDT71 / Freddie Mac Pool | 3.89 | -4.07 | 0.0094 | -0.0004 | |||||
| US3140LLL908 / Fannie Mae Pool | 3.89 | -0.84 | 0.0093 | -0.0001 | |||||
| US67117DAA81 / OBX 22-NQM7 A1 5.11% 08-25-62/26 | 3.88 | 0.0093 | 0.0093 | ||||||
| US3140KHD244 / FNMA 30YR 2.5% 07/01/2050#BP9120 | 3.88 | -8.60 | 0.0093 | -0.0009 | |||||
| US31418DYY20 / Fannie Mae Pool | 3.88 | -4.24 | 0.0093 | -0.0004 | |||||
| US718172BT54 / Philip Morris International Inc | 3.87 | 0.39 | 0.0093 | 0.0000 | |||||
| NFG / National Fuel Gas Company | 3.87 | 0.68 | 0.0093 | 0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.87 | -0.39 | 0.0093 | -0.0000 | |||||
| US74333TAN90 / PROGRESS RESIDENTIAL TRUST 2021-SFR8 3.181% 09/17/2038 144A | 3.87 | -0.13 | 0.0093 | -0.0000 | |||||
| US912810QT88 / United States Treas Bds Bond | 3.86 | -4.69 | 0.0093 | -0.0005 | |||||
| US12566PAH82 / CIM TRUST 2021-INV1 2.5% 07/01/2051 144A | 3.86 | -2.80 | 0.0093 | -0.0003 | |||||
| US3140XHGH44 / FNMA 15YR 2.5% 02/01/2036#FS1999 | 3.86 | -4.22 | 0.0093 | -0.0004 | |||||
| US06051GJE08 / Bank of America Corp | 3.85 | -2.92 | 0.0093 | -0.0003 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.85 | -4.53 | 0.0093 | -0.0004 | |||||
| JERSEY MIKES FDG LLC 5.636% 02/15/2055 144A / ABS-CBDO (US476681AD37) | 3.85 | -1.20 | 0.0093 | -0.0001 | |||||
| US3140QKT738 / FANNIE MAE POOL UMBS P#CB0573 2.50000000 | 3.85 | -4.28 | 0.0092 | -0.0004 | |||||
| AVIATION CAPITAL GROUP LLC 5.375% 07/15/2029 144A / DBT (US05369AAQ40) | 3.84 | -0.13 | 0.0092 | -0.0000 | |||||
| D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) | 3.84 | 0.0092 | 0.0092 | ||||||
| US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 | 3.83 | 0.08 | 0.0092 | 0.0000 | |||||
| FIRSTKEY HOMES 2022-SFR2 F1 TRUST 4.5% 07/17/2039 144A / ABS-CBDO (US33767PAQ19) | 3.83 | -0.44 | 0.0092 | -0.0000 | |||||
| US3140KB4A99 / Fannie Mae Pool | 3.83 | -3.12 | 0.0092 | -0.0003 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.83 | -3.85 | 0.0092 | -0.0004 | |||||
| US31418ENM83 / Federal National Mortgage Association (FNMA) | 3.82 | -6.67 | 0.0092 | -0.0007 | |||||
| US22535WAJ62 / Credit Agricole SA | 3.82 | -0.18 | 0.0092 | -0.0000 | |||||
| XS1864522757 / Eskom Holdings SOC Ltd | 3.82 | 13.52 | 0.0092 | 0.0011 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.81 | -5.03 | 0.0092 | -0.0005 | |||||
| US3132DVLE38 / Freddie Mac Pool | 3.81 | -4.44 | 0.0092 | -0.0004 | |||||
| US3140QSHQ71 / FNMA 30YR 6% 06/01/2053#CB6538 | 3.81 | -3.89 | 0.0092 | -0.0004 | |||||
| TOWD POINT MORTGAGE TRUST 2025-CRM1 5.799% 01/25/2065 144A / ABS-CBDO (US891946AA31) | 3.81 | -4.61 | 0.0092 | -0.0004 | |||||
| TOWD POINT MORTGAGE TRUST 2025-CES1 5.705% 02/25/2055 144A / ABS-CBDO (US89183HAA23) | 3.81 | 0.0092 | 0.0092 | ||||||
| US12567HAE27 / CIFC 2021-7A B 3ML+160 01/23/2035 144A | 3.80 | -0.11 | 0.0091 | -0.0000 | |||||
| US80307AAA79 / SAPPHIRE AVIATION FINANCE II LTD | 3.80 | -9.06 | 0.0091 | -0.0009 | |||||
| US12482HAA23 / CAMB Commercial Mortgage Trust 2019-LIFE | 3.80 | -0.08 | 0.0091 | -0.0000 | |||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 3.79 | 0.11 | 0.0091 | 0.0000 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 3.79 | -0.79 | 0.0091 | -0.0001 | |||||
| US36179WQC54 / Ginnie Mae II Pool | 3.79 | 468.32 | 0.0091 | 0.0075 | |||||
| US361841AR08 / GLP Capital LP / GLP Financing II Inc | 3.78 | -11.72 | 0.0091 | -0.0012 | |||||
| US36179WND64 / Ginnie Mae II Pool | 3.78 | -4.28 | 0.0091 | -0.0004 | |||||
| US61691RAE62 / Morgan Stanley Capital I Trust 2018-H4 | 3.77 | 0.08 | 0.0091 | 0.0000 | |||||
| US3140QBS820 / FNMA 30YR 3% 09/01/2049#CA4142 | 3.77 | -4.34 | 0.0091 | -0.0004 | |||||
| US05530SAA42 / BAMLL Commercial Mortgage Securities Trust 2022-DKLX | 3.77 | -0.08 | 0.0091 | -0.0000 | |||||
| US302960AG42 / FREMF Mortgage Trust, Series 2018-KSW4, Class B | 3.77 | 0.03 | 0.0091 | 0.0000 | |||||
| RFM REREMIC TRUST 2022-FRR1 0% 03/28/2049 144A / ABS-MBS (US74971BAC90) | 3.76 | 1.59 | 0.0090 | 0.0001 | |||||
| US29273VAN01 / Energy Transfer LP | 3.76 | -0.40 | 0.0090 | -0.0000 | |||||
| US30259RAK14 / FMC GMSR Issuer Trust | 3.76 | -0.13 | 0.0090 | -0.0000 | |||||
| US031162CJ71 / Amgen Inc. Bond | 3.76 | 0.51 | 0.0090 | 0.0001 | |||||
| US06540BBC28 / BANK 2019-BNK21 | 3.75 | 0.67 | 0.0090 | 0.0001 | |||||
| US3140XAWE85 / FNMA 30YR 2% 04/01/2051#FM6944 | 3.75 | -4.37 | 0.0090 | -0.0004 | |||||
| ADNOC MURBAN RSC LTD 4.25% 09/11/2029 144A / DBT (US00723L2A68) | 3.74 | 1.00 | 0.0090 | 0.0001 | |||||
| US3138LNRS22 / FNMA, Other | 3.74 | -0.66 | 0.0090 | -0.0001 | |||||
| EQT / EQT Corporation | 3.73 | 0.0090 | 0.0090 | ||||||
| US279158AT64 / Ecopetrol SA | 3.73 | -1.87 | 0.0090 | -0.0002 | |||||
| US3140XDT226 / Fannie Mae Pool | 3.73 | -4.56 | 0.0090 | -0.0004 | |||||
| US74333XAJ90 / Progress Residential Trust, Series 2021-SFR11, Class E1 | 3.73 | -0.93 | 0.0090 | -0.0001 | |||||
| US3128MJZF08 / Freddie Mac Gold Pool | 3.72 | -3.92 | 0.0089 | -0.0004 | |||||
| US31418DVA70 / FNMA 30YR 2% 12/01/2050# | 3.71 | -4.30 | 0.0089 | -0.0004 | |||||
| US11135FBP53 / SR UNSECURED 144A 11/35 3.137 | 3.71 | -21.61 | 0.0089 | -0.0025 | |||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 3.71 | -0.43 | 0.0089 | -0.0000 | |||||
| S1YK34 / Stryker Corporation - Depositary Receipt (Common Stock) | 3.71 | 7.23 | 0.0089 | 0.0006 | |||||
| US3140QMAB06 / FNMA 30YR 2% 10/01/2051#CB1801 | 3.71 | -3.64 | 0.0089 | -0.0003 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 3.71 | -3.94 | 0.0089 | -0.0004 | |||||
| US404280CL16 / HSBC Holdings PLC | 3.71 | 0.73 | 0.0089 | 0.0001 | |||||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 3.71 | 0.0089 | 0.0089 | ||||||
| MSRM 2025-NQM3 VAR 05/25/2070 144A / ABS-CBDO (US61778LAA35) | 3.70 | 0.0089 | 0.0089 | ||||||
| US46647PAJ57 / JPMorgan Chase & Co | 3.70 | -1.28 | 0.0089 | -0.0001 | |||||
| US72703PAE34 / Planet Fitness Master Issuer LLC | 3.70 | -2.50 | 0.0089 | -0.0002 | |||||
| US3140XFVZ11 / Fannie Mae Pool | 3.70 | -4.54 | 0.0089 | -0.0004 | |||||
| US3140NPYZ75 / FNMA UMBS, 30 Year | 3.70 | -1.91 | 0.0089 | -0.0002 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 3.70 | -3.72 | 0.0089 | -0.0003 | |||||
| US74333YAN85 / Progress Residential Trust, Series 2022-SFR1, Class F | 3.70 | -4.40 | 0.0089 | -0.0004 | |||||
| US845467AR03 / CORP. NOTE | 3.69 | 40.26 | 0.0089 | 0.0026 | |||||
| US00179DAB29 / AMSR Trust | 3.69 | 0.76 | 0.0089 | 0.0001 | |||||
| US3133KMXD28 / FHLG 30YR 2% 10/01/2051#RA6076 | 3.69 | -4.25 | 0.0089 | -0.0004 | |||||
| US0158578734 / Algonquin Power & Utilities Corp | 3.69 | -0.22 | 0.0089 | -0.0000 | |||||
| US61768FAA84 / MORGAN STANLEY CAP I TR 2018-BOP A 1ML+85 06/15/2035 144A | 3.69 | 0.24 | 0.0089 | 0.0000 | |||||
| US12434GAA31 / BX Commercial Mortgage Trust 2023-XL3 | 3.69 | 0.16 | 0.0089 | 0.0000 | |||||
| US05492PAA66 / BANC OF AMERICA MERRILL LYNCH BAMLL 2019 BPR ANM 144A | 3.68 | -21.28 | 0.0088 | -0.0024 | |||||
| US3140LEBF30 / FNMA, Other | 3.67 | -0.78 | 0.0088 | -0.0001 | |||||
| US00206RGQ92 / AT&T Inc | 3.67 | 0.82 | 0.0088 | 0.0001 | |||||
| US914455UJ72 / UNIV OF MICHIGAN MI | 3.67 | -8.25 | 0.0088 | -0.0008 | |||||
| US74971BBA26 / RFM Reremic Trust, Series 2022-FRR1, Class BK64 | 3.67 | 4.56 | 0.0088 | 0.0004 | |||||
| US3132DWCN11 / FED HM LN PC POOL SD8177 FR 10/51 FIXED 2 | 3.67 | -4.18 | 0.0088 | -0.0004 | |||||
| GOVERNMENT NATL MTG ASN MLFY R SOFR30A+ 02/20/2054 / ABS-CBDO (US38384JQR85) | 3.67 | -3.73 | 0.0088 | -0.0003 | |||||
| US912810ST60 / TREASURY BOND | 3.66 | -4.66 | 0.0088 | -0.0004 | |||||
| US48305QAF00 / Kaiser Foundation Hospitals | 3.66 | -5.70 | 0.0088 | -0.0005 | |||||
| US402740AB00 / GULFSTREAM NATURAL GAS SR UNSECURED 144A 11/25 6.19 | 3.65 | -0.05 | 0.0088 | -0.0000 | |||||
| US31418ECQ17 / Fannie Mae Pool | 3.65 | -4.20 | 0.0088 | -0.0004 | |||||
| US36179RGA14 / Ginnie Mae II Pool | 3.64 | -3.88 | 0.0088 | -0.0003 | |||||
| US266233AJ47 / Duquesne Light Holdings Inc | 3.64 | -0.41 | 0.0088 | -0.0000 | |||||
| US88581EAC57 / 3650R 2021-PF1 A4 COMMERCIAL MORTGAGE TRUST 2.253% 11/15/2054 | 3.63 | 0.28 | 0.0087 | 0.0000 | |||||
| US51507KAA43 / Lending Funding Trust 2020-2 | 3.63 | 0.14 | 0.0087 | 0.0000 | |||||
| GMF FLOORPLAN OWNER REVOLVING TR 4.73% 11/15/2029 144A / ABS-CBDO (US361886DQ44) | 3.63 | -0.19 | 0.0087 | -0.0000 | |||||
| US816851BM02 / Sempra Energy | 3.63 | -0.08 | 0.0087 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.63 | 0.0087 | 0.0087 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 3.62 | -4.26 | 0.0087 | -0.0004 | |||||
| US3132DWJR51 / FHLG 30YR 5.5% 11/01/2053#SD8372 | 3.61 | -3.35 | 0.0087 | -0.0003 | |||||
| RCKT MTG TR 2025 CES1 5.653% 01/25/2045 144A / ABS-CBDO (US749427AA88) | 3.61 | -4.35 | 0.0087 | -0.0004 | |||||
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.58% 09/15/2027 144A / ABS-CBDO (US44935DAB55) | 3.60 | 0.0087 | 0.0087 | ||||||
| US3140XAHS47 / FNMA 30YR 2.5% 04/01/2051#FM6540 | 3.60 | -5.98 | 0.0087 | -0.0005 | |||||
| US91324PEV04 / UnitedHealth Group Inc | 3.60 | -1.26 | 0.0086 | -0.0001 | |||||
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A / ABS-CBDO (US00255JAA88) | 3.59 | -3.10 | 0.0086 | -0.0003 | |||||
| FOUNDRY JV HOLDCO LLC 5.5% 01/25/2031 144A / DBT (US350930AF07) | 3.58 | 31.62 | 0.0086 | 0.0021 | |||||
| US3140XLED69 / FNMA 30YR 5.5% 05/01/2053#FS4631 | 3.58 | -2.95 | 0.0086 | -0.0003 | |||||
| US46644UBA51 / JPMBB Commercial Mortgage Securities Trust 2015-C30 | 3.58 | 0.36 | 0.0086 | 0.0000 | |||||
| US3140FXS454 / Fannie Mae Pool | 3.58 | -5.94 | 0.0086 | -0.0005 | |||||
| US875484AL13 / Tanger Properties LP | 3.58 | -0.08 | 0.0086 | -0.0000 | |||||
| US25466AAN19 / Discover Bank | 3.57 | 0.31 | 0.0086 | 0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 3.56 | -3.34 | 0.0086 | -0.0003 | |||||
| NEW YORK LIFE GLOBAL FDG 5% 06/06/2029 144A / DBT (US64952WFG33) | 3.56 | -0.14 | 0.0085 | -0.0000 | |||||
| US912810RV26 / United States Treas Bds Bond | 3.55 | -5.73 | 0.0085 | -0.0005 | |||||
| US853496AD99 / Standard Industries Inc/NJ | 3.55 | 0.42 | 0.0085 | 0.0000 | |||||
| US17327CAQ69 / Citigroup Inc | 3.54 | 312.57 | 0.0085 | 0.0065 | |||||
| US35908MAA80 / FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 11/01/2029 | 3.54 | 23.23 | 0.0085 | 0.0016 | |||||
| US78472UAC27 / SREIT Trust 2021-MFP | 3.54 | -6.55 | 0.0085 | -0.0006 | |||||
| US886065AA93 / THUNDERBOLT AIRCRAFT LEASE 2018-A A 4.147% 07/15/2038 144A | 3.54 | -27.15 | 0.0085 | -0.0032 | |||||
| LNG / Cheniere Energy, Inc. | 3.54 | 24.36 | 0.0085 | 0.0017 | |||||
| US3136ADB576 / FEDERAL NAT MTG ASN GTD REM PA 1.85% 05/25/2033 | 3.54 | -5.43 | 0.0085 | -0.0005 | |||||
| US38141GYM04 / Goldman Sachs Group Inc/The | 3.53 | 94.55 | 0.0085 | 0.0041 | |||||
| BAMLL RE-REMIC TRUST 2024-FRR2 VAR 07/27/2050 144A / ABS-MBS (US05493UAG13) | 3.53 | 0.09 | 0.0085 | 0.0000 | |||||
| DAA FINANCE PLC 1.554% 06/07/2028 REGS / DBT (XS1419674525) | 3.53 | 10.66 | 0.0085 | 0.0008 | |||||
| UST NOTES 4.625% 06/15/2027 / DBT (US91282CKV27) | 3.53 | 0.00 | 0.0085 | 0.0000 | |||||
| US87612GAF81 / TARGA RES CORP 6.5% 03/30/2034 | 3.52 | -2.19 | 0.0085 | -0.0002 | |||||
| GREENSKY HOME IMPROVEMENT TRUST 2024-2 A3 5.15% 10/27/2059 144A / ABS-CBDO (US39571XAC83) | 3.52 | -0.76 | 0.0085 | -0.0001 | |||||
| OBX 2024-NQM9 A1 TRUST VAR 01/25/2064 144A / ABS-CBDO (US67119DAA63) | 3.52 | -7.39 | 0.0085 | -0.0007 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.52 | -3.51 | 0.0085 | -0.0003 | |||||
| US3137FETN09 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K073, Class A2 | 3.52 | 0.37 | 0.0085 | 0.0000 | |||||
| US11135FBL40 / Broadcom Inc | 3.52 | 7.32 | 0.0085 | 0.0006 | |||||
| ARES LVIII CLO LTD / ARES LVIII CLO LLC A1R2 TSFR3M+124 04/15/2038 144A / ABS-CBDO (US04018AAY55) | 3.51 | 0.0084 | 0.0084 | ||||||
| US3140QMRK22 / Fannie Mae Pool | 3.51 | -4.62 | 0.0084 | -0.0004 | |||||
| BELLEMEADE RE LTD SOFR30A+215 08/25/2034 144A / ABS-CBDO (US078915AA32) | 3.51 | -0.17 | 0.0084 | -0.0000 | |||||
| US15089QAX25 / CORP. NOTE | 3.51 | -2.31 | 0.0084 | -0.0002 | |||||
| CNO GLOBAL FUNDING 4.875% 12/10/2027 144A / DBT (US18977W2G46) | 3.51 | 0.14 | 0.0084 | 0.0000 | |||||
| CARLYLE US CLO 2021-10 LTD A1R TSFR3M+131 01/20/2038 144A / ABS-CBDO (US14316YAL92) | 3.51 | -0.85 | 0.0084 | -0.0001 | |||||
| MASSMUTUAL GLOBAL FDG II 4.45% 03/27/2028 144A / DBT (US57629TBW62) | 3.51 | 0.0084 | 0.0084 | ||||||
| FLAT 2025-30A A1 TSFR3M+116 04/15/2038 144A / ABS-CBDO (US33882MAA36) | 3.51 | 0.0084 | 0.0084 | ||||||
| US53218DAG34 / Life Mortgage Trust US | 3.50 | -4.76 | 0.0084 | -0.0004 | |||||
| PRET 2025-NPL3 LLC A1 6.7076% 04/25/2055 144A / ABS-CBDO (US74143HAA32) | 3.50 | 0.0084 | 0.0084 | ||||||
| US05608BAA89 / BX Commercial Mortgage Trust 2019-IMC | 3.50 | -0.31 | 0.0084 | -0.0000 | |||||
| US172967KJ96 / Citigroup Inc | 3.50 | -0.11 | 0.0084 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 3.49 | -5.08 | 0.0084 | -0.0004 | |||||
| UNH / UnitedHealth Group Incorporated - Depositary Receipt (Common Stock) | 3.49 | 82.38 | 0.0084 | 0.0038 | |||||
| US902613BB36 / CORP. NOTE | 3.49 | -0.11 | 0.0084 | -0.0000 | |||||
| US974153AB40 / Wingstop Funding LLC | 3.48 | 0.0084 | 0.0084 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.48 | -8.68 | 0.0084 | -0.0008 | |||||
| US31418EGK01 / Federal National Mortgage Association | 3.48 | -3.92 | 0.0084 | -0.0003 | |||||
| US25160PAN78 / Deutsche Bank AG | 3.48 | -0.71 | 0.0084 | -0.0001 | |||||
| US3133KML374 / Freddie Mac Pool | 3.47 | -4.69 | 0.0084 | -0.0004 | |||||
| SLAM LTD 2024-1A A 5.335% 09/15/2049 144A / ABS-CBDO (US83100AAA07) | 3.47 | -3.31 | 0.0083 | -0.0003 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.47 | -4.82 | 0.0083 | -0.0004 | |||||
| HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A A TSFR3M+134 10/20/2037 144A / ABS-CBDO (US407907AA25) | 3.47 | -0.86 | 0.0083 | -0.0001 | |||||
| US11120VAK98 / Brixmor Operating Partnership LP | 3.47 | 1.05 | 0.0083 | 0.0001 | |||||
| US00084DBA72 / ABN AMRO Bank NV | 3.46 | -0.60 | 0.0083 | -0.0000 | |||||
| US23636ABE01 / Danske Bank A/S | 3.46 | -0.49 | 0.0083 | -0.0000 | |||||
| US912810RX81 / United States Treas Bds Bond | 3.46 | -5.80 | 0.0083 | -0.0005 | |||||
| US11120VAL71 / Brixmor Operating Partnership LP | 3.46 | -0.09 | 0.0083 | -0.0000 | |||||
| US842400HU08 / Southern California Edison Co | 3.46 | 0.14 | 0.0083 | 0.0000 | |||||
| GREENSAIF PIPELINES BIDCO SARL 6.1027% 08/23/2042 144A / DBT (US39541EAE32) | 3.45 | -1.90 | 0.0083 | -0.0002 | |||||
| AVOL / Avolon Holdings Funding Ltd | 3.45 | -0.14 | 0.0083 | -0.0000 | |||||
| US68245HAA23 / One Market Plaza Trust 2017-1MKT | 3.45 | 0.58 | 0.0083 | 0.0001 | |||||
| TOWD POINT MORTGAGE TRUST 2024-3 5.1% 07/25/2065 144A / ABS-CBDO (US89183FAP36) | 3.45 | -3.06 | 0.0083 | -0.0003 | |||||
| XS2062666602 / Virgin Media Secured Finance PLC | 3.45 | 11.09 | 0.0083 | 0.0008 | |||||
| US31418DY894 / Fannie Mae Pool | 3.44 | -2.60 | 0.0083 | -0.0002 | |||||
| US3140LFEY66 / FNMA, Other | 3.44 | 0.20 | 0.0083 | 0.0000 | |||||
| FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC A TSFR3M+133 01/15/2038 144A / ABS-CBDO (US33888AAC99) | 3.44 | -0.61 | 0.0083 | -0.0000 | |||||
| BCRED BSL STATIC CLO 2025-1 A AR LTD / LLC AR TSFR3M+125 07/15/2035 144A / ABS-CBDO (US05556KAA07) | 3.43 | 0.0083 | 0.0083 | ||||||
| FIRSTKEY HOMES 2020-SFR1 TR 0% 08/17/2037 144A / ABS-CBDO (US33767MAY12) | 3.43 | 1.57 | 0.0082 | 0.0001 | |||||
| US46590TAD72 / JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.42 | -0.06 | 0.0082 | -0.0000 | |||||
| US875484AJ66 / Tanger Properties LP | 3.42 | 0.09 | 0.0082 | 0.0000 | |||||
| NYMT LOAN TRUST 2024-INV1 5.379% 06/25/2069 144A / ABS-CBDO (US62956XAA90) | 3.42 | -3.14 | 0.0082 | -0.0003 | |||||
| US682680BB81 / ONEOK Inc | 3.42 | 0.15 | 0.0082 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.42 | -4.47 | 0.0082 | -0.0004 | |||||
| US08161CAD39 / BENCHMARK 2018-B2 Mortgage Trust | 3.42 | 0.59 | 0.0082 | 0.0001 | |||||
| US49446RBA68 / Kimco Realty Corp | 3.42 | -0.41 | 0.0082 | -0.0000 | |||||
| RELX CAPITAL INC 5.25% 03/27/2035 / DBT (US74949LAG77) | 3.41 | 0.0082 | 0.0082 | ||||||
| US797440BZ64 / San Diego Gas & Electric Co., Series VVV | 3.41 | 1.31 | 0.0082 | 0.0001 | |||||
| US06051GKA66 / Bank of America Corp | 3.41 | 0.44 | 0.0082 | 0.0000 | |||||
| US3140XJBR37 / FNMA 15YR 1.5% 01/01/2037#FS2747 | 3.41 | -3.40 | 0.0082 | -0.0003 | |||||
| M1TT34 / Marriott International, Inc. - Depositary Receipt (Common Stock) | 3.41 | 0.24 | 0.0082 | 0.0000 | |||||
| US21872VAD47 / CoreVest American Finance Trust, Series 2020-2, Class B | 3.41 | 0.35 | 0.0082 | 0.0000 | |||||
| PG and E RECOVERY FUNDING LLC 4.838% 06/01/2035 / DBT (US71710TAG31) | 3.40 | 0.15 | 0.0082 | 0.0000 | |||||
| ENTERPRISE FLEET FINANCING 2024-4 LLC 4.56% 11/20/2028 144A / ABS-CBDO (US29374MAC29) | 3.40 | -0.12 | 0.0082 | -0.0000 | |||||
| US12563RAC88 / CIM TRUST 2021-R1 A2 2.4% 08/25/2056 144A | 3.40 | -5.13 | 0.0082 | -0.0004 | |||||
| GM / General Motors Company - Depositary Receipt (Common Stock) | 3.40 | 0.0082 | 0.0082 | ||||||
| MFRA TRUST VAR 02/25/2066 144A / ABS-CBDO (US55287AAA34) | 3.40 | -4.03 | 0.0082 | -0.0003 | |||||
| LUGO FUNDING DAC 3MEUR+0 05/26/2066 144A / ABS-CBDO (XS2930538397) | 3.40 | 0.24 | 0.0082 | 0.0000 | |||||
| US364614AG26 / GAM Re-REMIC Trust 2021-FRR1 | 3.40 | 3.88 | 0.0082 | 0.0003 | |||||
| US92763MAB19 / Viper Energy Partners LP | 3.40 | 344.05 | 0.0082 | 0.0063 | |||||
| OHA CREDIT PARTNERS VII LTD AR4 TSFR3M+114 02/20/2038 144A / ABS-CBDO (US67102QBK31) | 3.40 | 24.30 | 0.0082 | 0.0016 | |||||
| US880349AU90 / Tenneco Inc | 3.40 | -0.90 | 0.0082 | -0.0001 | |||||
| US31418DU835 / FNCI UMBS 2.0 MA4206 12-01-35 | 3.40 | -3.30 | 0.0082 | -0.0003 | |||||
| US33768EAJ10 / FirstKey Homes Trust, Series 2022-SFR3, Class E1 | 3.39 | 0.44 | 0.0082 | 0.0000 | |||||
| US95000U3F88 / Wells Fargo & Co. | 3.39 | -7.95 | 0.0082 | -0.0007 | |||||
| US42809HAD98 / Hess Corp Fixed Rate Notes 5.6% 02/15/2041 | 3.39 | -4.29 | 0.0081 | -0.0004 | |||||
| US92343VGH15 / Verizon Communications Inc | 3.39 | 1.04 | 0.0081 | 0.0001 | |||||
| K1EY34 / KeyCorp - Depositary Receipt (Common Stock) | 3.38 | -27.26 | 0.0081 | -0.0030 | |||||
| HYUNDAI AUTO RECEIVABLES TR 2024-A 4.99% 02/15/2029 / ABS-CBDO (US448973AD90) | 3.38 | -0.21 | 0.0081 | -0.0000 | |||||
| SWITCH ABS ISSUER LLC 2025-1A A2 5.036% 03/25/2055 144A / ABS-CBDO (US871044AL72) | 3.38 | 0.0081 | 0.0081 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.38 | 0.0081 | 0.0081 | ||||||
| US3140QNSY99 / Federal National Mortgage Association (FNMA) | 3.38 | -4.20 | 0.0081 | -0.0003 | |||||
| US756109BH64 / Realty Income Corp | 3.37 | 0.54 | 0.0081 | 0.0000 | |||||
| USU1308RAA24 / CAMB COMMERCIAL MORTGAGE TRUST | 3.37 | 0.60 | 0.0081 | 0.0001 | |||||
| US91282CGP05 / United States Treasury Note/Bond | 3.37 | -92.34 | 0.0081 | -0.0812 | |||||
| US78413MAE84 / SFAVE Commercial Mortgage Securities Trust 2015-5AVE | 3.37 | -5.76 | 0.0081 | -0.0005 | |||||
| US20030NDH17 / Comcast Corp | 3.37 | -2.38 | 0.0081 | -0.0002 | |||||
| US3132DWBB81 / FHLG 30YR 2% 03/01/2051# | 3.37 | -4.19 | 0.0081 | -0.0003 | |||||
| US3130AK6H44 / Federal Home Loan Banks | 3.37 | 1.08 | 0.0081 | 0.0001 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 3.36 | 0.0081 | 0.0081 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.36 | -4.90 | 0.0081 | -0.0004 | |||||
| US072024ND01 / BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE | 3.36 | -6.26 | 0.0081 | -0.0005 | |||||
| US62955RAA32 / NEW YORK MORTGAGE TRUST 08/51 1.6696 | 3.36 | -2.10 | 0.0081 | -0.0002 | |||||
| US51507KAD81 / Lending Funding Trust 2020-2 | 3.35 | -1.30 | 0.0081 | -0.0001 | |||||
| US3140QLJB32 / Fannie Mae Pool | 3.34 | -3.52 | 0.0080 | -0.0003 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 3.33 | -4.96 | 0.0080 | -0.0004 | |||||
| SANTANDER DRIVE AUTO RECEIVABLES TR 2022-6 5.69% 02/18/2031 / ABS-CBDO (US802918AF94) | 3.33 | -0.57 | 0.0080 | -0.0000 | |||||
| M1TT34 / Marriott International, Inc. - Depositary Receipt (Common Stock) | 3.33 | 37.01 | 0.0080 | 0.0022 | |||||
| US03674XAQ97 / Antero Resources Corp | 3.33 | -14.52 | 0.0080 | -0.0014 | |||||
| US36179XFJ00 / Ginnie Mae II Pool | 3.32 | -4.57 | 0.0080 | -0.0004 | |||||
| US31418DU678 / FNMA UMBS, 20 Year | 3.32 | -3.06 | 0.0080 | -0.0002 | |||||
| US23311VAF40 / DCP MIDSTREAM OPERATING REGD 5.60000000 | 3.32 | -7.47 | 0.0080 | -0.0006 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.32 | 0.0080 | 0.0080 | ||||||
| RCKT MTG TR 2024-CES-8 A1A STEP 11/25/2044 144A / ABS-CBDO (US749421AA19) | 3.32 | -5.20 | 0.0080 | -0.0004 | |||||
| US00206RKG64 / AT&T Inc | 3.32 | 0.94 | 0.0080 | 0.0001 | |||||
| US055631GM17 / BMD2 Re-Remic Trust 2019-FRR1 | 3.31 | 1.38 | 0.0080 | 0.0001 | |||||
| US31418EL576 / Fannie Mae Pool | 3.31 | -3.64 | 0.0080 | -0.0003 | |||||
| US49446RAX70 / KIMCO REALTY CORP 1.9% 03/01/2028 | 3.31 | 0.98 | 0.0079 | 0.0001 | |||||
| US30227FAA84 / Extended Stay America Trust | 3.30 | -1.14 | 0.0079 | -0.0001 | |||||
| US3140LJS642 / FNMA, Other | 3.30 | -0.48 | 0.0079 | -0.0000 | |||||
| US31418EV807 / FN MA5138 | 3.30 | -3.59 | 0.0079 | -0.0003 | |||||
| HYUNDAI CAP AMER FRN SOFR+104 06/24/2027 144A / DBT (US44891ADE47) | 3.30 | -0.72 | 0.0079 | -0.0001 | |||||
| US36179WTY48 / Ginnie Mae II Pool | 3.29 | -4.44 | 0.0079 | -0.0004 | |||||
| ALLO ISSUER LLC 6.163% 04/20/2055 144A / ABS-CBDO (US01983KAQ76) | 3.29 | 0.0079 | 0.0079 | ||||||
| US58770AAC71 / Mercedes-Benz Auto Receivables Trust 2023-1 | 3.29 | -21.52 | 0.0079 | -0.0022 | |||||
| US3132DMJJ53 / FED HM LN PC POOL SD0265 FR 02/50 FIXED 3 | 3.29 | -5.54 | 0.0079 | -0.0005 | |||||
| FFH.PRH / Fairfax Financial Holdings Limited - Preferred Stock | 3.29 | -1.76 | 0.0079 | -0.0001 | |||||
| US61747YEH45 / Morgan Stanley | 3.29 | 0.09 | 0.0079 | 0.0000 | |||||
| MUTUAL OF OMAHA COS GLOBAL FUNDING 5.35% 04/09/2027 144A / DBT (US62829D2D13) | 3.29 | -0.09 | 0.0079 | -0.0000 | |||||
| BANK 2025-BNK49 5.623% 03/15/2058 / ABS-MBS (US05494FBT49) | 3.29 | 0.0079 | 0.0079 | ||||||
| DGZ / DB Gold Short ETN | 3.29 | -30.94 | 0.0079 | -0.0035 | |||||
| XS2434786260 / United Group BV | 3.28 | 9.02 | 0.0079 | 0.0007 | |||||
| PRPM 2025-RPL1 A1 LLC 4% 03/25/2055 144A / ABS-CBDO (US74390WAA09) | 3.28 | 0.0079 | 0.0079 | ||||||
| US31418DUF76 / FANNIE MAE POOL FN MA4181 | 3.28 | -4.49 | 0.0079 | -0.0004 | |||||
| US3140QMTF19 / FNMA 30YR 2% 12/01/2051#CB2349 | 3.27 | -3.62 | 0.0079 | -0.0003 | |||||
| US61766LBR96 / Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 | 3.27 | 0.09 | 0.0079 | 0.0000 | |||||
| XS1938387237 / European Investment Bank | 3.27 | 10.39 | 0.0079 | 0.0007 | |||||
| US513075BW03 / Lamar Media Corp | 3.27 | 0.65 | 0.0079 | 0.0001 | |||||
| ACCENTURE CAPITAL INC 4.25% 10/04/2031 / DBT (US00440KAC71) | 3.27 | 0.34 | 0.0079 | 0.0000 | |||||
| SERBIA / Serbia International Bond | 3.27 | 9.20 | 0.0078 | 0.0007 | |||||
| US131347CQ78 / Calpine Corp | 3.26 | 0.80 | 0.0078 | 0.0001 | |||||
| US3133ASZ976 / FHLMC UMBS, 30 Year | 3.26 | -4.73 | 0.0078 | -0.0004 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 3.26 | 0.0078 | 0.0078 | ||||||
| TEXAS COML MTG TR 2025-TWR B TSFR1M+159.272 04/15/2042 144A / ABS-MBS (US88231WAC91) | 3.26 | -1.33 | 0.0078 | -0.0001 | |||||
| US404119CP27 / HCA Inc | 3.26 | 114.49 | 0.0078 | 0.0042 | |||||
| US14855MAA62 / Castlelake Aircraft Securitization Trust, Series 2019-1A, Class A | 3.26 | -21.36 | 0.0078 | -0.0021 | |||||
| UST NOTES 4% 01/31/2029 / DBT (US91282CJW29) | 3.26 | 0.34 | 0.0078 | 0.0000 | |||||
| US3140X7EQ80 / FNMA 30YR 2.5% 07/01/2050#FM3742 | 3.25 | -4.52 | 0.0078 | -0.0004 | |||||
| US31418D3J99 / Fannie Mae Pool | 3.25 | -3.98 | 0.0078 | -0.0003 | |||||
| US912810QQ40 / United States Treas Bds Bond | 3.25 | -22.99 | 0.0078 | -0.0023 | |||||
| US3140QLPR10 / Fannie Mae Pool | 3.25 | -3.79 | 0.0078 | -0.0003 | |||||
| MAGNETITE XXVI LTD / MAGNETITE XXVI LLC AR2 TSFR3M+115 01/25/2038 144A / ABS-CBDO (US55954YAW57) | 3.25 | -0.64 | 0.0078 | -0.0000 | |||||
| US559922AA73 / MAGNETITE CLO LTD TSFR3M+180 04/22/2036 144A | 3.25 | -0.09 | 0.0078 | -0.0000 | |||||
| US75907VAD91 / Regional Management Issuance Trust, Series 2021-1, Class D | 3.25 | 0.53 | 0.0078 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.25 | -11.24 | 0.0078 | -0.0010 | |||||
| US3132DQF846 / FHLG 30YR 5.5% 05/01/2053#SD2891 | 3.25 | -4.78 | 0.0078 | -0.0004 | |||||
| US476556DD44 / Jersey Central Power & Light Co | 3.24 | 46.52 | 0.0078 | 0.0025 | |||||
| US302491AX31 / FMC CORP 5.65% 05/18/2033 | 3.24 | -42.27 | 0.0078 | -0.0057 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 3.24 | -42.73 | 0.0078 | -0.0058 | |||||
| US07335CAE49 / Barclays Commercial Mortgage Trust 2019-C4 | 3.24 | 0.56 | 0.0078 | 0.0000 | |||||
| US3137FEBQ22 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K072, Class A2 | 3.23 | 0.34 | 0.0078 | 0.0000 | |||||
| US912810RM27 / United States Treas Bds Bond | 3.23 | 1,129.66 | 0.0078 | 0.0072 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.23 | -4.41 | 0.0078 | -0.0004 | |||||
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A / ABS-CBDO (US00255JAB61) | 3.23 | -3.09 | 0.0078 | -0.0002 | |||||
| US31418EGX22 / Fannie Mae Pool | 3.23 | -4.72 | 0.0078 | -0.0004 | |||||
| ALLY AUTO RECEIVABLES TRUST 2024-1 5.08% 12/15/2028 / ABS-CBDO (US02008FAC86) | 3.23 | -0.15 | 0.0078 | -0.0000 | |||||
| RCKT MTG TR 2024-CES7 A1A VAR 10/25/2044 144A / ABS-CBDO (US749414AA67) | 3.22 | -5.99 | 0.0077 | -0.0005 | |||||
| US3140XDR329 / FN FM9505 | 3.22 | -4.40 | 0.0077 | -0.0004 | |||||
| CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC ARR TSFR3M+120 01/25/2038 144A / ABS-CBDO (US15033TBA25) | 3.21 | -0.03 | 0.0077 | 0.0000 | |||||
| US05552CAA27 / BINOM Securitization Trust 2022-RPL1 | 3.21 | -3.31 | 0.0077 | -0.0003 | |||||
| US29278NAD57 / Energy Transfer Operating LP | 3.21 | -3.46 | 0.0077 | -0.0003 | |||||
| XS1423777215 / Argentum Netherlands BV for Swiss Re Ltd | 3.21 | -0.56 | 0.0077 | -0.0000 | |||||
| US202712BK06 / Commonwealth Bank of Australia | 3.21 | 0.22 | 0.0077 | 0.0000 | |||||
| US09659W2U76 / BNP Paribas SA | 3.21 | -0.25 | 0.0077 | -0.0000 | |||||
| IQVIA INC 5.7% 05/15/2028 / DBT (US46266TAC27) | 3.20 | -0.65 | 0.0077 | -0.0000 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 3.20 | 0.0077 | 0.0077 | ||||||
| US89239HAD08 / Toyota Auto Receivables 2022-D Owner Trust | 3.20 | -19.36 | 0.0077 | -0.0018 | |||||
| CHASE HOME LENDING MTG TR 2024-RPL2 A1A VAR 08/25/2064 144A / ABS-CBDO (US161930AB85) | 3.20 | -3.15 | 0.0077 | -0.0002 | |||||
| XS1793329225 / Ivory Coast Government International Bond | 3.20 | 37.89 | 0.0077 | 0.0021 | |||||
| US3133AJGM90 / FHLG 30YR 2.5% 04/01/2051#QC0204 | 3.20 | -7.71 | 0.0077 | -0.0006 | |||||
| US3132DWCT80 / UMBS | 3.19 | -4.18 | 0.0077 | -0.0003 | |||||
| BE0000358672 / BELGIUM KINGDOM EUR 144A LIFE/REG S 3.3% 06-22-54 | 3.19 | 20.25 | 0.0077 | 0.0013 | |||||
| US29374LAB62 / Enterprise Fleet Financing 2023-3 LLC | 3.19 | -12.61 | 0.0077 | -0.0011 | |||||
| J P MORGAN SEASONED MTG TR 2024-1 4.482731% 10/25/2054 144A / ABS-CBDO (US61777HAE53) | 3.19 | -3.83 | 0.0077 | -0.0003 | |||||
| US15135BAX91 / Centene Corp | 3.19 | 183.88 | 0.0077 | 0.0050 | |||||
| US92936UAH23 / WP CAREY INC 2.25% 04/01/2033 | 3.19 | -0.56 | 0.0077 | -0.0000 | |||||
| US46817MAS61 / Jackson Financial, Inc. | 3.18 | -2.15 | 0.0076 | -0.0002 | |||||
| US15189YAG17 / CenterPoint Energy Resources Corp | 3.17 | 0.22 | 0.0076 | 0.0000 | |||||
| US91282CJP77 / United States Treasury Note/Bond | 3.17 | -40.21 | 0.0076 | -0.0044 | |||||
| AURIUM CLO VIII DAC A 3MEUR+85 06/23/2034 144A / ABS-CBDO (XS2342626616) | 3.17 | 9.35 | 0.0076 | 0.0007 | |||||
| US3133KNXP31 / FHLG 30YR 3.5% 03/01/2052#RA6986 | 3.17 | -4.32 | 0.0076 | -0.0003 | |||||
| US67077MBA53 / Nutrien Ltd | 3.17 | -6.05 | 0.0076 | -0.0005 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 3.16 | 73.64 | 0.0076 | 0.0032 | |||||
| US07274EAL74 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.5% 11-21-33 | 3.16 | -0.28 | 0.0076 | -0.0000 | |||||
| US73928QAA67 / Power Finance Corp Ltd | 3.16 | -0.44 | 0.0076 | -0.0000 | |||||
| US30333LAD01 / FHF ISSUER TR 2023-2 7.97% 12/17/2029 144A | 3.16 | -0.97 | 0.0076 | -0.0001 | |||||
| US31418DSN39 / Fannie Mae Pool | 3.15 | -4.60 | 0.0076 | -0.0004 | |||||
| US136385AX99 / Canadian Natural Resources Ltd | 3.15 | 0.22 | 0.0076 | 0.0000 | |||||
| NYC COMMERCIAL MORTGAGE TRUST 2025-1155 5.8329% 06/10/2042 144A / ABS-MBS (US67122BAA52) | 3.15 | 0.0076 | 0.0076 | ||||||
| US31418ELY40 / FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3.15 | -3.85 | 0.0076 | -0.0003 | |||||
| US912810FM54 / Usa Treasury 6 1/4% 30yr Notes 05/15/2030 | 3.15 | -0.19 | 0.0076 | -0.0000 | |||||
| US3140QLM608 / FANNIE MAE POOL | 3.15 | -3.38 | 0.0076 | -0.0003 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 3.15 | -2.66 | 0.0076 | -0.0002 | |||||
| US3140XMMF09 / FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3.14 | -1.07 | 0.0075 | -0.0001 | |||||
| US66775VAB18 / Northwest Pipeline LLC | 3.14 | 0.22 | 0.0075 | 0.0000 | |||||
| US95001RAX70 / Wells Fargo Commercial Mortgage Trust 2018-C48 | 3.14 | 0.38 | 0.0075 | 0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 3.13 | -2.86 | 0.0075 | -0.0002 | |||||
| SEQUOIA MORTGAGE TRUST 2024-INV1 A3 5.5% 10/25/2054 144A / ABS-CBDO (US816939AC68) | 3.13 | -7.43 | 0.0075 | -0.0006 | |||||
| CVS / CVS Health Corporation | 3.13 | 342.78 | 0.0075 | 0.0058 | |||||
| US912810RD28 / United States Treas Bds Bond | 3.13 | -4.90 | 0.0075 | -0.0004 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 3.12 | -3.70 | 0.0075 | -0.0003 | |||||
| BDS 2025-FL14 LLC AS TSFR1M+157.139 10/21/2042 144A / ABS-CBDO (US072921AC35) | 3.12 | -0.70 | 0.0075 | -0.0000 | |||||
| N1IS34 / NiSource Inc. - Depositary Receipt (Common Stock) | 3.12 | -0.06 | 0.0075 | 0.0000 | |||||
| USU92371AA82 / VLS COMMERCIAL MORTGAGE TRUST 2020-LAB | 3.12 | 1.00 | 0.0075 | 0.0001 | |||||
| US404280CV97 / HSBC HOLDINGS PLC | 3.12 | 0.68 | 0.0075 | 0.0001 | |||||
| US06738ECL74 / Barclays PLC | 3.11 | -1.11 | 0.0075 | -0.0001 | |||||
| US74331GAJ85 / Progress Residential 2023-SFR2 Trust | 3.11 | -27.72 | 0.0075 | -0.0029 | |||||
| US95000U2J10 / WELLS FARGO and CO NEW 2.572/VAR 02/11/2031 | 3.11 | 0.42 | 0.0075 | 0.0000 | |||||
| SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A / ABS-CBDO (US78437VAE02) | 3.11 | -0.42 | 0.0075 | -0.0000 | |||||
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2 SOFR30A+150 01/25/2055 144A / ABS-CBDO (US36271AAA16) | 3.10 | -9.52 | 0.0074 | -0.0008 | |||||
| MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) | 3.10 | 4.80 | 0.0074 | 0.0003 | |||||
| US53218DAJ72 / LIFE MORTGAGE TRUST US SER 2022-BMR2 CL D V/R REGD 144A P/P 3.34191000 | 3.10 | -4.36 | 0.0074 | -0.0003 | |||||
| RCKT MORTGAGE TRUST 2024-CES9 STEP 12/25/2044 144A / ABS-CBDO (US749426AA06) | 3.09 | -4.42 | 0.0074 | -0.0003 | |||||
| BARINGS CLO LTD 2018-IV A1R TSFR3M+115 10/15/2030 144A / ABS-CBDO (US06760XAL82) | 3.09 | -5.88 | 0.0074 | -0.0005 | |||||
| ESNT / Essent Group Ltd. | 3.09 | -0.13 | 0.0074 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.09 | -5.82 | 0.0074 | -0.0005 | |||||
| US36179UPA42 / Ginnie Mae II Pool | 3.09 | 175.47 | 0.0074 | 0.0051 | |||||
| US3132DQ6C53 / FHLMC UMBS, 30 Year | 3.09 | -4.40 | 0.0074 | -0.0003 | |||||
| US31418EAA82 / Fannie Mae Pool | 3.09 | -2.74 | 0.0074 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.08 | -2.16 | 0.0074 | -0.0002 | |||||
| VERUS SECURITIZATION TRUST 2024-5 6.192% 06/25/2069 144A / ABS-CBDO (US92540HAA41) | 3.08 | -8.39 | 0.0074 | -0.0007 | |||||
| BGC / BGC Group, Inc. | 3.08 | -0.71 | 0.0074 | -0.0000 | |||||
| PRPM 2024-RPL2 A1 LLC VAR 05/25/2054 144A / ABS-CBDO (US69381DAA37) | 3.08 | -4.08 | 0.0074 | -0.0003 | |||||
| US00130HCG83 / CORP. NOTE | 3.08 | -0.13 | 0.0074 | -0.0000 | |||||
| US19767QAS49 / Columbia/hca 7.75% Senior Notes 07/15/36 | 3.07 | -0.36 | 0.0074 | -0.0000 | |||||
| BMD2 RE-REMIC TR 2019-FRR1 6C 0% 05/25/2052 144A / ABS-MBS (US055631CJ24) | 3.07 | 2.26 | 0.0074 | 0.0002 | |||||
| US502431AP47 / L3Harris Technologies, Inc. | 3.07 | -0.03 | 0.0074 | 0.0000 | |||||
| US91282CEV90 / United States Treasury Note/Bond | 3.07 | 0.49 | 0.0074 | 0.0000 | |||||
| US3140LK3F86 / Fannie Mae Pool | 3.07 | -0.71 | 0.0074 | -0.0001 | |||||
| US629377CN02 / NRG ENERGY INC | 3.07 | 0.62 | 0.0074 | 0.0000 | |||||
| PROGRESS RESIDENTIAL TRUST 25-SFR2 E1 3.725% 04/17/2042 144A / ABS-CBDO (US74334GAJ58) | 3.07 | 0.0074 | 0.0074 | ||||||
| US513075BW03 / Lamar Media Corp | 3.07 | -0.03 | 0.0074 | 0.0000 | |||||
| PROTECTIVE LIFE GLOBAL FUNDING 5.215% 06/12/2029 144A / DBT (US74368CBY93) | 3.06 | 0.26 | 0.0074 | 0.0000 | |||||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 3.06 | -0.07 | 0.0074 | -0.0000 | |||||
| US893574AP88 / Transcontinental Gas Pipe Line Co LLC | 3.06 | 0.53 | 0.0074 | 0.0000 | |||||
| F and G GLOBAL FUNDING 5.875% 06/10/2027 144A / DBT (US30321L2G69) | 3.06 | -0.10 | 0.0074 | -0.0000 | |||||
| US262484AC23 / Dryden 90 Clo Ltd | 3.06 | 0.03 | 0.0073 | 0.0000 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 3.05 | 0.39 | 0.0073 | 0.0000 | |||||
| US14318XAC92 / CarMax Auto Owner Trust 2023-4 | 3.05 | -0.39 | 0.0073 | -0.0000 | |||||
| US20753WAE66 / Connecticut Avenue Securities Trust, Series 2019-R07, Class 1B1 | 3.05 | -3.39 | 0.0073 | -0.0003 | |||||
| US83368RBH49 / Societe Generale SA | 3.05 | 0.43 | 0.0073 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.04 | -3.06 | 0.0073 | -0.0002 | |||||
| US879360AE54 / Teledyne Technologies Inc | 3.04 | -24.04 | 0.0073 | -0.0023 | |||||
| US05608BAL45 / BX Commercial Mortgage Trust 2019-IMC | 3.04 | -1.01 | 0.0073 | -0.0001 | |||||
| CROSS 2025-H4 MTG TR A1 VAR 06/25/2070 144A / ABS-CBDO (US22790AAA34) | 3.04 | 0.0073 | 0.0073 | ||||||
| US68377WAA99 / Oportun Issuance Trust 2021-C | 3.04 | -19.70 | 0.0073 | -0.0018 | |||||
| US36179T7K59 / Ginnie Mae II Pool | 3.04 | -5.07 | 0.0073 | -0.0004 | |||||
| BX COML MTG TR 2024-XL5 C TSFR1M+194.087 03/15/2039 144A / ABS-MBS (US05612GAE35) | 3.03 | -3.07 | 0.0073 | -0.0002 | |||||
| US146869AN20 / Carvana Co. | 3.03 | -0.66 | 0.0073 | -0.0000 | |||||
| US31418EJ844 / Fannie Mae Pool | 3.03 | -4.39 | 0.0073 | -0.0003 | |||||
| US91282CCY57 / UNITED STATES TREASURY NOTE 1.25000000 | 3.03 | -80.47 | 0.0073 | -0.0300 | |||||
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1 A1 5.664% 01/25/2065 144A / ABS-CBDO (US06744WAA53) | 3.03 | -2.01 | 0.0073 | -0.0001 | |||||
| US35690AAU25 / FREMF Mortgage Trust, Series 2016-K58, Class C | 3.03 | 0.13 | 0.0073 | 0.0000 | |||||
| US78485GAA22 / SREIT 2021-FLWR A | 3.03 | -17.99 | 0.0073 | -0.0016 | |||||
| KRATON CORP 5% 07/15/2027 144A / DBT (US50077CAA45) | 3.03 | -0.13 | 0.0073 | -0.0000 | |||||
| US00180UAF21 / AMSR_21-SFR3 | 3.03 | 0.43 | 0.0073 | 0.0000 | |||||
| CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A / ABS-CBDO (US16144BAC28) | 3.03 | -0.39 | 0.0073 | -0.0000 | |||||
| US25278XAV10 / Diamondback Energy Inc | 3.03 | 29.77 | 0.0073 | 0.0017 | |||||
| USTN TII 1.625% 04/15/2030 / DBT (US91282CNB36) | 3.03 | 0.0073 | 0.0073 | ||||||
| REPUBLIC FINANCE ISSUANCE TRUST 2024-B 5.42% 11/20/2037 144A / ABS-CBDO (US76042GAA22) | 3.02 | -0.82 | 0.0073 | -0.0001 | |||||
| US87612GAE17 / Targa Resources Corp | 3.02 | 15.39 | 0.0073 | 0.0010 | |||||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | 3.02 | -0.40 | 0.0073 | -0.0000 | |||||
| A3KMYN / Air Lease Corporation - Preferred Stock | 3.02 | -0.17 | 0.0073 | -0.0000 | |||||
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-3 5.39% 01/16/2035 144A / ABS-CBDO (US22535LAE11) | 3.02 | 0.00 | 0.0073 | 0.0000 | |||||
| US29278NAG88 / Energy Transfer Operating LP | 3.02 | 0.03 | 0.0073 | 0.0000 | |||||
| HOLCIM FINANCE US LLC 4.7% 04/07/2028 144A / DBT (US43475RAB24) | 3.02 | 0.0072 | 0.0072 | ||||||
| US92539JAA34 / VERUS_22-INV1 | 3.02 | 0.0072 | 0.0072 | ||||||
| US50205BAA17 / CORP CMO | 3.02 | -0.20 | 0.0072 | -0.0000 | |||||
| US172967LS86 / Citigroup Inc | 3.01 | -18.80 | 0.0072 | -0.0017 | |||||
| US06051GHU67 / Bank of America Corp | 3.01 | -3.09 | 0.0072 | -0.0002 | |||||
| US588926AA37 / Merchants Fleet Funding LLC | 3.01 | -14.96 | 0.0072 | -0.0013 | |||||
| US12649AAN90 / CSMC OA LLC, Series 2014-USA, Class D | 3.01 | 0.74 | 0.0072 | 0.0001 | |||||
| US09630PAA12 / BlueMountain CLO Ltd | 3.00 | -0.07 | 0.0072 | -0.0000 | |||||
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+96 09/25/2027 144A / DBT (US233853AX89) | 3.00 | -0.46 | 0.0072 | -0.0000 | |||||
| US59284MAD65 / Mexico City Airport Trust | 3.00 | -2.57 | 0.0072 | -0.0002 | |||||
| BMW US CAPITAL LLC FRN SOFRINDX+92 03/21/2028 144A / DBT (US05565ECX13) | 3.00 | 0.0072 | 0.0072 | ||||||
| PALMER SQUARE CLO 2021-1 LTD A1AR TSFR3M+115 04/20/2038 144A / ABS-CBDO (US69701WAJ53) | 3.00 | -0.13 | 0.0072 | -0.0000 | |||||
| US36179WDR60 / Ginnie Mae II Pool | 3.00 | -4.50 | 0.0072 | -0.0003 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.99 | -7.82 | 0.0072 | -0.0006 | |||||
| US3140LLF306 / FNMA 30YR 4.51% 10/01/2033#BS9185 | 2.99 | -0.83 | 0.0072 | -0.0001 | |||||
| US10805VAJ61 / Bridge 2022-SFR1 Trust | 2.99 | -0.20 | 0.0072 | -0.0000 | |||||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | 2.99 | 0.17 | 0.0072 | 0.0000 | |||||
| DIAGEO INVT CORP 5.625% 04/15/2035 / DBT (US25245BAE74) | 2.99 | 0.0072 | 0.0072 | ||||||
| US3132DWCL54 / FREDDIE MAC POOL FR SD8175 | 2.99 | -5.53 | 0.0072 | -0.0004 | |||||
| US459506AQ49 / CORPORATE BONDS | 2.99 | 0.78 | 0.0072 | 0.0001 | |||||
| US723787AV90 / Pioneer Natural Resources Co | 2.99 | -0.27 | 0.0072 | -0.0000 | |||||
| LLY / Eli Lilly and Company - Depositary Receipt (Common Stock) | 2.99 | -1.09 | 0.0072 | -0.0001 | |||||
| PCG.PRX / PG&E Corporation - Preferred Security | 2.99 | -19.59 | 0.0072 | -0.0017 | |||||
| US21872BAN64 / COREVEST AMERICAN FINANCE 2018-1 E TRUST VAR 06/15/2051 144A | 2.98 | 0.67 | 0.0072 | 0.0001 | |||||
| XS2262961076 / ZF Finance GmbH | 2.98 | -1.06 | 0.0072 | -0.0001 | |||||
| US46817MAR88 / Jackson Financial Inc | 2.98 | -0.27 | 0.0072 | -0.0000 | |||||
| CARVANA AUTO RECEIVABLES TRUST 2024-N3 5.38% 12/10/2030 144A / ABS-CBDO (US14687WAF77) | 2.98 | -1.10 | 0.0072 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.98 | -1.98 | 0.0072 | -0.0001 | |||||
| US785592AS57 / SABINE PASS LIQUEFACTION LLC SR SECURED 03/27 5 | 2.97 | 28.87 | 0.0071 | 0.0016 | |||||
| US3140LHYH79 / FANNIE MAE POOL UMBS P#BS7011 4.81000000 | 2.97 | -0.10 | 0.0071 | -0.0000 | |||||
| US21036PBH01 / Constellation Brands, Inc. | 2.97 | 110.58 | 0.0071 | 0.0037 | |||||
| US30958QAA94 / Farmers Exchange Capital III | 2.96 | -2.66 | 0.0071 | -0.0002 | |||||
| GENPACT LUXEMBOURG SARL / GENPACT USA INC 6% 06/04/2029 / DBT (US37190AAB52) | 2.96 | -0.54 | 0.0071 | -0.0000 | |||||
| XS1770930177 / DRYDEN LEVERAGED LOAN CDO DRYD 2017 59A A 144A | 2.96 | 6.51 | 0.0071 | 0.0004 | |||||
| US72147KAJ79 / Pilgrim's Pride Corp | 2.96 | 0.51 | 0.0071 | 0.0000 | |||||
| FORD AUTO SECURITIZATION TR II 5.053% 07/15/2028 144A / ABS-CBDO (CA345214BJ84) | 2.96 | 4.97 | 0.0071 | 0.0003 | |||||
| US00108WAM29 / AEP Texas Inc | 2.95 | 0.34 | 0.0071 | 0.0000 | |||||
| TOWD POINT MORTGAGE TRUST 2024-CES5 5.202% 09/25/2064 144A / ABS-CBDO (US89183QAB05) | 2.95 | -0.37 | 0.0071 | -0.0000 | |||||
| US00175PAB94 / AMN Healthcare, Inc. | 2.95 | 0.14 | 0.0071 | 0.0000 | |||||
| US02401LAA26 / American Assets Trust LP | 2.95 | -1.27 | 0.0071 | -0.0001 | |||||
| US60162PAE25 / MILOS CLO LTD 3ML+107 10/20/2030 144A | 2.95 | -20.01 | 0.0071 | -0.0018 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.95 | 0.0071 | 0.0071 | ||||||
| US316773DK32 / Fifth Third Bancorp | 2.94 | -0.10 | 0.0071 | -0.0000 | |||||
| US3137FRUV19 / Freddie Mac Multifamily Structured Pass Through Certificates | 2.94 | -5.53 | 0.0071 | -0.0004 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.94 | -2.39 | 0.0071 | -0.0002 | |||||
| MERCHANTS FLEET FUNDING LLC 5.82% 04/20/2037 144A / ABS-CBDO (US588926AF24) | 2.93 | -6.82 | 0.0070 | -0.0005 | |||||
| US49338CAD56 / KeySpan Gas East Corp | 2.93 | -1.08 | 0.0070 | -0.0001 | |||||
| US744538AF64 / Public Service Co. of New Hampshire | 2.92 | -0.81 | 0.0070 | -0.0001 | |||||
| TIAA CLO IV LTD A1AR TSFR3M+114 01/20/2032 144A / ABS-CBDO (US88631YAL11) | 2.92 | -6.94 | 0.0070 | -0.0005 | |||||
| ING / ING Groep N.V. - Depositary Receipt (Common Stock) | 2.92 | 9.17 | 0.0070 | 0.0006 | |||||
| BFLD TRUST 2024-VICT A TSFR1M+189 07/15/2041 144A / ABS-MBS (US05555VAA70) | 2.92 | 0.21 | 0.0070 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.91 | 0.0070 | 0.0070 | ||||||
| US3137F72B05 / Freddie Mac Multifamily Structured Pass Through Certificates | 2.91 | 0.83 | 0.0070 | 0.0001 | |||||
| US172967MY46 / Citigroup Inc | 2.91 | 0.66 | 0.0070 | 0.0000 | |||||
| WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A / ABS-CBDO (US96328GBM87) | 2.91 | -12.65 | 0.0070 | -0.0010 | |||||
| US590215AA74 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-A2 STEP 02/25/2036 | 2.91 | -2.94 | 0.0070 | -0.0002 | |||||
| US88167QAD88 / TESLA AUTO LEASE TRUST 2023 B | 2.91 | -0.51 | 0.0070 | -0.0000 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 2.90 | -1.16 | 0.0070 | -0.0001 | |||||
| US3134A4AA29 / Federal Home Loan Mortgage Corp. | 2.90 | -0.31 | 0.0070 | -0.0000 | |||||
| US364614AQ08 / GAM_21-FRR1 | 2.90 | 2.80 | 0.0070 | 0.0002 | |||||
| US29273VAM28 / Energy Transfer LP | 2.90 | 13.32 | 0.0070 | 0.0008 | |||||
| US05608BAJ98 / BX Commercial Mortgage Trust 2019-IMC | 2.90 | -0.96 | 0.0070 | -0.0001 | |||||
| US912810TE82 / United States Treasury Inflation Indexed Bonds | 2.90 | -8.81 | 0.0070 | -0.0007 | |||||
| ALTDE 2025-1 TR 5.9% 08/15/2050 144A / ABS-CBDO (US00166NAA72) | 2.90 | -3.04 | 0.0070 | -0.0002 | |||||
| US08161NAE76 / Benchmark 2020-B16 Mortgage Trust | 2.90 | -0.28 | 0.0070 | -0.0000 | |||||
| US03072SVT94 / AMERIQUEST MTG SECS INC M3 1ML+120 11/25/2034 | 2.89 | 1.33 | 0.0070 | 0.0001 | |||||
| ARBOR REALTY SR INC 9% 10/15/2027 144A / DBT (US03881NAG25) | 2.89 | -3.41 | 0.0069 | -0.0002 | |||||
| US3140LLC337 / FNMA, Other | 2.89 | -0.76 | 0.0069 | -0.0000 | |||||
| US161175BA14 / Charter Communications Operating LLC / Charter Communications Operating Capital | 2.89 | -13.77 | 0.0069 | -0.0011 | |||||
| US446150BC73 / Huntington Bancshares Inc/OH | 2.88 | -0.07 | 0.0069 | -0.0000 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 2.88 | 0.52 | 0.0069 | 0.0000 | |||||
| US86765BAQ23 / Sunoco Logistics Partners Operations LP | 2.88 | -5.58 | 0.0069 | -0.0004 | |||||
| BATBC / British American Tobacco Bangladesh Company Limited | 2.88 | 0.0069 | 0.0069 | ||||||
| FIRSTKEY HOMES 2021-SFR3 F2 TR 3.832% 12/17/2038 144A / ABS-CBDO (US33768JAS06) | 2.88 | 0.49 | 0.0069 | 0.0000 | |||||
| US12434KAA43 / BXG Receivables Note Trust 2022-A | 2.87 | -10.02 | 0.0069 | -0.0008 | |||||
| US05526DBB01 / BAT Capital Corp | 2.87 | 0.28 | 0.0069 | 0.0000 | |||||
| MADISON PARK FUNDING LXXI LTD A1 TSFR3M+114 04/23/2038 144A / ABS-CBDO (US55817DAA63) | 2.87 | 858.00 | 0.0069 | 0.0062 | |||||
| MAGNETITE XLI LTD A TSFR3M+129 01/25/2038 144A / ABS-CBDO (US55956AAA34) | 2.87 | -0.45 | 0.0069 | -0.0000 | |||||
| FHLMC REMI 30YR 5.5% 04/01/2055#RJ4005 / ABS-MBS (US3142GUNX70) | 2.87 | 0.0069 | 0.0069 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.87 | 0.0069 | 0.0069 | ||||||
| UST NOTES 4.625% 04/30/2029 / DBT (US91282CKP58) | 2.87 | 0.17 | 0.0069 | 0.0000 | |||||
| US3140QNFK33 / Fannie Mae Pool | 2.87 | -4.11 | 0.0069 | -0.0003 | |||||
| US00178YAF88 / AMSR 2023-SFR2 TRUST 3.95% 06/17/2040 144A | 2.87 | 0.28 | 0.0069 | 0.0000 | |||||
| FREDDIE MAC SEASONED LNS STRUC TRANS TR SOFR30A+125 10/25/2034 144A / ABS-MBS (US35564CSK44) | 2.87 | -2.81 | 0.0069 | -0.0002 | |||||
| US44040HAA05 / Horizon Aircraft Finance II Ltd | 2.87 | -25.25 | 0.0069 | -0.0023 | |||||
| PHILIPPINES REPUBLIC OF 5.5% 02/04/2035 / DBT (US718286DG92) | 2.87 | 0.63 | 0.0069 | 0.0000 | |||||
| US3132DVLK97 / Freddie Mac Pool | 2.87 | -4.28 | 0.0069 | -0.0003 | |||||
| VOLKSWAGEN AUTO LSE TRUST 5.21% 06/21/2027 / ABS-CBDO (US92866EAD13) | 2.86 | -0.17 | 0.0069 | -0.0000 | |||||
| VOLKSWAGEN GROUP AMER FIN LLC 5.65% 03/25/2032 144A / DBT (US928668CR10) | 2.86 | 0.0069 | 0.0069 | ||||||
| US91087BAF76 / Mexico Government International Bond | 2.86 | 0.88 | 0.0069 | 0.0001 | |||||
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-1 D 5.54% 08/12/2031 144A / ABS-CBDO (US02528DAG51) | 2.86 | -0.80 | 0.0069 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.86 | 0.0069 | 0.0069 | ||||||
| US3133AGJU41 / FREDDIE MAC POOL FR QB9275 | 2.85 | -3.97 | 0.0069 | -0.0003 | |||||
| US98164QAD07 / WOART 2023-B A3 | 2.85 | -18.32 | 0.0069 | -0.0015 | |||||
| US38380RNG10 / GOVERNMENT NATL MTG ASN MLFY R 1.5% 06/16/2063 | 2.85 | -2.23 | 0.0069 | -0.0002 | |||||
| AG TRUST 2024-NLP TSFR1M+201.564 07/15/2041 144A / ABS-MBS (US00792MAA18) | 2.85 | -0.31 | 0.0069 | -0.0000 | |||||
| BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A / ABS-MBS (US05625AAA97) | 2.85 | 0.04 | 0.0068 | 0.0000 | |||||
| US92840VAG77 / Vistra Operations Co LLC | 2.85 | 0.28 | 0.0068 | 0.0000 | |||||
| US629377CT71 / NRG Energy Inc | 2.84 | 9.34 | 0.0068 | 0.0006 | |||||
| BMD2 RE-REMIC TR 2019-FRR1 0% 05/25/2052 144A / ABS-MBS (US055631BY00) | 2.84 | 2.41 | 0.0068 | 0.0002 | |||||
| US46513EFG26 / Israel Government AID Bond | 2.84 | 0.0068 | 0.0068 | ||||||
| US74456QCL86 / Public Service Electric and Gas Co. | 2.84 | -0.91 | 0.0068 | -0.0001 | |||||
| US3132DQK473 / FREDDIE MAC POOL FR SD3015 | 2.84 | -2.84 | 0.0068 | -0.0002 | |||||
| US3618AW2Y95 / GNMA II, 30 Year | 2.83 | -2.17 | 0.0068 | -0.0001 | |||||
| GNII II 4.5% 03/20/2055#MB0257 / ABS-MBS (US3618N5JB64) | 2.83 | 0.0068 | 0.0068 | ||||||
| US883203CC32 / TEXTRON INC 2.45% 03/15/2031 | 2.83 | 0.39 | 0.0068 | 0.0000 | |||||
| AIMCO 2019 ARR TSFR3M+141 07/22/2037 144A / ABS-CBDO (US00901AAS69) | 2.82 | -0.32 | 0.0068 | -0.0000 | |||||
| US05523RAD98 / BAE Systems PLC | 2.82 | -6.00 | 0.0068 | -0.0004 | |||||
| PRET 2025-RPL2 4% 08/25/2064 144A / ABS-CBDO (US69392LAA26) | 2.82 | 0.0068 | 0.0068 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.82 | -4.41 | 0.0068 | -0.0003 | |||||
| US03522AAJ97 / Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc | 2.82 | -3.59 | 0.0068 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.81 | -2.87 | 0.0068 | -0.0002 | |||||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | 2.81 | 9.93 | 0.0068 | 0.0006 | |||||
| US29278NAQ60 / ENERGY TRANSFER OPERATNG COMPANY GUAR 05/30 3.75 | 2.80 | 0.07 | 0.0067 | 0.0000 | |||||
| US31403DGV55 / Fannie Mae Pool | 2.80 | -3.45 | 0.0067 | -0.0002 | |||||
| US3140QSHR54 / FNMA 30YR 6% 06/01/2053#CB6539 | 2.80 | -3.11 | 0.0067 | -0.0002 | |||||
| US912810RG58 / United States Treas Bds Bond | 2.80 | -5.21 | 0.0067 | -0.0004 | |||||
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2024-2 MT 3.5% 05/25/2064 / ABS-CBDO (US35563PX469) | 2.80 | -3.71 | 0.0067 | -0.0003 | |||||
| US3133KYXS35 / FHLG 20YR 4.5% 10/01/2042#RB5189 | 2.80 | -5.89 | 0.0067 | -0.0004 | |||||
| US36179MX395 / Ginnie Mae II Pool | 2.80 | -3.49 | 0.0067 | -0.0002 | |||||
| US96949LAD73 / Williams Cos Inc/The | 2.79 | 0.50 | 0.0067 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.79 | 0.0067 | 0.0067 | ||||||
| US694308JN86 / PACIFIC GAS and ELECTRIC CO 4.95% 07/01/2050 | 2.79 | -16.41 | 0.0067 | -0.0013 | |||||
| US05609WAG87 / BX Trust 2022-IND | 2.79 | 0.00 | 0.0067 | 0.0000 | |||||
| US3136AV6R53 / Fannie Mae Grantor Trust 2017-T1 | 2.79 | 0.25 | 0.0067 | 0.0000 | |||||
| US337932AJ65 / FirstEnergy Corp | 2.79 | -1.17 | 0.0067 | -0.0001 | |||||
| US3132D6N308 / FR SB8510 | 2.78 | -2.90 | 0.0067 | -0.0002 | |||||
| SATS / EchoStar Corporation | 2.78 | 0.0067 | 0.0067 | ||||||
| US36179XDF06 / GNMA II, 30 Year | 2.78 | -4.53 | 0.0067 | -0.0003 | |||||
| US3128P7TY92 / Freddie Mac Gold Pool | 2.78 | -5.39 | 0.0067 | -0.0004 | |||||
| GB00BPCJD997 / UK TSY GILT | 2.77 | 1.87 | 0.0067 | 0.0001 | |||||
| US58013MEZ32 / McDonald's Corp | 2.77 | 53.29 | 0.0067 | 0.0028 | |||||
| US3140QHPZ24 / FNMA 15YR UMBS | 2.76 | -3.99 | 0.0066 | -0.0003 | |||||
| US06849RAG74 / Barrick Na Finance Llc 5.70% 05/30/41 | 2.76 | -3.53 | 0.0066 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.76 | -6.54 | 0.0066 | -0.0005 | |||||
| US28228PAC59 / eG Global Finance PLC | 2.76 | -1.68 | 0.0066 | -0.0001 | |||||
| US3140QNCB60 / FN CB2765 | 2.75 | -4.49 | 0.0066 | -0.0003 | |||||
| US3140XLDH82 / Fannie Mae Pool | 2.75 | -3.17 | 0.0066 | -0.0002 | |||||
| US52607MAD11 / Lendmark Funding Trust, Series 2021-1A, Class D | 2.74 | -1.86 | 0.0066 | -0.0001 | |||||
| US3140J6GL59 / Fannie Mae Pool | 2.74 | -4.47 | 0.0066 | -0.0003 | |||||
| US08163BBE02 / Benchmark Mortgage Trust | 2.74 | -0.07 | 0.0066 | -0.0000 | |||||
| US11135FBR10 / BROADCOM INC | 2.73 | 0.70 | 0.0066 | 0.0000 | |||||
| US889184AC18 / Toledo Hospital | 2.73 | 0.18 | 0.0066 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.73 | -7.47 | 0.0065 | -0.0005 | |||||
| US3140XG7B97 / Fannie Mae Pool | 2.72 | -2.89 | 0.0065 | -0.0002 | |||||
| US3140XDSF46 / FN FM9517 | 2.72 | -4.92 | 0.0065 | -0.0003 | |||||
| US36267KAD90 / GM Financial Consumer Automobile Receivables Trust, Series 2023-3, Class A3 | 2.72 | -4.80 | 0.0065 | -0.0003 | |||||
| USAA AUTO OWNER TR 2024-A 5.03% 03/15/2029 144A / ABS-CBDO (US90327VAC28) | 2.72 | -0.37 | 0.0065 | -0.0000 | |||||
| US3136BM7C64 / FANNIE MAE 4.5% 07/25/2048 | 2.72 | -3.66 | 0.0065 | -0.0002 | |||||
| US3140QSMX67 / FNMA 30YR 5.5% 07/01/2053#CB6673 | 2.71 | -4.30 | 0.0065 | -0.0003 | |||||
| US56847JAE73 / Mariner Finance Issuance Trust | 2.71 | -1.45 | 0.0065 | -0.0001 | |||||
| US172967LD18 / Citigroup Inc | 2.71 | -0.04 | 0.0065 | 0.0000 | |||||
| US3140XBYN40 / FNMA 30YR 2.5% 06/01/2051#FM7916 | 2.71 | -5.21 | 0.0065 | -0.0004 | |||||
| US591894CC27 / Metropolitan Edison Co. | 2.71 | -0.22 | 0.0065 | -0.0000 | |||||
| US00038PAA84 / Aaset 2021-1 Trust | 2.71 | -4.25 | 0.0065 | -0.0003 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 2.71 | 341.27 | 0.0065 | 0.0050 | |||||
| ATLX 2024-RPL1 A1 3.85% 04/25/2064 144A / ABS-CBDO (US049915AA90) | 2.70 | -1.89 | 0.0065 | -0.0001 | |||||
| US3622ABKS03 / Ginnie Mae II Pool | 2.70 | -4.72 | 0.0065 | -0.0003 | |||||
| US097023CP81 / Boeing Co/The | 2.70 | 61.23 | 0.0065 | 0.0025 | |||||
| US3132CWSY11 / FHLG 15YR 2.5% 07/01/2036#SB0535 | 2.70 | -4.09 | 0.0065 | -0.0003 | |||||
| US12637UAV17 / CSAIL 2016-C7 A4 3.21% 11/15/49 | 2.70 | -14.16 | 0.0065 | -0.0011 | |||||
| US78403DAP50 / SBA Tower Trust | 2.70 | 0.45 | 0.0065 | 0.0000 | |||||
| US12769GAB68 / Caesars Entertainment, Inc. | 2.69 | -0.41 | 0.0065 | -0.0000 | |||||
| US06051GLV94 / Bank of America Corp. | 2.69 | 0.0065 | 0.0065 | ||||||
| US30227FAJ93 / Extended Stay America Trust | 2.69 | -1.28 | 0.0065 | -0.0001 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.69 | -2.32 | 0.0065 | -0.0001 | |||||
| US35563GAB59 / Freddie Mac Multifamily Structured Credit Risk | 2.69 | 60.99 | 0.0065 | 0.0024 | |||||
| US366651AC11 / Gartner Inc | 2.69 | 35.79 | 0.0065 | 0.0017 | |||||
| US3133KMVB89 / FHLG 30YR 3.5% 10/01/2051#RA6010 | 2.68 | -4.45 | 0.0064 | -0.0003 | |||||
| US3132DWED11 / Freddie Mac Pool | 2.68 | -4.49 | 0.0064 | -0.0003 | |||||
| ROGERS COMMUNICATIONS INC 5.3% 02/15/2034 / DBT (US775109DF56) | 2.68 | -47.88 | 0.0064 | -0.0059 | |||||
| US71654QDC33 / Petroleos Mexicanos | 2.68 | 1.90 | 0.0064 | 0.0001 | |||||
| US72147KAH14 / Pilgrim's Pride Corp. | 2.68 | 0.19 | 0.0064 | 0.0000 | |||||
| US131347CN48 / Calpine Corp | 2.68 | 0.64 | 0.0064 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.67 | 0.0064 | 0.0064 | ||||||
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1 5.38% 02/20/2049 144A / ABS-CBDO (US38237EAA29) | 2.67 | -8.81 | 0.0064 | -0.0006 | |||||
| C1RR34 / Carrier Global Corporation - Depositary Receipt (Common Stock) | 2.67 | -0.60 | 0.0064 | -0.0000 | |||||
| BAMLL RE-REMIC TRUST 2024-FRR3 VAR 01/27/2050 144A / ABS-MBS (US054988AG54) | 2.67 | 1.37 | 0.0064 | 0.0001 | |||||
| US92277GAM96 / Ventas Realty LP | 2.67 | 0.15 | 0.0064 | 0.0000 | |||||
| US52604DAD49 / Lendmark Funding Trust 2021-2 | 2.67 | -0.97 | 0.0064 | -0.0001 | |||||
| US3140XFTW18 / FNMA 30YR 3% 07/01/2050# | 2.67 | -4.78 | 0.0064 | -0.0003 | |||||
| SWITCH ABS ISSUER LLC 24-2A A2 5.436% 06/25/2054 144A / ABS-CBDO (US871044AE30) | 2.66 | -0.30 | 0.0064 | -0.0000 | |||||
| US3140XHZZ31 / Federal National Mortgage Association | 2.65 | -4.33 | 0.0064 | -0.0003 | |||||
| US17291CBQ78 / CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2 2.575% 09/10/2049 | 2.65 | 0.34 | 0.0064 | 0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.65 | -3.85 | 0.0064 | -0.0003 | |||||
| US29365TAK07 / Entergy Texas, Inc. | 2.65 | 0.53 | 0.0064 | 0.0000 | |||||
| HYUNDAI CAP AMER 4.55% 09/26/2029 144A / DBT (US44891ADG94) | 2.65 | -0.79 | 0.0064 | -0.0000 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 2.65 | 0.27 | 0.0064 | 0.0000 | |||||
| US36179UML34 / Government National Mortgage Association | 2.64 | -4.96 | 0.0064 | -0.0003 | |||||
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-5 7.3% 04/17/2034 144A / ABS-CBDO (US22535PAC68) | 2.64 | -0.49 | 0.0064 | -0.0000 | |||||
| R1OL34 / Rollins, Inc. - Depositary Receipt (Common Stock) | 2.64 | 1,707.53 | 0.0063 | 0.0060 | |||||
| LLY / Eli Lilly and Company - Depositary Receipt (Common Stock) | 2.64 | 125.68 | 0.0063 | 0.0035 | |||||
| CYRUSONE DATA CENTERS ISSUER I LLC 5.91% 02/20/2050 144A / ABS-CBDO (US23284BAJ35) | 2.63 | -0.08 | 0.0063 | -0.0000 | |||||
| US00130HCH66 / AES Corp/The | 2.63 | -0.45 | 0.0063 | -0.0000 | |||||
| US88033GDH02 / Tenet Healthcare Corp | 2.63 | 1.47 | 0.0063 | 0.0001 | |||||
| S1YK34 / Stryker Corporation - Depositary Receipt (Common Stock) | 2.63 | 8.64 | 0.0063 | 0.0005 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.63 | 0.0063 | 0.0063 | ||||||
| US3132D56P22 / FNCI UMBS 1.5 SB8078 12-01-35 | 2.63 | -3.63 | 0.0063 | -0.0002 | |||||
| US25714PEP99 / Dominican Republic International Bond | 2.63 | 0.50 | 0.0063 | 0.0000 | |||||
| SBNA AUTO LEASE TRUST 2024-C 4.56% 02/22/2028 144A / ABS-CBDO (US78398DAC11) | 2.62 | -0.23 | 0.0063 | -0.0000 | |||||
| US810186AX41 / Scotts Miracle-Gro Co/The | 2.62 | 0.73 | 0.0063 | 0.0000 | |||||
| US1248EPCN14 / CORPORATE BONDS | 2.62 | 24.50 | 0.0063 | 0.0012 | |||||
| US62955VAA44 / NYMT Loan Trust 2022-CP1 | 2.62 | -5.31 | 0.0063 | -0.0003 | |||||
| US67571QAD25 / OCTANE RECEIVABLES TRUST 2023-2 OCTL 2023-2A C | 2.62 | -0.76 | 0.0063 | -0.0000 | |||||
| CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A / ABS-CBDO (US17331XAD30) | 2.62 | -0.46 | 0.0063 | -0.0000 | |||||
| US81211KAZ30 / Sealed Air Corp. | 2.62 | 0.31 | 0.0063 | 0.0000 | |||||
| US646139W353 / NEW JERSEY ST TURNPIKE AUTH | 2.62 | -2.02 | 0.0063 | -0.0001 | |||||
| UBERD / Uber Technologies, Inc. - Depositary Receipt (Common Stock) | 2.62 | -1.02 | 0.0063 | -0.0001 | |||||
| HAYFIN EMERALD CLO X AR 3MEUR+135 07/18/2038 144A / ABS-CBDO (XS2813167298) | 2.61 | 9.42 | 0.0063 | 0.0005 | |||||
| US3133KNEF69 / Freddie Mac Pool | 2.61 | -5.22 | 0.0063 | -0.0003 | |||||
| US92840MAC64 / Vistra Corp | 2.61 | -0.19 | 0.0063 | -0.0000 | |||||
| US87264ABL89 / CORPORATE BONDS | 2.61 | -2.90 | 0.0063 | -0.0002 | |||||
| US12515HAY18 / CD 2017-CD5 Mortgage Trust | 2.61 | 0.85 | 0.0063 | 0.0001 | |||||
| XS2271225281 / Grand City Properties SA | 2.61 | 8.80 | 0.0063 | 0.0005 | |||||
| US195325EM30 / Colombia Government International Bond | 2.61 | -5.37 | 0.0063 | -0.0004 | |||||
| US44965LAA26 / ILPT Trust | 2.60 | -0.23 | 0.0063 | -0.0000 | |||||
| H1UM34 / Humana Inc. - Depositary Receipt (Common Stock) | 2.60 | 0.0063 | 0.0063 | ||||||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 2.60 | 0.0063 | 0.0063 | ||||||
| US3133KNXQ14 / FHLG 30YR 3.5% 03/01/2052#RA6987 | 2.60 | -5.28 | 0.0062 | -0.0003 | |||||
| US31418EAN04 / FN MA4512 | 2.60 | -4.17 | 0.0062 | -0.0003 | |||||
| US3140QS4U21 / Federal National Mortgage Association, Inc. | 2.60 | -3.89 | 0.0062 | -0.0002 | |||||
| AROUNDTOWN FINANCE SARL 7.875%/VAR PERP / EP (XS2812484728) | 2.60 | -2.04 | 0.0062 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.60 | -3.67 | 0.0062 | -0.0002 | |||||
| US3140J7LX16 / Fannie Mae Pool | 2.60 | -4.21 | 0.0062 | -0.0003 | |||||
| 01626P148 / Alimentation Couche-Tard Inc | 2.59 | -1.44 | 0.0062 | -0.0001 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.59 | -4.78 | 0.0062 | -0.0003 | |||||
| US3140LLH799 / FNMA 30YR 5.1% 06/01/2029#BS9253 | 2.59 | -0.12 | 0.0062 | -0.0000 | |||||
| SUBWAY FDG LLC ISSUER 5.566% 07/30/2054 144A / ABS-CBDO (US864300AJ70) | 2.59 | -2.38 | 0.0062 | -0.0001 | |||||
| US20754EAB11 / Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M2 | 2.59 | -0.31 | 0.0062 | -0.0000 | |||||
| US89788MAQ50 / Truist Financial Corp | 2.58 | -0.04 | 0.0062 | 0.0000 | |||||
| XS2384373341 / Power Finance Corp Ltd | 2.58 | 10.65 | 0.0062 | 0.0006 | |||||
| US3140XBJD33 / FNMA 15YR 3.5% 12/01/2035#FM7459 | 2.58 | -5.92 | 0.0062 | -0.0004 | |||||
| US30303M8Q83 / Meta Platforms Inc | 2.58 | 171.62 | 0.0062 | 0.0039 | |||||
| US75913MAA71 / Regions Bk Birmingham Ala Notes 6.45% 06/26/2037 | 2.57 | -3.67 | 0.0062 | -0.0002 | |||||
| US02666TAE73 / American Homes 4 Rent LP | 2.57 | -0.73 | 0.0062 | -0.0000 | |||||
| US3140XDV370 / Fannie Mae Pool | 2.57 | -3.27 | 0.0062 | -0.0002 | |||||
| US05583JAK88 / BPCE SA | 2.57 | 0.67 | 0.0062 | 0.0000 | |||||
| ANTX / AN2 Therapeutics, Inc. | 2.57 | -0.85 | 0.0062 | -0.0000 | |||||
| EQT / EQT Corporation | 2.56 | 0.0062 | 0.0062 | ||||||
| EQT / EQT Corporation | 2.56 | 131.53 | 0.0062 | 0.0035 | |||||
| US784024AD30 / SCF EQUIPMENT LEASING 2023-1A B LLC 6.37% 05/20/2032 144A | 2.56 | -2.10 | 0.0062 | -0.0001 | |||||
| GNII II 5.5% 12/20/2054#MB0092 / ABS-MBS (US3618N5C643) | 2.56 | 0.0062 | 0.0062 | ||||||
| US3133KH6N11 / Freddie Mac Pool | 2.56 | -4.44 | 0.0062 | -0.0003 | |||||
| US3136BKND04 / FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2049 | 2.56 | -5.36 | 0.0062 | -0.0003 | |||||
| US46645WAU71 / JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 2.56 | -0.27 | 0.0061 | -0.0000 | |||||
| US3136BLRR37 / FEDERAL NAT MTG ASN GTD REM PA 2.5% 11/25/2047 | 2.56 | -4.62 | 0.0061 | -0.0003 | |||||
| US03674XAS53 / ANTERO RESOURCES CORP 5.375% 03/01/2030 144A | 2.56 | 24.09 | 0.0061 | 0.0012 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.55 | 0.0061 | 0.0061 | ||||||
| US88033GDB32 / CORP. NOTE | 2.55 | 0.55 | 0.0061 | 0.0000 | |||||
| US3140QLJG29 / FNMA POOL CB1162 FN 07/51 FIXED 3.5 | 2.55 | -6.59 | 0.0061 | -0.0004 | |||||
| US3140QS3H29 / FNMA 30YR 5% 08/01/2053#CB7099 | 2.55 | -2.07 | 0.0061 | -0.0001 | |||||
| US071734AL17 / Bausch Health Cos Inc | 2.55 | -13.88 | 0.0061 | -0.0010 | |||||
| US12598VAC81 / CPS Auto Receivables Trust, Series 2023-D, Class C | 2.55 | -0.78 | 0.0061 | -0.0000 | |||||
| US3140KSAU11 / FNMA 15YR 1.5% 11/01/2035#BQ6318 | 2.55 | -3.48 | 0.0061 | -0.0002 | |||||
| US445545AF36 / Hungary Government International Bond | 2.55 | -4.14 | 0.0061 | -0.0003 | |||||
| US3140QEAN28 / FNMA 30YR 3% 07/01/2050#CA6312 | 2.55 | -4.57 | 0.0061 | -0.0003 | |||||
| US3140XJTE32 / FNMA 30YR 5% 11/01/2052#FS3248 | 2.54 | -3.49 | 0.0061 | -0.0002 | |||||
| US72650RBM34 / Plains All American Pipeline LP / PAA Finance Corp | 2.54 | 0.00 | 0.0061 | 0.0000 | |||||
| US3140QQDQ51 / FNMA 30YR 4% 08/01/2052#CB4610 | 2.54 | -2.79 | 0.0061 | -0.0002 | |||||
| US31418D2L54 / Fannie Mae Pool | 2.54 | -4.37 | 0.0061 | -0.0003 | |||||
| KINBN 2024-RPL2A A STEP 01/24/2063 144A / ABS-CBDO (XS2929502768) | 2.54 | 6.19 | 0.0061 | 0.0004 | |||||
| US36179XBU90 / Government National Mortgage Association (GNMA) | 2.54 | -4.59 | 0.0061 | -0.0003 | |||||
| US3140X7PW30 / FNMA UMBS, 15 Year | 2.54 | -5.20 | 0.0061 | -0.0003 | |||||
| US594712WY39 / MICHIGAN ST UNIV REVENUES | 2.54 | 14.86 | 0.0061 | 0.0008 | |||||
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2024-1 6.25% 06/20/2057 144A / ABS-CBDO (US38237BAA89) | 2.53 | -9.96 | 0.0061 | -0.0007 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.53 | -4.31 | 0.0061 | -0.0003 | |||||
| US912834KP23 / United States Treasury Strip Coupon | 2.53 | -5.32 | 0.0061 | -0.0003 | |||||
| US3136BLHG81 / Federal National Mortgage Association, Inc. | 2.53 | -3.55 | 0.0061 | -0.0002 | |||||
| US37045XEG79 / General Motors Financial Co., Inc. | 2.52 | -0.28 | 0.0061 | -0.0000 | |||||
| US95040QAK04 / WELLTOWER INC SR UNSECURED 02/27 2.7 | 2.52 | 0.64 | 0.0061 | 0.0000 | |||||
| LAKESIDE PK CLO LTD / LLC A TSFR3M+115 04/15/2038 144A / ABS-CBDO (US51218YAA47) | 2.52 | 0.0061 | 0.0061 | ||||||
| BBIRD / Blackbird Capital Aircraft Lease Securitization Ltd 2016-1 | 2.52 | -15.15 | 0.0061 | -0.0011 | |||||
| US125523BZ27 / Cigna Corp. | 2.52 | 0.04 | 0.0061 | 0.0000 | |||||
| US3140QFD559 / Fannie Mae Pool | 2.52 | -4.48 | 0.0060 | -0.0003 | |||||
| ACCELERATED 2024-1A D LLC 7.85% 08/22/2044 144A / ABS-CBDO (US00440MAD11) | 2.52 | -11.03 | 0.0060 | -0.0007 | |||||
| US3140XBGK03 / Fannie Mae Pool | 2.51 | -3.94 | 0.0060 | -0.0002 | |||||
| PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A / ABS-CBDO (US69703RAA32) | 2.51 | -16.75 | 0.0060 | -0.0012 | |||||
| US29273RBJ77 / Energy Transfer Partners LP | 2.51 | -5.78 | 0.0060 | -0.0004 | |||||
| US845743BW27 / Southwestern Public Service Co | 2.51 | -6.38 | 0.0060 | -0.0004 | |||||
| US3136BLFC95 / FEDERAL NAT MTG ASN GTD REM PA 2% 02/25/2048 | 2.51 | -4.09 | 0.0060 | -0.0003 | |||||
| US31418DMN92 / Fannie Mae Pool | 2.51 | -4.06 | 0.0060 | -0.0003 | |||||
| VENTURE GLOBAL LNG INC 7% 01/15/2030 144A / DBT (US92332YAE14) | 2.51 | 169.64 | 0.0060 | 0.0038 | |||||
| US75973HAA59 / Renew, Series 2023-1A, Class A | 2.50 | -6.12 | 0.0060 | -0.0004 | |||||
| CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC AR TSFR3M+122 01/17/2038 144A / ABS-CBDO (US17181TAJ07) | 2.50 | 0.00 | 0.0060 | 0.0000 | |||||
| US81721MAM10 / Senior Housing Properties Trust | 2.50 | 3.06 | 0.0060 | 0.0002 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 2.49 | -31.40 | 0.0060 | -0.0027 | |||||
| US95000U3D31 / Wells Fargo & Co | 2.49 | 117.35 | 0.0060 | 0.0032 | |||||
| US55955GAA13 / Magnetite XXV Ltd | 2.49 | -6.52 | 0.0060 | -0.0004 | |||||
| US91282CCV19 / UNITED STATES TREASURY NOTE 1.12500000 | 2.49 | 1.02 | 0.0060 | 0.0001 | |||||
| US00178YAE14 / AMSR Trust, Series 2023-SFR2, Class E1 | 2.49 | 0.08 | 0.0060 | 0.0000 | |||||
| US912810RH32 / United States Treas Bds Bond | 2.49 | -5.26 | 0.0060 | -0.0003 | |||||
| US01F0124606 / Uniform Mortgage-Backed Security, TBA | 2.49 | -0.56 | 0.0060 | 0.0003 | |||||
| US17324TAD19 / CGCMT 2016-GC36 A4 3.349% 02/10/2049 | 2.48 | 0.61 | 0.0060 | 0.0000 | |||||
| A1ES34 / The AES Corporation - Depositary Receipt (Common Stock) | 2.48 | 0.0060 | 0.0060 | ||||||
| US14688DAD30 / Carvana Auto Receivables Trust | 2.48 | 0.36 | 0.0060 | 0.0000 | |||||
| US15135UAX72 / Cenovus Energy Inc | 2.48 | -7.41 | 0.0059 | -0.0005 | |||||
| US3133KNGT46 / FHLG 30YR 2% 12/01/2051#RA6510 | 2.47 | -4.55 | 0.0059 | -0.0003 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.47 | 0.0059 | 0.0059 | ||||||
| G1PC34 / Genuine Parts Company - Depositary Receipt (Common Stock) | 2.47 | 0.69 | 0.0059 | 0.0000 | |||||
| US50204VAA89 / LHOME Mortgage Trust 2023-RTL4 | 2.47 | -0.52 | 0.0059 | -0.0000 | |||||
| US3140LKV677 / FNMA, Other | 2.47 | 0.08 | 0.0059 | 0.0000 | |||||
| WISCONSIN PUBLIC SERVICE CORP 4.55% 12/01/2029 / DBT (US976843BQ43) | 2.47 | 0.73 | 0.0059 | 0.0000 | |||||
| US68269HAD70 / OMFIT_23-2A | 2.47 | -2.37 | 0.0059 | -0.0001 | |||||
| US902613AA61 / UBS Group AG | 2.47 | 0.49 | 0.0059 | 0.0000 | |||||
| MCAFEE TERM 1LN 03/01/2029 / LON (US57906HAF47) | 2.46 | -11.46 | 0.0059 | -0.0008 | |||||
| PRPM 2024-NQM2 A1 TR VAR 06/25/2069 144A / ABS-CBDO (US74448PAA75) | 2.46 | -4.35 | 0.0059 | -0.0003 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 2.46 | 223.23 | 0.0059 | 0.0041 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 2.46 | 0.0059 | 0.0059 | ||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 2.46 | 1,398.78 | 0.0059 | 0.0055 | |||||
| US74331GAG47 / Progress Residential 2023-SFR2 Trust | 2.46 | 0.20 | 0.0059 | 0.0000 | |||||
| US682680AY93 / ONEOK Inc. | 2.45 | 0.08 | 0.0059 | 0.0000 | |||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 2.45 | -3.99 | 0.0059 | -0.0002 | |||||
| US14161GCF54 / CARDS II TRUST SER 2023-2A CL A V/R REGD 144A P/P 5.92649700 | 2.45 | -0.12 | 0.0059 | -0.0000 | |||||
| UCB / UCB SA | 2.45 | 8.60 | 0.0059 | 0.0005 | |||||
| US912810SD19 / United States Treas Bds Bond | 2.45 | -6.02 | 0.0059 | -0.0004 | |||||
| MAGNETITE CLO LTD A1 TSFR3M+115 04/15/2038 144A / ABS-CBDO (US55956CAA99) | 2.45 | 0.0059 | 0.0059 | ||||||
| US3617WAN638 / GNMA II 2.842% 07/20/2071#CF8513 | 2.45 | 0.78 | 0.0059 | 0.0000 | |||||
| US3140XCDK13 / Fannie Mae Pool | 2.44 | -4.01 | 0.0059 | -0.0002 | |||||
| US38141GYU20 / Goldman Sachs Group Inc/The | 2.44 | 0.54 | 0.0059 | 0.0000 | |||||
| US31418DVW90 / FNCI UMBS 1.5 MA4228 01-01-36 | 2.44 | -3.48 | 0.0059 | -0.0002 | |||||
| US341099CH09 / Florida Power 6.35% 1st Mtg 9/15/37 | 2.44 | -1.50 | 0.0059 | -0.0001 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 2.44 | -13.44 | 0.0059 | -0.0009 | |||||
| US3128P8EK37 / Freddie Mac Gold Pool | 2.44 | -6.31 | 0.0059 | -0.0004 | |||||
| B1BT34 / Truist Financial Corporation - Depositary Receipt (Common Stock) | 2.43 | 0.25 | 0.0058 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.43 | -0.90 | 0.0058 | -0.0000 | |||||
| US3133KJJV52 / Freddie Mac Pool | 2.43 | -4.67 | 0.0058 | -0.0003 | |||||
| US78457JAQ58 / SMRT 2022-MINI SOFR30A+330 01/15/2024 144A | 2.43 | 2.32 | 0.0058 | 0.0001 | |||||
| US14855MAB46 / Castlelake Aircraft Securitization Trust 2019-1 | 2.43 | 9.56 | 0.0058 | 0.0005 | |||||
| US3622AAGN88 / Ginnie Mae II Pool | 2.43 | -4.60 | 0.0058 | -0.0003 | |||||
| US05608EAA29 / BX Commercial Mortgage Trust 2020-VIV3 | 2.42 | -0.66 | 0.0058 | -0.0000 | |||||
| US3132DWDS98 / Freddie Mac Pool | 2.42 | -3.81 | 0.0058 | -0.0002 | |||||
| US67091TAA34 / OCP SA | 2.42 | -2.06 | 0.0058 | -0.0001 | |||||
| US07274NBF96 / Bayer US Finance II LLC | 2.42 | -2.46 | 0.0058 | -0.0001 | |||||
| US681936BM17 / Omega Healthcare Investors Inc | 2.42 | -21.33 | 0.0058 | -0.0016 | |||||
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG VAR 11/05/2041 144A / ABS-MBS (US46593KAA97) | 2.42 | 0.04 | 0.0058 | 0.0000 | |||||
| SLAM 2025-1 5.807% 05/15/2050 144A / ABS-CBDO (US78450TAA51) | 2.42 | 0.0058 | 0.0058 | ||||||
| US292505AK09 / Encana Corp 5.15% 11/15/41 | 2.42 | -8.14 | 0.0058 | -0.0005 | |||||
| US3140KRNY13 / FNMA 15YR 1.5% 11/01/2035#BQ5806 | 2.42 | -4.17 | 0.0058 | -0.0002 | |||||
| US98388MAB37 / XCEL ENERGY INC REGD 1.75000000 | 2.42 | 0.54 | 0.0058 | 0.0000 | |||||
| XS1040508167 / Imperial Brands Finance plc | 2.41 | -1.07 | 0.0058 | -0.0001 | |||||
| US90137LAL45 / 20 Times Square Trust, Series 2018-20TS, Class F | 2.41 | 1.90 | 0.0058 | 0.0001 | |||||
| US04965JAA16 / Atrium Hotel Portfolio Trust 2017-ATRM | 2.41 | -1.03 | 0.0058 | -0.0001 | |||||
| US742651DY55 / Private Export Funding Corp | 2.41 | 1.13 | 0.0058 | 0.0001 | |||||
| US862121AB61 / STORE Capital Corp | 2.41 | -0.54 | 0.0058 | -0.0000 | |||||
| US3133KNWJ89 / Freddie Mac Pool | 2.41 | -5.31 | 0.0058 | -0.0003 | |||||
| US91282CFU09 / United States Treasury Note/Bond - When Issued | 2.41 | 0.17 | 0.0058 | 0.0000 | |||||
| US693475BT12 / PNC Financial Services Group Inc/The | 2.41 | -0.41 | 0.0058 | -0.0000 | |||||
| US3132DVMB89 / FNCL UMBS 2.5 SD7554 04-01-52 | 2.41 | -4.56 | 0.0058 | -0.0003 | |||||
| US03465JAA88 / Angel Oak Mortgage Trust 2021-6 | 2.40 | -3.96 | 0.0058 | -0.0002 | |||||
| US3140J12G20 / FNMA 30YR 1.56% 10/01/2035#BL8874 | 2.40 | -1.76 | 0.0058 | -0.0001 | |||||
| US00038RAA41 / AASET 2019-2 TRUST SER 2019-2 CL A REGD 144A P/P 3.37600000 | 2.40 | -28.10 | 0.0058 | -0.0023 | |||||
| US606822CS14 / MITSUBISHI UFJ FINANCIAL GROUP INC | 2.40 | -0.17 | 0.0058 | -0.0000 | |||||
| US3140LLH955 / FNMA 30YR 5.17% 08/01/2028#BS9255 | 2.40 | -0.12 | 0.0058 | -0.0000 | |||||
| HCA INC 5.45% 04/01/2031 / DBT (US404119CT49) | 2.40 | -53.73 | 0.0058 | -0.0067 | |||||
| US404030AJ72 / H+E EQUIPMENT SERVICES COMPANY GUAR 144A 12/28 3.875 | 2.39 | -17.45 | 0.0058 | -0.0012 | |||||
| US87470LAJ08 / Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp | 2.39 | -1.28 | 0.0057 | -0.0001 | |||||
| US47233WBM01 / Jefferies Financial Group, Inc. | 2.39 | -0.46 | 0.0057 | -0.0000 | |||||
| US91324PEF53 / UNITEDHEALTH GROUP INC 3.25% 05/15/2051 | 2.39 | -6.53 | 0.0057 | -0.0004 | |||||
| US78448TAK88 / SMBC Aviation Capital Finance DAC | 2.39 | 0.0057 | 0.0057 | ||||||
| US233293AQ29 / DPL Inc | 2.39 | 1.71 | 0.0057 | 0.0001 | |||||
| US31418ES506 / Fannie Mae Pool | 2.38 | -3.40 | 0.0057 | -0.0002 | |||||
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 01/18/2028 / ABS-CBDO (US58770JAD63) | 2.38 | -0.34 | 0.0057 | -0.0000 | |||||
| US3137H5KC06 / FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 | 2.38 | -3.49 | 0.0057 | -0.0002 | |||||
| US126307AZ02 / CSC Holdings, LLC | 2.38 | -4.12 | 0.0057 | -0.0002 | |||||
| LU2445093128 / INTELSAT EMERGENCE SA | 0.07 | 0.00 | 2.37 | 4.22 | 0.0057 | 0.0002 | |||
| AMSR 2021-SFR4 TRUST 3.158% 12/17/2038 144A / ABS-CBDO (US66982FAG46) | 2.37 | 0.77 | 0.0057 | 0.0000 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 2.37 | -0.88 | 0.0057 | -0.0000 | |||||
| US05401AAB70 / Avolon Holdings Funding Ltd | 2.36 | -0.42 | 0.0057 | -0.0000 | |||||
| US10373QBU31 / BP Capital Markets America Inc | 2.36 | -0.59 | 0.0057 | -0.0000 | |||||
| US3140XDS566 / Fannie Mae Pool | 2.36 | -4.60 | 0.0057 | -0.0003 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.36 | -4.27 | 0.0057 | -0.0002 | |||||
| REGATTA XVIII FUNDING LTD A1R TSFR3M+116 04/15/2038 144A / ABS-CBDO (US75884EAN22) | 2.36 | 0.0057 | 0.0057 | ||||||
| XS1794675931 / Fairfax Financial Holdings Ltd | 2.35 | 9.39 | 0.0057 | 0.0005 | |||||
| MARS INC 5.65% 05/01/2045 144A / DBT (US571676BB09) | 2.35 | 0.0057 | 0.0057 | ||||||
| US55336VAK61 / MPLX, L.P. 4.125%, Due 03/01/2027 | 2.35 | 0.17 | 0.0057 | 0.0000 | |||||
| US61744YAP34 / Morgan Stanley | 2.35 | 0.26 | 0.0056 | 0.0000 | |||||
| DE0001174068 / CHINA UNIVERSAL EX INC | 2.35 | 2.71 | 0.0056 | 0.0002 | |||||
| US36179XLF14 / Ginnie Mae II Pool | 2.35 | -5.02 | 0.0056 | -0.0003 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 2.34 | 0.09 | 0.0056 | 0.0000 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 2.34 | 0.0056 | 0.0056 | ||||||
| US06051GJQ38 / Bank of America Corp | 2.34 | 0.60 | 0.0056 | 0.0000 | |||||
| US3132DWAD56 / Freddie Mac Pool | 2.34 | -4.41 | 0.0056 | -0.0003 | |||||
| US534187BK40 / LINCOLN NATIONAL CORP IND 3.4% 01/15/2031 | 2.34 | -0.38 | 0.0056 | -0.0000 | |||||
| GLENCORE FDG LLC 5.634% 04/04/2034 144A / DBT (US378272BU12) | 2.34 | -0.81 | 0.0056 | -0.0000 | |||||
| US87264ABV61 / T-Mobile USA Inc | 2.33 | 0.69 | 0.0056 | 0.0000 | |||||
| US3132DWAV54 / FREDDIE MAC POOL | 2.33 | -4.19 | 0.0056 | -0.0002 | |||||
| T-MOBILE USA INC 5.125% 05/15/2032 / DBT (US87264ADS15) | 2.33 | 0.0056 | 0.0056 | ||||||
| PRKCM 2024-HOME1 TR VAR 05/25/2059 144A / ABS-CBDO (US69391XAA72) | 2.33 | -9.97 | 0.0056 | -0.0006 | |||||
| OWN EQUIPMENT FUND I LLC 5.7% 12/20/2032 144A / ABS-CBDO (US69121NAA63) | 2.33 | -6.62 | 0.0056 | -0.0004 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.33 | 0.0056 | 0.0056 | ||||||
| US3140XFDL27 / FNMA 20YR 2% 11/01/2041#FS0106 | 2.32 | -2.93 | 0.0056 | -0.0002 | |||||
| US3140MLR697 / FNMA 30YR 4.5% 06/01/2053#BV6808 | 2.32 | -2.44 | 0.0056 | -0.0001 | |||||
| US05377RET77 / Avis Budget Rental Car Funding AESOP LLC | 2.32 | 0.0056 | 0.0056 | ||||||
| US3140MLQ863 / FNMA 30YR 4% 07/01/2052#BV6778 | 2.32 | -2.65 | 0.0056 | -0.0001 | |||||
| ONCOR ELEC DELIVERY CO LLC 4.65% 11/01/2029 / DBT (US68233JCW27) | 2.32 | 0.48 | 0.0056 | 0.0000 | |||||
| US404280DZ92 / HSBC HOLDINGS PLC REGD V/R 5.88700000 | 2.31 | -0.47 | 0.0056 | -0.0000 | |||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 2.31 | 0.0056 | 0.0056 | ||||||
| AFFIRM ASSET SECURITIZATION TRUST 2024-A 5.61% 02/15/2029 144A / ABS-CBDO (US00834BAF40) | 2.31 | -0.39 | 0.0056 | -0.0000 | |||||
| US95001YAC84 / WELLS FARGO COML MTG TR 2019-C54 ASB 3.063% 12/15/2052 | 2.31 | -5.45 | 0.0055 | -0.0003 | |||||
| US3140KFRF40 / FNMA UMBS, 30 Year | 2.31 | -7.09 | 0.0055 | -0.0004 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.31 | -3.96 | 0.0055 | -0.0002 | |||||
| US3132DWF653 / Freddie Mac Pool | 2.31 | -4.00 | 0.0055 | -0.0002 | |||||
| US46591JAA43 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD | 2.31 | -1.87 | 0.0055 | -0.0001 | |||||
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-C 4.62% 04/17/2028 144A / ABS-CBDO (US448984AD63) | 2.31 | 0.0055 | 0.0055 | ||||||
| OHA CREDIT FUNDING 14-R LTD A TSFR3M+123 04/20/2038 144A / ABS-CBDO (US67706QAC24) | 2.30 | 0.0055 | 0.0055 | ||||||
| AAL / American Airlines Group Inc. | 2.30 | -1.25 | 0.0055 | -0.0001 | |||||
| SCLP 2025-1 4.8% 02/27/2034 144A / ABS-CBDO (US83406YAA91) | 2.30 | -21.50 | 0.0055 | -0.0015 | |||||
| US842400HW63 / Southern California Edison Co | 2.30 | -0.04 | 0.0055 | 0.0000 | |||||
| CH1255915014 / UBS GROUP AG 4.75%/VAR 03/17/2032 REGS | 2.30 | 9.03 | 0.0055 | 0.0005 | |||||
| US694308JC22 / Pacific Gas and Electric Co | 2.29 | 0.35 | 0.0055 | 0.0000 | |||||
| US3133KPDQ81 / Freddie Mac Pool | 2.29 | -5.17 | 0.0055 | -0.0003 | |||||
| US69331CAJ71 / PG&E Corp | 2.29 | -25.77 | 0.0055 | -0.0019 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.29 | -3.98 | 0.0055 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.29 | -4.15 | 0.0055 | -0.0002 | |||||
| BX COML MTG TR 2024-XL5 B TSFR1M+169.12 03/15/2039 144A / ABS-MBS (US05612GAC78) | 2.29 | -3.05 | 0.0055 | -0.0002 | |||||
| SEQUOIA MORTGAGE TRUST 2025-2 A5 VAR 03/25/2055 144A / ABS-CBDO (US816935AE03) | 2.29 | -8.89 | 0.0055 | -0.0005 | |||||
| FIRSTKEY HOMES 2021-SFR2 F2 TR 3.157% 09/17/2038 144A / ABS-CBDO (US33767TAQ31) | 2.28 | 1.47 | 0.0055 | 0.0001 | |||||
| RR 34 LTD A1R TSFR3M+135 10/15/2039 144A / ABS-CBDO (US74988WAA80) | 2.28 | -0.04 | 0.0055 | 0.0000 | |||||
| CARMAX AUTO OWNER TR 2024-2 5.5% 01/16/2029 / ABS-CBDO (US14319EAE68) | 2.28 | -0.26 | 0.0055 | -0.0000 | |||||
| US3140QPFM47 / Fannie Mae Pool | 2.28 | -2.69 | 0.0055 | -0.0001 | |||||
| XS2055106210 / Aroundtown SA | 2.28 | 10.63 | 0.0055 | 0.0005 | |||||
| XS2338355014 / BLACKSTONE PROP PARTNERS EUR HOLD 1% 05/04/2028 REGS | 2.28 | -0.22 | 0.0055 | -0.0000 | |||||
| US08162VAE83 / BENCHMARK 2019-B10 Mortgage Trust | 2.28 | 0.09 | 0.0055 | 0.0000 | |||||
| US06428AAC27 / BANK OF AMERICA AUTO TRUST 2023-1 BAAT 2023-1A A3 | 2.28 | -16.45 | 0.0055 | -0.0011 | |||||
| US3132DWC437 / FREDDIE MAC POOL FR SD8191 | 2.27 | -3.97 | 0.0055 | -0.0002 | |||||
| US42225UAD63 / Healthcare Trust of America Holdings, L.P. | 2.27 | -0.13 | 0.0055 | -0.0000 | |||||
| US36179TCX19 / Ginnie Mae II Pool | 2.27 | -5.02 | 0.0055 | -0.0003 | |||||
| ANTX / AN2 Therapeutics, Inc. | 2.27 | -0.04 | 0.0054 | -0.0000 | |||||
| GNII II 4.5% 04/20/2055#MB0306 / ABS-MBS (US3618N5KU27) | 2.27 | 0.0054 | 0.0054 | ||||||
| XS2291281835 / Henley CLO IV DAC | 2.27 | 9.10 | 0.0054 | 0.0005 | |||||
| US023551AJ38 / Amerada Hess Corp 7.300% Notes 08/15/31 | 2.26 | -1.31 | 0.0054 | -0.0001 | |||||
| US90932LAJ61 / United Airlines 2023-1 Class A Pass Through Trust | 2.26 | -2.34 | 0.0054 | -0.0001 | |||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 2.25 | 8.52 | 0.0054 | 0.0004 | |||||
| AMSR 2022-SFR3 F TRUST 4% 10/17/2039 144A / ABS-CBDO (US66981YAG44) | 2.25 | 0.54 | 0.0054 | 0.0000 | |||||
| BANK OF AMERICA CORPORATION 5.162%/VAR 01/24/2031 / DBT (US06051GML04) | 2.25 | 75.25 | 0.0054 | 0.0023 | |||||
| US06051GJL41 / Bank of America Corp | 2.25 | 0.67 | 0.0054 | 0.0000 | |||||
| US842400HS51 / Southern California Edison Co. | 2.25 | 0.13 | 0.0054 | 0.0000 | |||||
| US904678AY53 / UniCredit SpA | 2.25 | 0.18 | 0.0054 | 0.0000 | |||||
| US31418DVD10 / Fannie Mae Pool | 2.25 | -4.51 | 0.0054 | -0.0003 | |||||
| US3133KMFP59 / Freddie Mac Pool | 2.24 | -4.31 | 0.0054 | -0.0002 | |||||
| US92840VAQ59 / Vistra Operations Co. LLC | 2.24 | -1.10 | 0.0054 | -0.0001 | |||||
| US36179TG585 / Ginnie Mae II Pool | 2.24 | -5.33 | 0.0054 | -0.0003 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 2.24 | 0.0054 | 0.0054 | ||||||
| US01882YAC03 / Alliant Energy Finance LLC | 2.24 | 1.13 | 0.0054 | 0.0001 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.24 | -2.91 | 0.0054 | -0.0002 | |||||
| US20030NEF42 / COMCAST CORPORATION | 2.23 | -4.69 | 0.0054 | -0.0003 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.23 | -7.04 | 0.0054 | -0.0004 | |||||
| US440405AE86 / Horizon Aircraft Finance I Ltd | 2.23 | -20.88 | 0.0054 | -0.0014 | |||||
| US26884LAL36 / EQT Corporation | 2.23 | 0.36 | 0.0054 | 0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.23 | -3.88 | 0.0054 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.23 | -2.28 | 0.0053 | -0.0001 | |||||
| US718172CP24 / Philip Morris International Inc | 2.22 | 0.82 | 0.0053 | 0.0000 | |||||
| US02530EAG98 / American Credit Acceptance Receivables Trust, Series 2023-3, Class D | 2.22 | -0.98 | 0.0053 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.22 | -4.02 | 0.0053 | -0.0002 | |||||
| XS2111947748 / United Group BV | 2.22 | 8.61 | 0.0053 | 0.0004 | |||||
| US96041CAN20 / WLAKE 23-3 D 144A 6.47% 03-15-29 | 2.22 | -0.89 | 0.0053 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.22 | -1.03 | 0.0053 | -0.0001 | |||||
| US3140QLFM33 / FNMA 20YR 2% 07/01/2041#CB1071 | 2.22 | -3.27 | 0.0053 | -0.0002 | |||||
| US26884LAN91 / EQT CORP 3.625% 05/15/2031 144A | 2.22 | 9.59 | 0.0053 | 0.0005 | |||||
| CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A / ABS-CBDO (US165183DE19) | 2.22 | -11.50 | 0.0053 | -0.0007 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.21 | -4.53 | 0.0053 | -0.0002 | |||||
| US3140QNQ472 / FNMA 30YR 3.5% 03/01/2052#CB3174 | 2.21 | -5.34 | 0.0053 | -0.0003 | |||||
| US55336VBQ23 / MPLX LP | 2.21 | 0.41 | 0.0053 | 0.0000 | |||||
| CRH SMW FINANCE DAC 5.125% 01/09/2030 / DBT (US12704PAB40) | 2.21 | 0.14 | 0.0053 | 0.0000 | |||||
| US70932MAB37 / PENNYMAC FIN SVCS INC REGD 144A P/P 4.25000000 | 2.21 | 1.05 | 0.0053 | 0.0001 | |||||
| I1EX34 / IDEX Corporation - Depositary Receipt (Common Stock) | 2.21 | 0.09 | 0.0053 | 0.0000 | |||||
| US200447AL44 / COMISION FEDERAL DE ELEC REGD 144A P/P 4.68800000 | 2.20 | 1.90 | 0.0053 | 0.0001 | |||||
| US694308KH99 / Pacific Gas and Electric Co | 2.20 | 16.76 | 0.0053 | 0.0008 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 2.20 | -36.25 | 0.0053 | -0.0030 | |||||
| US743820AA01 / Providence St Joseph Health Obligated Group | 2.20 | 0.46 | 0.0053 | 0.0000 | |||||
| US1248EPCD32 / CCO Holdings LLC / CCO Holdings Capital Corp. | 2.20 | -3.21 | 0.0053 | -0.0002 | |||||
| US29278NAE31 / Energy Transfer Operating LP | 2.20 | -17.45 | 0.0053 | -0.0011 | |||||
| US78472UAE82 / SREIT Trust 2021-MFP | 2.20 | -6.63 | 0.0053 | -0.0004 | |||||
| US3140XB2F65 / FNMA POOL FM7973 FN 05/50 FIXED VAR | 2.20 | -3.69 | 0.0053 | -0.0002 | |||||
| US36179SNU77 / Ginnie Mae II Pool | 2.19 | -4.28 | 0.0053 | -0.0002 | |||||
| DRIVE AUTO RECEIVABLES TR 2024-2 4.94% 05/17/2032 / ABS-CBDO (US26207AAG85) | 2.19 | -0.18 | 0.0053 | -0.0000 | |||||
| US172967JC62 / Citigroup Inc | 2.19 | -0.14 | 0.0053 | -0.0000 | |||||
| US3140QNF491 / Federal National Mortgage Association, Inc. | 2.19 | -5.20 | 0.0053 | -0.0003 | |||||
| DIGICEL MIDCO LTD / DIFL US II LLC PIK VAR 11/25/2028 / DBT (USG27707AA90) | 2.19 | 9.07 | 0.0053 | 0.0004 | |||||
| S1YK34 / Stryker Corporation - Depositary Receipt (Common Stock) | 2.18 | 0.74 | 0.0052 | 0.0000 | |||||
| US01F0224695 / Uniform Mortgage-Backed Security, TBA | 2.18 | 65.43 | 0.0052 | 0.0023 | |||||
| S1YF34 / Synchrony Financial - Depositary Receipt (Common Stock) | 2.18 | 0.0052 | 0.0052 | ||||||
| INVESCO EURO CLO VII DAC A 3MEUR+99 01/15/2035 144A / ABS-CBDO (XS2416564974) | 2.18 | 8.57 | 0.0052 | 0.0004 | |||||
| US3140XJL501 / FNMA 30YR 5% 10/01/2052#FS3047 | 2.18 | -4.26 | 0.0052 | -0.0002 | |||||
| US96041AAN63 / WESTLAKE AUTOMOBILE RECEIVABLE TR 2023-4A D 7.19% 07/16/2029 144A | 2.18 | -1.18 | 0.0052 | -0.0001 | |||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 2.18 | 91.21 | 0.0052 | 0.0025 | |||||
| US17290XAS99 / CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 3.05% 04/10/2049 | 2.17 | 0.32 | 0.0052 | 0.0000 | |||||
| ALLIANT ENERGY FINANCE LLC 5.4% 06/06/2027 144A / DBT (US01882YAF34) | 2.17 | 0.09 | 0.0052 | 0.0000 | |||||
| US3132DQFH48 / FHLG 30YR 3% 11/01/2051#SD2868 | 2.17 | -4.90 | 0.0052 | -0.0003 | |||||
| US3132DWFA62 / FHLG 30YR 6% 09/01/2052#SD8261 | 2.17 | -5.03 | 0.0052 | -0.0003 | |||||
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A A1A 5.24% 03/15/2056 144A / ABS-CBDO (US831943AA30) | 2.17 | -4.11 | 0.0052 | -0.0002 | |||||
| US3140NMJS76 / FNMA 30YR 6% 07/01/2053#BY4772 | 2.17 | -1.09 | 0.0052 | -0.0001 | |||||
| US 10YR ULTRA FUT SEP25 UXYU5 / DIR (N/A) | 2.17 | 0.0052 | 0.0052 | ||||||
| US3133KRFA77 / FHLM 30YR 5.5% 06/01/2053#RA9161 | 2.17 | -3.65 | 0.0052 | -0.0002 | |||||
| US682413AJ88 / ONE 2021-PARK MORTGAGE TRUST 1ML+ 03/15/2036 144A | 2.17 | -2.83 | 0.0052 | -0.0001 | |||||
| CASCADE MH ASSET TRUST 2024-MH1 B1 VAR 11/25/2056 144A / ABS-CBDO (US14731VAE83) | 2.16 | -1.95 | 0.0052 | -0.0001 | |||||
| US90932LAG23 / United Airlines Inc | 2.16 | 0.09 | 0.0052 | 0.0000 | |||||
| US723787AQ06 / Pioneer Natural Resources Co | 2.16 | 0.51 | 0.0052 | 0.0000 | |||||
| 72018QAB7 / Piedmont Natl Gas Inc Mtn Be Fr 6.87% 10/06/23 | 2.16 | -0.73 | 0.0052 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.16 | -2.92 | 0.0052 | -0.0002 | |||||
| US3140NGPZ77 / FNMA 30YR 5.5% 04/01/2053#BY0439 | 2.16 | -1.37 | 0.0052 | -0.0001 | |||||
| DELL EQUIP FIN TR 2025-1 4.68% 07/22/2027 144A / ABS-CBDO (US24703UAC71) | 2.16 | 0.0052 | 0.0052 | ||||||
| US3618AWYK48 / Ginnie Mae II Pool | 2.16 | -0.28 | 0.0052 | -0.0000 | |||||
| US74331UAN81 / Progress Residential 2022-SFR3 Trust | 2.16 | -0.51 | 0.0052 | -0.0000 | |||||
| US3140QPAJ62 / FNMA 30YR UMBS | 2.15 | -3.97 | 0.0052 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.15 | -1.10 | 0.0052 | -0.0001 | |||||
| US3132WN2K70 / FHLG 30YR 4% 06/47#Q48877 | 2.15 | -4.11 | 0.0052 | -0.0002 | |||||
| US36202FPF70 / Ginnie Mae Ii Pool G2 4922 Bond | 2.15 | 3,107.46 | 0.0052 | 0.0050 | |||||
| DGZ / DB Gold Short ETN | 2.15 | -25.02 | 0.0052 | -0.0017 | |||||
| US3140QRCU55 / FNMA 30YR 6% 01/01/2053#CB5482 | 2.14 | -4.20 | 0.0052 | -0.0002 | |||||
| POLAND REPUBLIC OF 5.5% 03/18/2054 / DBT (US731011AZ55) | 2.14 | -5.55 | 0.0052 | -0.0003 | |||||
| US3140NKLV12 / FNMA 30YR 5% 07/01/2053#BY3039 | 2.14 | -1.97 | 0.0051 | -0.0001 | |||||
| US ULTRA BOND CBT FUT SEP25 WNU5 / DIR (N/A) | 2.14 | 0.0051 | 0.0051 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.14 | -5.74 | 0.0051 | -0.0003 | |||||
| US031162DQ06 / Amgen Inc | 2.13 | 0.23 | 0.0051 | 0.0000 | |||||
| US126650DQ03 / CVS Health Corp | 2.13 | 0.95 | 0.0051 | 0.0000 | |||||
| AASET 2025-1 LTD / AASET 2025-1 LLC 5.943% 02/16/2050 144A / ABS-CBDO (US00258PAA12) | 2.13 | -3.62 | 0.0051 | -0.0002 | |||||
| US097023CV59 / BOEING CO 5.705% 05/01/2040 | 2.13 | -1.93 | 0.0051 | -0.0001 | |||||
| US316773DF47 / Fifth Third Bancorp | 2.13 | -1.07 | 0.0051 | -0.0001 | |||||
| US552953CF65 / MGM Resorts International | 2.13 | 0.33 | 0.0051 | 0.0000 | |||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 2.13 | 0.0051 | 0.0051 | ||||||
| US3140J9H878 / Federal National Mortgage Association | 2.12 | -3.50 | 0.0051 | -0.0002 | |||||
| MUTUAL OF OMAHA COS GLOBAL FUNDING 5% 04/01/2030 144A / DBT (US62829D2F60) | 2.12 | 0.0051 | 0.0051 | ||||||
| US31418DB926 / Fannie Mae Pool | 2.12 | -4.63 | 0.0051 | -0.0002 | |||||
| US058498AZ97 / Ball Corp | 2.12 | 0.28 | 0.0051 | 0.0000 | |||||
| US26442CAM64 / Duke Energy Carolinas 4.25% 12/15/41 | 2.12 | -4.16 | 0.0051 | -0.0002 | |||||
| US23292HAC51 / DLLAA 2023-1 LLC | 2.11 | -0.42 | 0.0051 | -0.0000 | |||||
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.9% 11/15/2027 144A / DBT (US58769JAZ03) | 2.11 | 0.0051 | 0.0051 | ||||||
| US61691ABK88 / Morgan Stanley Capital I Trust 2015-UBS8 | 2.11 | -4.57 | 0.0051 | -0.0002 | |||||
| US91845AAA34 / VZ Secured Financing BV | 2.11 | -1.91 | 0.0051 | -0.0001 | |||||
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53 VAR 05/10/2039 144A / ABS-MBS (US404300AJ42) | 2.11 | -1.59 | 0.0051 | -0.0001 | |||||
| US3140F5CP66 / FNMA POOL BC9077 FN 12/46 FIXED 3.5 | 2.11 | -3.22 | 0.0051 | -0.0002 | |||||
| US61747YFF79 / Morgan Stanley | 2.11 | 0.00 | 0.0051 | 0.0000 | |||||
| DE000A2LQSN2 / KFW | 2.10 | -17.23 | 0.0051 | -0.0010 | |||||
| XS1652512705 / DS Smith plc | 2.10 | 7.41 | 0.0051 | 0.0003 | |||||
| US38380RVK30 / GOVERNMENT NATL MTG ASN MLFY R 1.25% 01/16/2061 | 2.10 | -1.08 | 0.0050 | -0.0001 | |||||
| US36179WJQ24 / Ginnie Mae II Pool | 2.10 | -4.15 | 0.0050 | -0.0002 | |||||
| CA125491AG54 / CI FINANCIAL CO | 2.10 | -0.47 | 0.0050 | -0.0000 | |||||
| US912834HV38 / United States Treasury Strip Coupon | 2.09 | -4.82 | 0.0050 | -0.0003 | |||||
| US3132DV7K52 / Freddie Mac Pool | 2.09 | -4.25 | 0.0050 | -0.0002 | |||||
| ANGEL OAK MORTGAGE TRUST 2024-8 5.338% 05/27/2069 144A / ABS-CBDO (US03465QAA22) | 2.09 | -5.64 | 0.0050 | -0.0003 | |||||
| US432917AC60 / HILTON GRAND VACATIONS TRUST 2023-1A C 6.94% 01/25/2038 144A | 2.08 | -11.84 | 0.0050 | -0.0007 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 2.08 | -21.67 | 0.0050 | -0.0014 | |||||
| US15089QAY08 / Celanese US Holdings LLC | 2.08 | -2.35 | 0.0050 | -0.0001 | |||||
| ROCC 2024-CNTR C 6.47127% 11/13/2041 144A / ABS-MBS (US74970WAE03) | 2.08 | -0.19 | 0.0050 | -0.0000 | |||||
| US30040WAW82 / EVERSOURCE ENERGY SR UNSEC 5.95% 02-01-29 | 2.08 | -0.14 | 0.0050 | -0.0000 | |||||
| VOYA CLO 2016-3 LTD A1R2 TSFR3M+115 10/18/2031 144A / ABS-CBDO (US92915HAW34) | 2.08 | -0.72 | 0.0050 | -0.0000 | |||||
| US3133G9FS36 / FREDDIE MAC POOL UMBS P#QN2877 2.00000000 | 2.07 | -3.00 | 0.0050 | -0.0002 | |||||
| AMSR TRUST 2023-SFR2G G1 4.5% 08/19/2028 / ABS-CBDO (US031928AB01) | 2.07 | 1.27 | 0.0050 | 0.0001 | |||||
| US00206RKJ04 / AT&T Inc | 2.07 | -18.58 | 0.0050 | -0.0011 | |||||
| US06051GJB68 / Bank of America Corp | 2.07 | 61.23 | 0.0050 | 0.0019 | |||||
| US92564RAL96 / VICI Properties LP / VICI Note Co., Inc. | 2.07 | 137.20 | 0.0050 | 0.0029 | |||||
| US31418DPD83 / FNMA 30YR 2.5% 05/01/2050#MA4019 | 2.07 | -4.09 | 0.0050 | -0.0002 | |||||
| US6174467Y92 / Morgan Stanley | 2.06 | -0.05 | 0.0050 | -0.0000 | |||||
| VICI / VICI Properties Inc. | 2.06 | 15.93 | 0.0050 | 0.0007 | |||||
| US040555DD31 / ARIZONA PUBLIC SERVICE COMPANY | 2.06 | -0.24 | 0.0049 | -0.0000 | |||||
| RGA GLOBAL FUNDING 5.448% 05/24/2029 144A / DBT (US76209PAE34) | 2.05 | 0.00 | 0.0049 | 0.0000 | |||||
| US3137FCLD43 / Freddie Mac Multifamily Structured Pass Through Ctfs., Series K071, Class A2 | 2.05 | 0.39 | 0.0049 | 0.0000 | |||||
| US3133A2BT62 / FHLG 30YR 3% 02/01/2050#QA7250 | 2.05 | -3.84 | 0.0049 | -0.0002 | |||||
| US3140QBW384 / FNMA 15YR 3% 10/01/2034#CA4265 | 2.05 | -4.29 | 0.0049 | -0.0002 | |||||
| US3140QKC486 / FNCL UMBS 2.0 CB0090 04-01-51 | 2.05 | -4.29 | 0.0049 | -0.0002 | |||||
| US30225VAP22 / EXTRA SPACE STORAGE LP | 2.05 | 12.39 | 0.0049 | 0.0005 | |||||
| US143658BN13 / Carnival Corp | 2.05 | 0.00 | 0.0049 | 0.0000 | |||||
| US38380HES76 / GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047 | 2.05 | -4.39 | 0.0049 | -0.0002 | |||||
| US224050AE41 / COX ENTERPRISES INC 144A 7.375000% 07/15/2027 | 2.05 | -0.19 | 0.0049 | -0.0000 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 2.05 | 0.34 | 0.0049 | 0.0000 | |||||
| SOLVAY FINANCE AMERICA LLC 5.65% 06/04/2029 144A / DBT (US834423AE54) | 2.05 | -0.29 | 0.0049 | -0.0000 | |||||
| BRIDGECREST LENDING AUTO SECURITIZATION TR 2024-1 E 8.43% 10/15/2030 144A / ABS-CBDO (US107933AG80) | 2.04 | 0.0049 | 0.0049 | ||||||
| AU3FN0029609 / AAI Ltd | 2.04 | 0.05 | 0.0049 | 0.0000 | |||||
| US74445PAC68 / Indonesia Asahan Aluminium Persero PT | 2.04 | -0.49 | 0.0049 | -0.0000 | |||||
| US3132DVK796 / FHLG 30YR 3% 06/01/2050#SD7518 | 2.04 | -4.41 | 0.0049 | -0.0002 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.04 | -4.33 | 0.0049 | -0.0002 | |||||
| US66981YAD13 / AMSR 2022-SFR3 Trust | 2.03 | 0.05 | 0.0049 | 0.0000 | |||||
| US3132DWC270 / FR SD8189 | 2.03 | -4.24 | 0.0049 | -0.0002 | |||||
| VOLOFIN FINANCE DESIGNATED ACTIVITY CO 5.935% 06/15/2037 144A / ABS-CBDO (US92873RAA95) | 2.03 | -14.02 | 0.0049 | -0.0008 | |||||
| US87165BAU70 / Synchrony Financial | 2.03 | -21.04 | 0.0049 | -0.0013 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 2.03 | 0.15 | 0.0049 | 0.0000 | |||||
| CROSS 2024-H4 A1 MORTGAGE TRUST VAR 07/25/2069 144A / ABS-CBDO (US22758HAA86) | 2.03 | -7.82 | 0.0049 | -0.0004 | |||||
| US3140J9RA15 / Fannie Mae Pool | 2.03 | -5.11 | 0.0049 | -0.0003 | |||||
| US05401AAB70 / Avolon Holdings Funding Ltd | 2.03 | 22.06 | 0.0049 | 0.0009 | |||||
| US88732JAY47 / Time Warner Cable Inc. 5.875% 11/15/40 | 2.02 | 0.90 | 0.0049 | 0.0000 | |||||
| US92763MAA36 / Viper Energy Partners LP 5.375% 11/01/2027 144A | 2.02 | 3.21 | 0.0049 | 0.0002 | |||||
| US35042RAB24 / FFIN_23-2A | 2.02 | -3.30 | 0.0049 | -0.0002 | |||||
| US37045XDP87 / General Motors Financial Co., Inc. | 2.02 | 0.50 | 0.0049 | 0.0000 | |||||
| BX TRUST 2025-ROIC C TSFR1M+169 03/15/2030 144A / ABS-MBS (US05593VAJ26) | 2.02 | -1.65 | 0.0049 | -0.0001 | |||||
| PRET 2025-RPL1 TRUST 4% 07/25/2069 144A / ABS-CBDO (US69392FAA57) | 2.02 | -3.72 | 0.0049 | -0.0002 | |||||
| US3140XTAZ44 / FNMA 30YR 3.5% 03/01/2050#FP0023 | 2.02 | -6.57 | 0.0049 | -0.0003 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.02 | -3.45 | 0.0048 | -0.0002 | |||||
| US05508WAB19 / B&G Foods, Inc. | 2.02 | -6.58 | 0.0048 | -0.0003 | |||||
| US36179W7J15 / Ginnie Mae II Pool | 2.02 | -4.68 | 0.0048 | -0.0002 | |||||
| US91529YAJ55 / Unum Group 5.75% 08/15/42 | 2.02 | -5.04 | 0.0048 | -0.0003 | |||||
| BERRY GLOBAL INC 5.65% 01/15/2034 / DBT (US08576PAQ46) | 2.01 | -8.20 | 0.0048 | -0.0004 | |||||
| US64831KAN63 / New Residential Mortgage Loan Trust, Series 2022-SFR1, Class F | 2.01 | 0.40 | 0.0048 | 0.0000 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 2.01 | 61.53 | 0.0048 | 0.0018 | |||||
| US03027XBM11 / CORPORATE BONDS | 2.01 | -3.09 | 0.0048 | -0.0002 | |||||
| BANQUE FED CRED MUTUEL PARIS FRN SOFRINDX+107 02/16/2028 144A / DBT (US06675DCL47) | 2.01 | -0.25 | 0.0048 | -0.0000 | |||||
| US3140LLKJ93 / FNMA, Other | 2.01 | -0.30 | 0.0048 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.01 | 0.0048 | 0.0048 | ||||||
| US040104QP95 / ARGENT SECURITIES INC. ARSI 2005 W5 A2D | 2.01 | -2.00 | 0.0048 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.01 | -4.25 | 0.0048 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.01 | -4.16 | 0.0048 | -0.0002 | |||||
| INTERSTATE PWR and LT CO 5.45% 09/30/2054 / DBT (US461070AW43) | 2.00 | -5.65 | 0.0048 | -0.0003 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.00 | 0.0048 | 0.0048 | ||||||
| SANDSTONE PEAK III LTD A1 TSFR3M+163 04/25/2037 144A / ABS-CBDO (US799928AA46) | 2.00 | -0.50 | 0.0048 | -0.0000 | |||||
| US63861CAE93 / Nationstar Mortgage Holdings Inc | 2.00 | 2.88 | 0.0048 | 0.0001 | |||||
| US46590XAX49 / JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc | 2.00 | -36.55 | 0.0048 | -0.0028 | |||||
| US70017KAL35 / Park Avenue Institutional Advisers CLO Ltd 2017-1 | 2.00 | -0.20 | 0.0048 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.00 | -2.91 | 0.0048 | -0.0001 | |||||
| US46590XAU00 / JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc | 2.00 | 86.13 | 0.0048 | 0.0022 | |||||
| M1GM34 / MGM Resorts International - Depositary Receipt (Common Stock) | 2.00 | -0.94 | 0.0048 | -0.0000 | |||||
| US3140L7WV03 / FNMA 30YR 2.5% 04/01/2051#BR8759 | 1.99 | -3.07 | 0.0048 | -0.0001 | |||||
| US31418DZ883 / Fannie Mae Pool | 1.99 | -3.07 | 0.0048 | -0.0001 | |||||
| US36179WR263 / GINNIE MAE II POOL G2 MA7705 | 1.99 | -4.48 | 0.0048 | -0.0002 | |||||
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RTL2 5.443% 09/25/2039 144A / ABS-CBDO (US64831WAA80) | 1.99 | -0.05 | 0.0048 | -0.0000 | |||||
| AEP TRANSMISSION CO LLC 5.15% 04/01/2034 / DBT (US00115AAR05) | 1.98 | -1.10 | 0.0048 | -0.0001 | |||||
| QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A / DBT (US74843PAA84) | 1.98 | 11.61 | 0.0048 | 0.0005 | |||||
| US36179TZ734 / Ginnie Mae II Pool | 1.98 | -4.54 | 0.0048 | -0.0002 | |||||
| US59217GFD60 / METROPOLITAN LIFE GLOBAL FUNDING I | 1.98 | 0.20 | 0.0048 | 0.0000 | |||||
| US366651AG25 / Gartner Inc | 1.98 | 51.30 | 0.0048 | 0.0016 | |||||
| US87165BAR42 / Synchrony Financial | 1.98 | 1.70 | 0.0048 | 0.0001 | |||||
| EQH.PRC / Equitable Holdings, Inc. - Preferred Stock | 1.97 | -0.20 | 0.0047 | -0.0000 | |||||
| WELLS FARGO COML MTG TR 2024-5C1 5.928% 07/15/2057 / ABS-MBS (US95003VAC28) | 1.97 | -0.56 | 0.0047 | -0.0000 | |||||
| US038522AQ17 / Aramark Services Inc | 1.97 | 0.66 | 0.0047 | 0.0000 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 1.97 | -42.30 | 0.0047 | -0.0035 | |||||
| US842400GE74 / Southern California Edison Co. | 1.97 | -8.51 | 0.0047 | -0.0004 | |||||
| US3140NRRA63 / FNMA 30YR 5.5% 08/01/2053#BY8580 | 1.97 | -1.40 | 0.0047 | -0.0001 | |||||
| US3132D56U17 / Freddie Mac Pool | 1.97 | -3.25 | 0.0047 | -0.0002 | |||||
| TSTAT 2022-1 LTD A1RR TSFR3M+115 07/20/2037 144A / ABS-CBDO (US872899AY55) | 1.97 | -42.33 | 0.0047 | -0.0035 | |||||
| US12594PAV31 / CSMC TRUST 2016-NXSR CSMC 2016-NXSR A4 | 1.97 | 0.20 | 0.0047 | 0.0000 | |||||
| US3133KNAB91 / Freddie Mac Pool | 1.96 | -4.29 | 0.0047 | -0.0002 | |||||
| US651639AY25 / Newmont Corp | 1.96 | 1.55 | 0.0047 | 0.0001 | |||||
| US98163VAD01 / WORLD OMNI AUTO RECEIVABLES TRUST 2022-D WOART 2022-D A3 | 1.96 | -22.01 | 0.0047 | -0.0013 | |||||
| US78403DAR17 / SBA TOWER TRUST | 1.96 | 0.15 | 0.0047 | 0.0000 | |||||
| US92873HAA14 / Vericrest Opportunity Loan Transferee | 1.96 | -22.95 | 0.0047 | -0.0014 | |||||
| US3140LLQY07 / FNMA 30YR 4.45% 10/01/2033#BS9470 | 1.95 | -0.86 | 0.0047 | -0.0000 | |||||
| US38380RTP54 / GOVERNMENT NATL MTG ASN MLFY R 1.4% 06/16/2063 | 1.95 | -0.81 | 0.0047 | -0.0000 | |||||
| US05401AAB70 / Avolon Holdings Funding Ltd | 1.95 | 0.0047 | 0.0047 | ||||||
| US3140QMSJ40 / FNMA 30YR 2.5% 12/01/2051#CB2320 | 1.95 | -4.78 | 0.0047 | -0.0002 | |||||
| UST NOTES 4.25% 02/28/2029 / DBT (US91282CKD29) | 1.95 | 0.26 | 0.0047 | 0.0000 | |||||
| US3622A2VZ21 / GNMA 30YR 4% 04/15/2046#784232 | 1.95 | -2.01 | 0.0047 | -0.0001 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 1.94 | 281.93 | 0.0047 | 0.0035 | |||||
| BNP / BNP Paribas SA | 1.94 | 0.05 | 0.0047 | 0.0000 | |||||
| US3132WNWQ12 / FHLG 30YR 4% 06/01/2047#Q48754 | 1.94 | -3.76 | 0.0047 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.94 | -3.48 | 0.0047 | -0.0002 | |||||
| US68373BAC54 / OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A | 1.94 | -0.41 | 0.0047 | -0.0000 | |||||
| XS2403426427 / PRUDENTIAL PLC 2.95%/VAR 11/03/2033 REGS | 1.94 | 0.05 | 0.0047 | 0.0000 | |||||
| US05606FAN33 / BX TRUST BX 2019 OC11 E 144A | 1.94 | -1.12 | 0.0047 | -0.0001 | |||||
| US361841AQ25 / GLP Capital LP / GLP Financing II Inc | 1.94 | -3.63 | 0.0047 | -0.0002 | |||||
| US36179WG449 / G2SF 3.0 MA7419 06-20-51 | 1.94 | -4.35 | 0.0047 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.93 | -4.49 | 0.0046 | -0.0002 | |||||
| BNP / BNP Paribas SA | 1.93 | -0.26 | 0.0046 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.93 | -5.66 | 0.0046 | -0.0003 | |||||
| XS2264871828 / Ivory Coast Government International Bond | 1.93 | 14.28 | 0.0046 | 0.0006 | |||||
| ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A / ABS-CBDO (US29375RAC07) | 1.93 | -0.52 | 0.0046 | -0.0000 | |||||
| VOYA CLO 2020-2 LTD/LLC A1RR TSFR3M+131 01/20/2038 144A / ABS-CBDO (US92918HAT77) | 1.93 | -0.31 | 0.0046 | -0.0000 | |||||
| US958254AF13 / Western Midstream Operating LP | 1.93 | -0.21 | 0.0046 | -0.0000 | |||||
| US3140XDV297 / FNCL UMBS 3.0 FM9632 11-01-51 | 1.93 | -4.80 | 0.0046 | -0.0002 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.93 | -5.27 | 0.0046 | -0.0003 | |||||
| US31418CCK80 / Fannie Mae Pool | 1.92 | -3.75 | 0.0046 | -0.0002 | |||||
| US96041CAL63 / Westlake Automobile Receivables Trust 2023-3 | 1.92 | -0.62 | 0.0046 | -0.0000 | |||||
| FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU A TSFR1M+145 12/15/2039 144A / ABS-MBS (US34461WAA80) | 1.92 | 12.41 | 0.0046 | 0.0005 | |||||
| US31418EHQ61 / Fannie Mae Pool | 1.92 | -4.05 | 0.0046 | -0.0002 | |||||
| SANTANDER MTG ASSET RECEIVABLE TR 2025-NQM1 A1 VAR 01/25/2065 144A / ABS-CBDO (US80262BAA89) | 1.92 | 0.0046 | 0.0046 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.92 | 0.0046 | 0.0046 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.92 | 0.0046 | 0.0046 | ||||||
| H / Hyatt Hotels Corporation | 1.91 | -0.26 | 0.0046 | -0.0000 | |||||
| STAR LEASING CO LLC 7.625% 02/15/2030 144A / DBT (US854938AA54) | 1.91 | 285.89 | 0.0046 | 0.0034 | |||||
| US3132HMK754 / Freddie Mac Gold Pool | 1.91 | -3.09 | 0.0046 | -0.0001 | |||||
| US23245FAE34 / Alternative Loan Trust 2006-OC10 | 1.91 | -2.30 | 0.0046 | -0.0001 | |||||
| US36179W2W70 / Ginnie Mae II Pool | 1.91 | -5.45 | 0.0046 | -0.0003 | |||||
| US126650CN80 / CVS Health Corp | 1.91 | -19.31 | 0.0046 | -0.0011 | |||||
| US575718AE16 / Massachusetts Institute of Technology GO | 1.91 | -3.25 | 0.0046 | -0.0002 | |||||
| US845437BU53 / Southwestern Electric Power Co | 1.90 | -1.70 | 0.0046 | -0.0001 | |||||
| US36179MVS69 / Ginnie Mae II Pool | 1.90 | -4.04 | 0.0046 | -0.0002 | |||||
| BRAVO RESIDENTIAL FDG TR 2025-NQM5 STEP 02/25/2065 144A / ABS-CBDO (US10569RAC60) | 1.90 | 0.0046 | 0.0046 | ||||||
| US404121AJ49 / HCA Inc | 1.90 | 0.05 | 0.0046 | 0.0000 | |||||
| US95000FAC05 / Wells Fargo Commercial Mortgage Trust 2016-C35 | 1.90 | -0.11 | 0.0046 | -0.0000 | |||||
| US91282CBS98 / United States Treasury Note/Bond | 1.89 | 0.91 | 0.0046 | 0.0000 | |||||
| US3133KRM769 / FHLM 30YR 6% 07/01/2053#RA9382 | 1.89 | -2.67 | 0.0046 | -0.0001 | |||||
| US05532XCY76 / BCAP LLC 2010-RR4-II TR CSTR 01/26/2037 144A | 1.89 | -2.17 | 0.0046 | -0.0001 | |||||
| US74969CAA53 / RLGH Trust 2021-TROT | 1.89 | 0.16 | 0.0046 | 0.0000 | |||||
| US912810SC36 / United States Treas Bds Bond | 1.89 | -5.91 | 0.0046 | -0.0003 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.89 | 0.0045 | 0.0045 | ||||||
| US46647PCJ30 / JPMORGAN CHASE and CO 2.069/VAR 06/01/2029 | 1.89 | 0.80 | 0.0045 | 0.0000 | |||||
| US3133KMVS15 / Federal Home Loan Mortgage Corporation | 1.89 | -4.30 | 0.0045 | -0.0002 | |||||
| US3132WJQR56 / FHLG 30YR 3.5% 12/01/2046#Q44963 | 1.89 | -4.49 | 0.0045 | -0.0002 | |||||
| US31418DRP95 / Fannie Mae Pool | 1.89 | -3.17 | 0.0045 | -0.0001 | |||||
| US431318AZ78 / Hilcorp Energy I LP | 1.89 | -4.74 | 0.0045 | -0.0002 | |||||
| US3140LHFN58 / FNMA 30YR 3.77% 09/01/2032#BS6472 | 1.89 | -0.42 | 0.0045 | -0.0000 | |||||
| MSI / Motorola Solutions, Inc. - Depositary Receipt (Common Stock) | 1.88 | -1.05 | 0.0045 | -0.0000 | |||||
| US085770AA31 / Berry Global Escrow Corp. | 1.88 | -0.11 | 0.0045 | -0.0000 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 1.88 | 6.27 | 0.0045 | 0.0003 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 1.88 | 227.57 | 0.0045 | 0.0031 | |||||
| US3138LNX630 / Fannie Mae Pool | 1.88 | 0.11 | 0.0045 | 0.0000 | |||||
| US05571AAS42 / BPCE SA | 1.88 | -1.21 | 0.0045 | -0.0001 | |||||
| US3132D6AG52 / FR SB8107 | 1.88 | -3.15 | 0.0045 | -0.0001 | |||||
| COMM 2024-277P A 6.338% 08/10/2044 144A / ABS-MBS (US12654FAA84) | 1.87 | -0.53 | 0.0045 | -0.0000 | |||||
| US36257HBN52 / GS MTG SECS CORP TR 2019-GC40 A3 2.904% 07/10/2052 | 1.87 | 1.96 | 0.0045 | 0.0001 | |||||
| US3140NMHN08 / FNMA UMBS, 30 Year | 1.87 | -1.63 | 0.0045 | -0.0001 | |||||
| US842400GJ61 / Southern California Edison Co | 1.87 | 0.11 | 0.0045 | 0.0000 | |||||
| US31418D3H34 / Fannie Mae Pool | 1.87 | -4.30 | 0.0045 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.87 | -2.71 | 0.0045 | -0.0001 | |||||
| AUTONATION FINANCE TRUST 2025-1 4.72% 04/10/2028 144A / ABS-CBDO (US05330QAB86) | 1.87 | 0.0045 | 0.0045 | ||||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 1.87 | 34.85 | 0.0045 | 0.0012 | |||||
| US57643LKC99 / MASTR ASSET BACKED SECS TR 1ML+172.5 06/25/2035 | 1.86 | -0.11 | 0.0045 | -0.0000 | |||||
| US02154CAH60 / Altice Financing SA | 1.86 | -0.90 | 0.0045 | -0.0000 | |||||
| US3140QMTG91 / FNMA 30YR 2% 12/01/2051#CB2350 | 1.86 | -4.71 | 0.0045 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.86 | -7.09 | 0.0045 | -0.0003 | |||||
| US3140QMKY98 / FNMA 20YR 2% 11/01/2041#CB2110 | 1.86 | -3.52 | 0.0045 | -0.0002 | |||||
| US00206RCP55 / AT&T Inc | 1.86 | -0.48 | 0.0045 | -0.0000 | |||||
| DANSKE / Danske Bank A/S | 1.86 | 8.96 | 0.0045 | 0.0004 | |||||
| US303901BB79 / Fairfax Financial Holdings Ltd | 1.86 | 0.43 | 0.0045 | 0.0000 | |||||
| US3140L8CY45 / Fannie Mae Pool | 1.86 | -6.06 | 0.0045 | -0.0003 | |||||
| US06675FBB22 / Banque Federative du Credit Mutuel SA | 1.86 | -0.22 | 0.0045 | -0.0000 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 1.85 | 23.95 | 0.0045 | 0.0009 | |||||
| US00914AAG76 / Air Lease Corp | 1.85 | 1.04 | 0.0045 | 0.0000 | |||||
| OBX 2024-NQM8 A1 TRUST 6.233% 05/25/2064 144A / ABS-CBDO (US67119CAA80) | 1.85 | -7.49 | 0.0045 | -0.0004 | |||||
| US78473HAG11 / SPGN 2022-TFLM Mortgage Trust | 1.85 | -0.11 | 0.0045 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.85 | -3.19 | 0.0044 | -0.0001 | |||||
| US251526CT41 / Deutsche Bank AG/New York NY | 1.85 | -0.65 | 0.0044 | -0.0000 | |||||
| XS2231189924 / Vmed O2 UK Financing I PLC | 1.85 | 10.39 | 0.0044 | 0.0004 | |||||
| FIRSTKEY HOMES 2022-SFR3 TRUST 0% 07/17/2038 144A / ABS-CBDO (US33768EAQ52) | 1.84 | 1.43 | 0.0044 | 0.0001 | |||||
| COLT 2024-3 MORTGAGE LOAN TRUST 6.393% 06/25/2069 144A / ABS-CBDO (US19688VAA89) | 1.84 | -8.49 | 0.0044 | -0.0004 | |||||
| BBV / Banco Bilbao Vizcaya Argentaria, S.A. - Depositary Receipt (Common Stock) | 1.84 | 0.05 | 0.0044 | 0.0000 | |||||
| HCA INC 5.75% 03/01/2035 / DBT (US404119DB22) | 1.84 | 0.0044 | 0.0044 | ||||||
| US715638DP43 / Peruvian Government International Bond | 1.84 | 0.0044 | 0.0044 | ||||||
| UNITED STATES TREASURY BOND 4.5% 02/15/2044 / DBT (US912810TZ12) | 1.84 | -4.86 | 0.0044 | -0.0002 | |||||
| US55336VAN01 / MPLX LP | 1.84 | -6.09 | 0.0044 | -0.0003 | |||||
| US36179WG365 / Ginnie Mae II Pool | 1.84 | -4.33 | 0.0044 | -0.0002 | |||||
| US86563VBG32 / Sumitomo Mitsui Trust Bank Ltd | 1.84 | -0.27 | 0.0044 | -0.0000 | |||||
| US940663AC19 / Washington University/The | 1.84 | -8.43 | 0.0044 | -0.0004 | |||||
| US29279FAA75 / Energy Transfer Operating LP | 1.83 | -7.01 | 0.0044 | -0.0003 | |||||
| US07274EAK91 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.375% 11-21-30 | 1.83 | 0.66 | 0.0044 | 0.0000 | |||||
| XS2015296549 / Serbia International Bond | 1.82 | 9.16 | 0.0044 | 0.0004 | |||||
| US3128P7RY11 / Freddie Mac Gold Pool | 1.82 | -6.13 | 0.0044 | -0.0003 | |||||
| US60687YCZ07 / Mizuho Financial Group Inc | 1.82 | 0.05 | 0.0044 | 0.0000 | |||||
| US458140BT64 / Intel Corp | 1.82 | 1.33 | 0.0044 | 0.0001 | |||||
| US3622ABKD34 / G2SF 2.5 785792 12-20-51 | 1.82 | -4.56 | 0.0044 | -0.0002 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.82 | -2.20 | 0.0044 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.82 | -3.55 | 0.0044 | -0.0002 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.82 | -3.14 | 0.0044 | -0.0001 | |||||
| US828807DF17 / Simon Property Group LP | 1.82 | 0.55 | 0.0044 | 0.0000 | |||||
| US74334FAJ75 / PROGRESS RESIDENTIAL 2023-SFR1 E1 TR 6.15% 03/17/2040 144A | 1.81 | -1.41 | 0.0044 | -0.0001 | |||||
| CQP / Cheniere Energy Partners, L.P. - Limited Partnership | 1.81 | 458.15 | 0.0044 | 0.0036 | |||||
| US91159HJJ05 / US Bancorp | 1.81 | -0.55 | 0.0044 | -0.0000 | |||||
| US61691EAZ88 / MORGAN STANLEY TR 2016-UBS12 A3 3.337% 12/15/2049 | 1.81 | 0.95 | 0.0044 | 0.0000 | |||||
| US3140K0JB52 / FNMA 30YR 3% 11/01/2049#BO4757 | 1.81 | -5.33 | 0.0044 | -0.0002 | |||||
| US3132CW6P41 / FHLG 15YR 2.5% 03/01/2032#SB0878 | 1.81 | -4.99 | 0.0043 | -0.0002 | |||||
| US00206RLJ94 / AT&T, Inc. | 1.81 | -4.64 | 0.0043 | -0.0002 | |||||
| US125523CJ75 / CIGNA CORP SR UNSECURED 03/40 3.2 | 1.81 | -2.53 | 0.0043 | -0.0001 | |||||
| US06051GKQ19 / Bank of America Corp | 1.81 | 822.45 | 0.0043 | 0.0039 | |||||
| US33768NAJ19 / FirstKey Homes 2022-SFR1 Trust | 1.81 | 0.11 | 0.0043 | 0.0000 | |||||
| SMB PRIVATE EDUCATION LOAN TRUST 2024-E 5.09% 10/16/2056 144A / ABS-CBDO (US78450XAA63) | 1.81 | -4.24 | 0.0043 | -0.0002 | |||||
| US30227FAE07 / Extended Stay America Trust | 1.81 | -1.20 | 0.0043 | -0.0001 | |||||
| US3140XLE460 / Fannie Mae Pool | 1.80 | -4.45 | 0.0043 | -0.0002 | |||||
| US88037HAN44 / TEN TL B 1L USD | 1.80 | -1.96 | 0.0043 | -0.0001 | |||||
| US12559QAJ13 / CITM 2007-1 2M2 | 1.80 | -0.83 | 0.0043 | -0.0000 | |||||
| US513075BW03 / Lamar Media Corp | 1.80 | 0.45 | 0.0043 | 0.0000 | |||||
| JOHN DEERE OWNER TRUST 2025 4.23% 03/15/2028 REGS / ABS-CBDO (US47800DAB01) | 1.80 | 0.0043 | 0.0043 | ||||||
| US054989AD07 / BAT CAPITAL CORP 7.081000% 08/02/2053 | 1.80 | -27.74 | 0.0043 | -0.0017 | |||||
| US92936UAG40 / WP Carey Inc | 1.80 | -0.06 | 0.0043 | 0.0000 | |||||
| US3132DQ6H41 / Freddie Mac Pool | 1.79 | -3.96 | 0.0043 | -0.0002 | |||||
| US63906EB929 / NatWest Markets PLC | 1.79 | 0.00 | 0.0043 | 0.0000 | |||||
| XS2391779134 / British American Tobacco PLC | 1.79 | 9.32 | 0.0043 | 0.0004 | |||||
| HOMES 2025-NQM2 TRUST 5.425% 02/25/2070 144A / ABS-CBDO (US403966AA22) | 1.79 | 0.0043 | 0.0043 | ||||||
| US31418DTP77 / Fannie Mae Pool | 1.79 | -4.27 | 0.0043 | -0.0002 | |||||
| F1AN34 / Diamondback Energy, Inc. - Depositary Receipt (Common Stock) | 1.79 | -2.34 | 0.0043 | -0.0001 | |||||
| US912810SH23 / United States Treas Bds Bond | 1.79 | -6.18 | 0.0043 | -0.0003 | |||||
| US18972EAB11 / Clydesdale Acquisition Holdings, Inc. | 1.79 | 0.0043 | 0.0043 | ||||||
| US33767BAC37 / FIRSTENERGY TRANSMISSION SR UNSECURED 144A 04/49 4.55 | 1.79 | 21.62 | 0.0043 | 0.0008 | |||||
| DTP COML MTG TR 2023-STE2 A CSTR 01/15/2041 144A / ABS-MBS (US23346GAA76) | 1.79 | -0.33 | 0.0043 | -0.0000 | |||||
| US78457JAL61 / SMRT, Series 2022-MINI, Class D | 1.79 | -0.50 | 0.0043 | -0.0000 | |||||
| US31418CFD11 / Fannie Mae Pool | 1.79 | -3.82 | 0.0043 | -0.0002 | |||||
| US3131XVXP53 / FHLG 30YR 3.5% 01/01/2047#ZM2486 | 1.78 | -2.94 | 0.0043 | -0.0001 | |||||
| US22003BAL09 / Corporate Office Properties LP | 1.78 | 0.62 | 0.0043 | 0.0000 | |||||
| US914906AY80 / Univision Communications, Inc. | 1.78 | -1.49 | 0.0043 | -0.0001 | |||||
| US911365BG81 / United Rentals North America Inc | 1.78 | 0.28 | 0.0043 | 0.0000 | |||||
| US3132DV3Z67 / Freddie Mac Pool | 1.78 | -4.15 | 0.0043 | -0.0002 | |||||
| FIRSTENERGY TRANSMISSION LLC 5% 01/15/2035 / DBT (US33767BAH24) | 1.78 | -7.30 | 0.0043 | -0.0003 | |||||
| VICI / VICI Properties Inc. | 1.78 | -32.64 | 0.0043 | -0.0021 | |||||
| US3140QEDX72 / Fannie Mae Pool | 1.78 | -5.38 | 0.0043 | -0.0002 | |||||
| US3140M8UK39 / FNMA 30YR 2.5% 03/01/2052#BU6885 | 1.78 | -3.01 | 0.0043 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.77 | -2.69 | 0.0043 | -0.0001 | |||||
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.33% 11/20/2029 144A / ABS-CBDO (US78397XAC83) | 1.77 | -0.39 | 0.0043 | -0.0000 | |||||
| US548661EH62 / LOW 3 3/4 04/01/32 | 1.77 | -0.28 | 0.0043 | -0.0000 | |||||
| US05609RAA23 / BX TRUST | 1.77 | 0.11 | 0.0043 | 0.0000 | |||||
| US46590XAY22 / JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc. | 1.77 | -53.75 | 0.0043 | -0.0049 | |||||
| US26884LAG41 / EQT Corp | 1.77 | 32.09 | 0.0043 | 0.0010 | |||||
| US37045XDH61 / General Motors Financial Co Inc | 1.77 | 0.45 | 0.0042 | 0.0000 | |||||
| US29379VBA08 / Enterprise Products Oper. 4.85% 03/15/44 | 1.77 | -4.54 | 0.0042 | -0.0002 | |||||
| DUKB34 / Duke Energy Corporation - Depositary Receipt (Common Stock) | 1.77 | 135.47 | 0.0042 | 0.0024 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 1.77 | 0.0042 | 0.0042 | ||||||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 1.77 | -0.73 | 0.0042 | -0.0000 | |||||
| US3140XDTQ91 / FNMA 20YR 2.5% 11/01/2041#FM9558 | 1.76 | -2.22 | 0.0042 | -0.0001 | |||||
| US02666TAF49 / American Homes 4 Rent LP | 1.76 | -6.86 | 0.0042 | -0.0003 | |||||
| US36179XXZ40 / Ginnie Mae II Pool | 1.76 | -5.31 | 0.0042 | -0.0002 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 1.76 | 0.0042 | 0.0042 | ||||||
| US06540KAJ88 / BANK 2022-BNK44 | 1.76 | -1.51 | 0.0042 | -0.0001 | |||||
| US05526DBV64 / BAT Capital Corp | 1.76 | 6.21 | 0.0042 | 0.0002 | |||||
| US12529GAA94 / CFMT 2022-HB10 3.5% 11/25/2035 144A | 1.76 | -11.25 | 0.0042 | -0.0005 | |||||
| US054989AC24 / BAT CAPITAL CORP 7.079000% 08/02/2043 | 1.76 | 23.16 | 0.0042 | 0.0008 | |||||
| US31418DU751 / FNCI UMBS 1.5 MA4205 12-01-35 | 1.76 | -3.72 | 0.0042 | -0.0002 | |||||
| US20030NEG25 / COMCAST CORPORATION | 1.76 | -4.87 | 0.0042 | -0.0002 | |||||
| DELL INTL/EMC CORP 5% 04/01/2030 / DBT (US24703TAM80) | 1.76 | 0.0042 | 0.0042 | ||||||
| US842400GV99 / Southern California Edison Co., Series 20C | 1.76 | 1.03 | 0.0042 | 0.0000 | |||||
| US3132D6AT73 / FHLMC UMBS, 15 Year | 1.76 | -3.14 | 0.0042 | -0.0001 | |||||
| US77342JAC71 / Rockford Tower CLO Ltd., Series 2018-1A, Class B | 1.75 | -0.06 | 0.0042 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.75 | -3.04 | 0.0042 | -0.0001 | |||||
| US3622ABLL41 / Ginnie Mae II Pool | 1.75 | -4.05 | 0.0042 | -0.0002 | |||||
| S1YK34 / Stryker Corporation - Depositary Receipt (Common Stock) | 1.75 | 0.0042 | 0.0042 | ||||||
| US195325EL56 / Colombia Government International Bond | 1.75 | 10.54 | 0.0042 | 0.0004 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.75 | 0.0042 | 0.0042 | ||||||
| US125523CM05 / Cigna Corp | 1.75 | 0.40 | 0.0042 | 0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.75 | -4.63 | 0.0042 | -0.0002 | |||||
| US12529YBY77 / Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK98 | 1.75 | 0.98 | 0.0042 | 0.0000 | |||||
| ONCOR ELEC DELIVERY CO LLC 5.35% 04/01/2035 144A / DBT (US68233JCZ57) | 1.75 | 0.0042 | 0.0042 | ||||||
| US3133USJR30 / FHLG 30YR 2% 09/01/2050#SI2072 | 1.75 | -5.11 | 0.0042 | -0.0002 | |||||
| PRPM 2025-NQM2 A1 TRUST 5.688% 04/25/2070 144A / ABS-CBDO (US693983AA68) | 1.75 | 0.0042 | 0.0042 | ||||||
| US404280CC17 / HSBC Holdings PLC | 1.75 | 0.46 | 0.0042 | 0.0000 | |||||
| US3140QD6M13 / Fannie Mae Pool | 1.75 | -4.64 | 0.0042 | -0.0002 | |||||
| BMY / Bristol-Myers Squibb Company - Depositary Receipt (Common Stock) | 1.74 | -5.43 | 0.0042 | -0.0002 | |||||
| US010392FQ67 / Alabama Power Co Senior Note C Allable M/w 2.45 3/30/2022 Bond | 1.74 | 0.0042 | 0.0042 | ||||||
| US161571HU14 / Chase Issuance Trust | 1.74 | -0.11 | 0.0042 | -0.0000 | |||||
| US940663AD91 / Washington University/The | 1.74 | -7.49 | 0.0042 | -0.0003 | |||||
| US3136BKUC48 / FEDERAL NAT MTG ASN GTD REM PA 2.5% 09/25/2048 | 1.74 | -2.96 | 0.0042 | -0.0001 | |||||
| US31418DWR96 / Fannie Mae Pool | 1.74 | -4.13 | 0.0042 | -0.0002 | |||||
| US28414HAG83 / Elanco Animal Health Inc | 1.74 | 0.87 | 0.0042 | 0.0000 | |||||
| DUKE ENERGY PROGRESS LLC 5.55% 03/15/2055 / DBT (US26442UAV61) | 1.74 | 0.0042 | 0.0042 | ||||||
| US126650DZ02 / CVS HEALTH CORP | 1.74 | -4.51 | 0.0042 | -0.0002 | |||||
| US92343VEU44 / Verizon Communications Inc | 1.74 | 26.27 | 0.0042 | 0.0009 | |||||
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3 A1A 3.25% 09/25/2064 144A / ABS-CBDO (US161917AB58) | 1.73 | -3.40 | 0.0042 | -0.0001 | |||||
| US23918KAT51 / DaVita Inc | 1.73 | 0.93 | 0.0042 | 0.0000 | |||||
| FIRSTKEY HOMES 2022-SFR1 TRUST 0% 05/19/2039 144A / ABS-CBDO (US33768NAN21) | 1.73 | 1.11 | 0.0042 | 0.0000 | |||||
| BX TR 2025-TAIL A VAR 06/15/2035 144A / ABS-MBS (US123912AA54) | 1.73 | 0.0042 | 0.0042 | ||||||
| VISTRA OPERATIONS CO LLC 5.7% 12/30/2034 144A / DBT (US92840VAU61) | 1.73 | 60.45 | 0.0042 | 0.0016 | |||||
| US3132J4AD13 / Freddie Mac Gold Pool | 1.73 | -4.79 | 0.0042 | -0.0002 | |||||
| US3140XLMY15 / Fannie Mae Pool | 1.73 | -4.80 | 0.0042 | -0.0002 | |||||
| US3128P7TM54 / FHLG 20YR 3.5% 06/01/2032#C91456 | 1.73 | -5.32 | 0.0041 | -0.0002 | |||||
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC 5.75% 10/01/2031 144A / DBT (US00929JAA43) | 1.73 | -0.80 | 0.0041 | -0.0000 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 1.73 | 0.17 | 0.0041 | 0.0000 | |||||
| US31418C4F86 / Federal National Mortgage Association | 1.72 | -4.54 | 0.0041 | -0.0002 | |||||
| US26884LAQ23 / EQT Corp. | 1.72 | -0.58 | 0.0041 | -0.0000 | |||||
| US91282CAQ42 / USTN TII 0.125% 10/15/2025 | 1.72 | 1.00 | 0.0041 | 0.0000 | |||||
| US27409LAC72 / East Ohio Gas Co/The | 1.72 | 0.29 | 0.0041 | 0.0000 | |||||
| US3140QQ2F18 / FNMA 30YR 5% 12/01/2052#CB5273 | 1.72 | -4.40 | 0.0041 | -0.0002 | |||||
| US06051GHT94 / Bank of America Corp. | 1.72 | 0.17 | 0.0041 | 0.0000 | |||||
| US06541ABB52 / BANK 2021-BNK31 1.771% 02/15/2054 | 1.72 | 0.76 | 0.0041 | 0.0000 | |||||
| CFMT 2024-HB13 LLC VAR 05/25/2034 144A / ABS-CBDO (US12530VAA35) | 1.72 | -9.83 | 0.0041 | -0.0004 | |||||
| US072722AE18 / BayCare Health System Inc | 1.72 | -7.89 | 0.0041 | -0.0004 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 1.72 | -48.94 | 0.0041 | -0.0039 | |||||
| US3133KYWB19 / Freddie Mac Pool | 1.71 | -2.89 | 0.0041 | -0.0001 | |||||
| US3128M9P633 / Freddie Mac Gold Pool | 1.71 | -4.73 | 0.0041 | -0.0002 | |||||
| US50205NAA54 / LHOME Mortgage Trust, Series 2023-RTL1, Class A1 | 1.71 | -44.12 | 0.0041 | -0.0032 | |||||
| US16411QAN16 / CORPORATE BONDS | 1.71 | -32.62 | 0.0041 | -0.0020 | |||||
| US92735LAA08 / Vine Energy Holdings, LLC | 1.71 | 149.49 | 0.0041 | 0.0025 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.71 | -2.68 | 0.0041 | -0.0001 | |||||
| US45344LAC72 / Crescent Energy Finance LLC | 1.71 | -1.39 | 0.0041 | -0.0001 | |||||
| US30303M8K14 / Meta Platforms Inc | 1.71 | 24.22 | 0.0041 | 0.0008 | |||||
| US06738EAP07 / Barclays PLC | 1.71 | -0.23 | 0.0041 | -0.0000 | |||||
| US929043AK39 / VORNADO REALTY LP 2.15% 06/01/2026 | 1.70 | 0.83 | 0.0041 | 0.0000 | |||||
| US862121AC45 / STORE CAP CORP 2.75% 11/18/2030 | 1.70 | -0.53 | 0.0041 | -0.0000 | |||||
| US3140QK5L85 / FNMA 30YR 3% 06/01/2051#CB0850 | 1.70 | -4.60 | 0.0041 | -0.0002 | |||||
| US08162RAC16 / BENCHMARK 2021-B23 MTG TR 1.823% 02/15/2054 | 1.70 | 0.24 | 0.0041 | 0.0000 | |||||
| US9128337U89 / U.S. Treasury STRIPS Bonds | 1.70 | -0.06 | 0.0041 | -0.0000 | |||||
| JP MORGAN MORTGAGE TRUST SERIES 2025-NQM2 A1 VAR 09/25/2065 144A / ABS-CBDO (US46590SAC17) | 1.70 | 0.0041 | 0.0041 | ||||||
| US3137FFWL70 / FEDERAL HOME LN MTG MLT CTF GT 1% 08/15/2038 | 1.70 | -16.49 | 0.0041 | -0.0008 | |||||
| BAT INTL FINANCE PLC 4.125% 04/12/2032 REGS / DBT (XS2801975991) | 1.70 | 8.56 | 0.0041 | 0.0003 | |||||
| US05553WAC38 / BBCMS Mortgage Trust 2023-C21 | 1.70 | -0.18 | 0.0041 | -0.0000 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 1.70 | 0.18 | 0.0041 | 0.0000 | |||||
| US35564KKY46 / Freddie Mac STACR REMIC Trust 2021-DNA6 | 1.70 | -5.72 | 0.0041 | -0.0002 | |||||
| US98164FAD42 / WOART 23-C A3 5.15% 11-15-28 | 1.70 | -0.41 | 0.0041 | -0.0000 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 1.70 | -0.93 | 0.0041 | -0.0000 | |||||
| ROC MORTGAGE TRUST 2025-RTL1 A1 STEP 02/25/2040 144A / ABS-CBDO (US77119RAA41) | 1.70 | -0.24 | 0.0041 | -0.0000 | |||||
| US3132DWCZ41 / Federal Home Loan Mortgage Corp. Fixed Rate Participation Certificates | 1.70 | -4.29 | 0.0041 | -0.0002 | |||||
| US40430FAA03 / HSI ASSET SECURITIZATION CORPO HASC 2007 HE1 1A1 | 1.70 | -2.75 | 0.0041 | -0.0001 | |||||
| WELLS FARGO COML MORTAGE TR 2024-MGP TSFR1M+199.073 08/15/2041 144A / ABS-MBS (US95003TAA16) | 1.70 | -0.82 | 0.0041 | -0.0000 | |||||
| US31418EBT64 / Federal National Mortgage Association (FNMA) | 1.70 | -4.51 | 0.0041 | -0.0002 | |||||
| US91324PER91 / UnitedHealth Group Inc | 1.70 | 0.0041 | 0.0041 | ||||||
| US 5YR NOTE (CBT) FUT SEP25 FVU5 / DIR (N/A) | 1.70 | 0.0041 | 0.0041 | ||||||
| US1248EPCK74 / CCO Holdings LLC / CCO Holdings Capital Corp | 1.69 | 2.11 | 0.0041 | 0.0001 | |||||
| US38144GAG64 / Goldman Sachs Group Inc/The | 1.69 | 0.00 | 0.0041 | 0.0000 | |||||
| US3140QFPA17 / Fannie Mae Pool | 1.69 | -4.46 | 0.0041 | -0.0002 | |||||
| US36179QRZ62 / Ginnie Mae II Pool | 1.69 | -3.76 | 0.0041 | -0.0002 | |||||
| US670346AP04 / Nucor Corp. | 1.69 | 0.84 | 0.0041 | 0.0000 | |||||
| US165167DG90 / CHESAPEAKE ENERGY CORP REGD 144A P/P 5.87500000 | 1.69 | 19.93 | 0.0041 | 0.0007 | |||||
| US33767TAL44 / FirstKey Homes 2021-SFR2 Trust | 1.68 | 0.06 | 0.0040 | 0.0000 | |||||
| US38141GZU11 / Goldman Sachs Group Inc/The | 1.68 | 112.90 | 0.0040 | 0.0021 | |||||
| US641423BP26 / Nevada Power Co. | 1.68 | -1.52 | 0.0040 | -0.0001 | |||||
| US3140J9U822 / Fannie Mae Pool | 1.68 | -5.24 | 0.0040 | -0.0002 | |||||
| US3135G04Z35 / FNMA 0.5% 06/17/2025 | 1.68 | 0.96 | 0.0040 | 0.0000 | |||||
| US3132DVLG85 / FR SD7527 | 1.68 | -4.71 | 0.0040 | -0.0002 | |||||
| US3132WGQ679 / Freddie Mac Gold Pool | 1.68 | -3.00 | 0.0040 | -0.0001 | |||||
| US3133KRM843 / FHLM 30YR 6% 07/01/2053#RA9383 | 1.68 | -2.39 | 0.0040 | -0.0001 | |||||
| US31418DXR87 / Fannie Mae Pool | 1.67 | -3.07 | 0.0040 | -0.0001 | |||||
| DJNJ3 / Johnson & Johnson - Depositary Receipt (Common Stock) | 1.67 | 0.0040 | 0.0040 | ||||||
| US92339GAB95 / Verdant Receivables 2023-1 LLC | 1.67 | -11.48 | 0.0040 | -0.0005 | |||||
| US98389BAV27 / Xcel Energy Inc | 1.67 | 0.66 | 0.0040 | 0.0000 | |||||
| US59217GET22 / Metropolitan Life Global Funding I | 1.67 | -0.54 | 0.0040 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.67 | -4.90 | 0.0040 | -0.0002 | |||||
| US3132DWDZ32 / FREDDIE MAC POOL UMBS P#SD8220 3.00000000 | 1.67 | -4.09 | 0.0040 | -0.0002 | |||||
| US536797AG85 / LITHIA MOTORS INC 3.875% 06/01/2029 144A | 1.67 | 1.65 | 0.0040 | 0.0001 | |||||
| US31417EZ610 / FNMA 30YR 3.5% 02/01/2043#AB7964 | 1.67 | -5.45 | 0.0040 | -0.0002 | |||||
| US337932AM94 / FIRSTENERGY CORP 3.4% 03/01/2050 | 1.66 | 3.55 | 0.0040 | 0.0001 | |||||
| US3140L7MJ84 / FNMA 30YR 2.5% 04/01/2051#BR8460 | 1.66 | -3.15 | 0.0040 | -0.0001 | |||||
| US3140XBRQ53 / FNCL UMBS 3.0 FM7694 06-01-51 | 1.66 | -5.25 | 0.0040 | -0.0002 | |||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 1.66 | 35.59 | 0.0040 | 0.0010 | |||||
| FOUNDRY JV HOLDCO LLC 6.15% 01/25/2032 144A / DBT (US350930AC75) | 1.66 | -0.89 | 0.0040 | -0.0000 | |||||
| US87612BBS07 / Targa Resources Partners LP / Targa Resources Partners Finance Corp | 1.66 | -0.66 | 0.0040 | -0.0000 | |||||
| PRPM 2025-NQM1 A1 TRUST VAR 11/25/2069 144A / ABS-CBDO (US74391EAA91) | 1.66 | -6.69 | 0.0040 | -0.0003 | |||||
| US92936UAF66 / WP Carey Inc | 1.66 | -0.24 | 0.0040 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.66 | -4.00 | 0.0040 | -0.0002 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 1.66 | 0.36 | 0.0040 | 0.0000 | |||||
| US3132DWD831 / Freddie Mac Pool | 1.66 | -4.00 | 0.0040 | -0.0002 | |||||
| US03769HAA59 / Apidos CLO XXXVII | 1.65 | 0.00 | 0.0040 | 0.0000 | |||||
| US3137FF3Z80 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES CSTR 12/25/2027 | 1.65 | -10.75 | 0.0040 | -0.0005 | |||||
| TOWD POINT MORTGAGE TRUST 2024-CES3 6.29% 05/25/2064 144A / ABS-CBDO (US89183EAA91) | 1.65 | -8.43 | 0.0040 | -0.0004 | |||||
| LHOME 2024-RTL4 A1 STEP 07/25/2039 144A / ABS-CBDO (US50205PAA03) | 1.65 | -0.54 | 0.0040 | -0.0000 | |||||
| XS1811198701 / SYDNEY AIRPORT F | 1.65 | 9.56 | 0.0040 | 0.0003 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.65 | 0.0040 | 0.0040 | ||||||
| US3140XDGU41 / FNMA 30YR 3% 10/01/2051#FM9210 | 1.65 | -4.07 | 0.0040 | -0.0002 | |||||
| US3132DPPC67 / FHLG 30YR 3% 03/01/2052#SD2219 | 1.65 | -3.85 | 0.0040 | -0.0002 | |||||
| US874060AY21 / Takeda Pharmaceutical Co Ltd | 1.65 | -3.46 | 0.0040 | -0.0001 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.65 | -2.95 | 0.0040 | -0.0001 | |||||
| US88037HAP91 / Tenneco Inc 2022 Term Loan B | 1.64 | -1.85 | 0.0040 | -0.0001 | |||||
| PRET 2024-RPL1 TR 3.9% 10/25/2063 144A / ABS-CBDO (US693989AA39) | 1.64 | -4.42 | 0.0039 | -0.0002 | |||||
| US64971XXC72 / New York City Transitional Finance Authority Future Tax Secured Revenue | 1.64 | -0.49 | 0.0039 | -0.0000 | |||||
| US35563PGZ62 / Seasoned Credit Risk Transfer Trust | 1.64 | -3.98 | 0.0039 | -0.0002 | |||||
| XS2170187145 / Serbia International Bond | 1.64 | 9.35 | 0.0039 | 0.0003 | |||||
| US08576PAH47 / Berry Global Inc | 1.64 | 0.49 | 0.0039 | 0.0000 | |||||
| US42225UAK07 / Healthcare Realty Holdings LP | 1.64 | 0.55 | 0.0039 | 0.0000 | |||||
| US31335ARH31 / FHLG 30YR 4% 11/42#G60488 | 1.64 | -3.14 | 0.0039 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.63 | 0.0039 | 0.0039 | ||||||
| US LONG BOND(CBT) FUT SEP25 USU5 / DIR (N/A) | 1.63 | 0.0039 | 0.0039 | ||||||
| US36202FQ740 / Ginnie Mae II Pool | 1.63 | -2.63 | 0.0039 | -0.0001 | |||||
| BANK OF AMERICA CORPORATION 5.468%/VAR 01/23/2035 / DBT (US06051GMA49) | 1.63 | -32.31 | 0.0039 | -0.0019 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.63 | -6.00 | 0.0039 | -0.0002 | |||||
| US3140QEDW99 / Fannie Mae Pool | 1.62 | -4.64 | 0.0039 | -0.0002 | |||||
| US00287YCY32 / ABBVIE INC 4.55% 03/15/2035 | 1.62 | 740.93 | 0.0039 | 0.0034 | |||||
| US92277GAG29 / Ventas Realty LP | 1.62 | 0.00 | 0.0039 | 0.0000 | |||||
| CROSS 2025-H1 MORTGAGE TRUST 5.735% 02/25/2070 144A / ABS-CBDO (US22758NAA54) | 1.62 | -3.74 | 0.0039 | -0.0002 | |||||
| US55375KAS50 / MSSG Trust, Series 2017-237P, Class A | 1.62 | -0.86 | 0.0039 | -0.0000 | |||||
| US3133KYUY30 / Freddie Mac Pool | 1.62 | -2.65 | 0.0039 | -0.0001 | |||||
| US91087BAM28 / Mexico Government International Bond | 1.62 | 1.38 | 0.0039 | 0.0001 | |||||
| US61748BAD64 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A4 | 1.62 | -0.31 | 0.0039 | -0.0000 | |||||
| US3140NMHT77 / FNMA 30YR 6.5% 06/01/2053#BY4741 | 1.62 | -1.64 | 0.0039 | -0.0001 | |||||
| US63935CAB72 / Navient Private Education Refi Loan Trust 2019-F | 1.62 | -7.23 | 0.0039 | -0.0003 | |||||
| PRPM 2024-RCF5 LLC 4% 08/25/2054 144A / ABS-CBDO (US69381JAA07) | 1.62 | -5.33 | 0.0039 | -0.0002 | |||||
| CONSOLIDATED COMMUNICATIONS LLC / FIDIUM FIBER FIN HOLDCO LLC 25-1A A2 6% 05/20/2055 144A / ABS-CBDO (US209031AA16) | 1.62 | 0.0039 | 0.0039 | ||||||
| US26442EAJ91 / Duke Energy Ohio Inc | 1.62 | 23.19 | 0.0039 | 0.0007 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.61 | 0.0039 | 0.0039 | ||||||
| XS1883966076 / DP WORLD PLC SR UNSECURED 144A 09/26 2.375 | 1.61 | 10.03 | 0.0039 | 0.0004 | |||||
| US20755DAF33 / Connecticut Avenue Securities Trust 2022-R08 | 1.61 | -1.59 | 0.0039 | -0.0001 | |||||
| US21871XAM11 / Corebridge Financial Inc | 1.61 | -6.29 | 0.0039 | -0.0003 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 1.61 | 0.00 | 0.0039 | 0.0000 | |||||
| BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A / ABS-MBS (US123910AA98) | 1.61 | -6.18 | 0.0039 | -0.0003 | |||||
| US90276RBH03 / UBS Commercial Mortgage Trust 2017-C4 | 1.61 | 0.69 | 0.0039 | 0.0000 | |||||
| US38141GYB49 / Goldman Sachs Group Inc/The | 1.61 | 0.38 | 0.0039 | 0.0000 | |||||
| US345370DA55 / Ford Motor Co | 1.61 | -34.03 | 0.0039 | -0.0020 | |||||
| US09630QAN16 / BlueMountain CLO XXX Ltd | 1.60 | 0.06 | 0.0039 | 0.0000 | |||||
| MUTUAL OF OMAHA COS GLOBAL FUNDING 4.75% 10/15/2029 144A / DBT (US62829D2E95) | 1.60 | 0.19 | 0.0038 | 0.0000 | |||||
| HLTN COML MTG TR 2024-DPLO TSFR1M+164.15 06/15/2041 144A / ABS-MBS (US40424UAA51) | 1.60 | -0.31 | 0.0038 | -0.0000 | |||||
| US3140Q9HX49 / FNMA 30YR 4.5% 07/01/2048#CA2045 | 1.60 | -4.76 | 0.0038 | -0.0002 | |||||
| US91282CCP41 / United States Treasury Note/Bond - When Issued | 1.60 | 0.76 | 0.0038 | 0.0000 | |||||
| US3140FPCH08 / FNMA 30YR 4% 06/01/2047#BE3671 | 1.60 | -4.77 | 0.0038 | -0.0002 | |||||
| US05609PAJ75 / BX 2021-LBA3 Mortgage Trust | 1.60 | 0.00 | 0.0038 | 0.0000 | |||||
| US195325BB02 / Colombia Government International Bond | 1.59 | -3.39 | 0.0038 | -0.0001 | |||||
| FIRSTKEY HOMES 2022-SFR2 TRUST 4.5% 07/17/2039 144A / ABS-CBDO (US33767PAW86) | 1.59 | -0.25 | 0.0038 | -0.0000 | |||||
| BMP 2024-MF23 TSFR1M+174.142 06/15/2041 144A / ABS-MBS (US05593JAC45) | 1.59 | 0.00 | 0.0038 | 0.0000 | |||||
| US29444UBS42 / EQUINIX INC 2.5% 05/15/2031 | 1.59 | 177.31 | 0.0038 | 0.0024 | |||||
| US233258AC69 / DLLAD 2023-1 LLC | 1.59 | -6.87 | 0.0038 | -0.0003 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.59 | -3.70 | 0.0038 | -0.0001 | |||||
| US3140XJUV38 / FNMA 30YR 5% 11/01/2052#FS3295 | 1.59 | -3.53 | 0.0038 | -0.0001 | |||||
| US68389XCD57 / Oracle Corp | 1.59 | 0.83 | 0.0038 | 0.0000 | |||||
| US3137FEZU77 / Freddie Mac Multifamily Structured Pass Through Certificates | 1.58 | 0.25 | 0.0038 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.58 | 0.0038 | 0.0038 | ||||||
| VOYAGER PARENT LLC 9.25% 07/01/2032 144A / DBT (US92921EAA01) | 1.58 | 0.0038 | 0.0038 | ||||||
| L1MN34 / Lumen Technologies, Inc. - Depositary Receipt (Common Stock) | 1.58 | 0.0038 | 0.0038 | ||||||
| BNP / BNP Paribas SA | 1.58 | 8.82 | 0.0038 | 0.0003 | |||||
| AURIUM CLO VII DAC A 3MEUR+83 05/15/2034 144A / ABS-CBDO (XS2304356004) | 1.58 | 9.13 | 0.0038 | 0.0003 | |||||
| US142339AL49 / Carlisle Cos Inc | 1.58 | -0.19 | 0.0038 | -0.0000 | |||||
| US3140QSHD68 / FNMA 30YR 5.5% 06/01/2053#CB6527 | 1.58 | -4.37 | 0.0038 | -0.0002 | |||||
| US44409MAC01 / Hudson Pacific Properties LP | 1.58 | -8.69 | 0.0038 | -0.0004 | |||||
| HILTON GRAND VACATIONS TRUST 2024-1B 8.85% 09/15/2039 144A / ABS-CBDO (US43283YAD58) | 1.58 | -15.78 | 0.0038 | -0.0007 | |||||
| US00108WAR16 / AEP Texas Inc | 1.58 | 31.47 | 0.0038 | 0.0009 | |||||
| US737446AP91 / Post Holdings Inc | 1.58 | 0.83 | 0.0038 | 0.0000 | |||||
| US31418DU421 / Fannie Mae Pool | 1.57 | -2.60 | 0.0038 | -0.0001 | |||||
| US42225UAG94 / Healthcare Trust of America Holdings LP | 1.57 | -14.76 | 0.0038 | -0.0007 | |||||
| US015271AN94 / Alexandria Real Estate Equities Inc | 1.57 | -0.63 | 0.0038 | -0.0000 | |||||
| US105340AP80 / Brandywine Operating Partnership LP | 1.57 | 0.19 | 0.0038 | 0.0000 | |||||
| US3130AK6M39 / Federal Home Loan Banks | 1.57 | 0.26 | 0.0038 | 0.0000 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 1.56 | 0.13 | 0.0038 | 0.0000 | |||||
| US126408GK35 / Csx Corp 6.15% Notes 5/1/37 | 1.56 | -2.68 | 0.0038 | -0.0001 | |||||
| BARINGS CLO LTD 2020-IV AR TSFR3M+137 10/20/2037 144A / ABS-CBDO (US06762BAS97) | 1.56 | -0.38 | 0.0038 | -0.0000 | |||||
| US109641AK67 / Brinker International Inc | 1.56 | -11.51 | 0.0038 | -0.0005 | |||||
| US46649XAA54 / JP Morgan Chase Commercial Mortgage Securities Corp | 1.56 | -1.33 | 0.0037 | -0.0000 | |||||
| US05609BCD91 / BX Trust, Series 2021-LBA, Class AJV | 1.56 | 0.06 | 0.0037 | 0.0000 | |||||
| US036752AG89 / Anthem Inc | 1.56 | 0.39 | 0.0037 | 0.0000 | |||||
| EUROPEAN UNION 4% 04/04/2044 REGS / DBT (EU000A3K4EL9) | 1.56 | 0.0037 | 0.0037 | ||||||
| 5831 / Shizuoka Financial Group,Inc. | 1.55 | 0.0037 | 0.0037 | ||||||
| US387422AG37 / GRANITE PARK EQUIPMENT LEASING 2023 1 LLC | 1.55 | 3.46 | 0.0037 | 0.0001 | |||||
| US42250PAA12 / Healthpeak Properties Inc | 1.55 | 0.26 | 0.0037 | 0.0000 | |||||
| US452151LF83 / ILLINOIS ST | 1.55 | -0.64 | 0.0037 | -0.0000 | |||||
| MCD / McDonald's Corporation - Depositary Receipt (Common Stock) | 1.55 | 0.0037 | 0.0037 | ||||||
| US88033GDM96 / CORP. NOTE | 1.55 | 1.71 | 0.0037 | 0.0001 | |||||
| US3140EXER05 / Fannie Mae Pool | 1.55 | -4.44 | 0.0037 | -0.0002 | |||||
| US3140XFGG05 / FNMA 20YR 4% 05/01/2040#FS0198 | 1.55 | -4.15 | 0.0037 | -0.0002 | |||||
| US3132D56J61 / FNCI UMBS 1.5 SB8073 11-01-35 | 1.55 | -3.67 | 0.0037 | -0.0001 | |||||
| US3140X7CA56 / FNMA POOL FM3664 FN 03/49 FIXED VAR | 1.55 | -4.09 | 0.0037 | -0.0002 | |||||
| US05609PAL22 / BX 2021-LBA3 Mortgage Trust | 1.55 | -0.13 | 0.0037 | -0.0000 | |||||
| RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 04/01/2032 144A / DBT (US749571AK15) | 1.55 | 8.96 | 0.0037 | 0.0003 | |||||
| US3140X3BQ04 / FNMA 15YR 3% 12/01/2034#FM0046 | 1.54 | -5.28 | 0.0037 | -0.0002 | |||||
| US40390MAA36 / HONO 2021-LULU Mortgage Trust | 1.54 | 0.00 | 0.0037 | 0.0000 | |||||
| S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) | 1.54 | 0.00 | 0.0037 | 0.0000 | |||||
| US3620AMRJ30 / Ginnie Mae I Pool | 1.54 | -2.90 | 0.0037 | -0.0001 | |||||
| US02209SBM44 / ALTRIA GROUP INC 3.4% 02/04/2041 | 1.54 | -8.62 | 0.0037 | -0.0003 | |||||
| US69351UAS24 / PPL Electric Utilities Corp. | 1.54 | 94.19 | 0.0037 | 0.0018 | |||||
| US26444HAQ48 / DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 5.875% 11-15-33 | 1.54 | 212.40 | 0.0037 | 0.0025 | |||||
| US3140X7KK47 / Fannie Mae Pool | 1.54 | -4.95 | 0.0037 | -0.0002 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 1.54 | -0.90 | 0.0037 | -0.0000 | |||||
| US63939FAB67 / Navient Student Loan Trust 2015-1 | 1.54 | -4.60 | 0.0037 | -0.0002 | |||||
| US65339KBM18 / NextEra Energy Capital Holdings Inc | 1.54 | 0.59 | 0.0037 | 0.0000 | |||||
| STORE CAPITAL LLC 5.4% 04/30/2030 144A / DBT (US862123AA45) | 1.54 | 0.0037 | 0.0037 | ||||||
| US3622ABCL42 / G2SF 2.5 785575 08-20-51 | 1.53 | -4.48 | 0.0037 | -0.0002 | |||||
| VISTRA OPERATIONS CO LLC 5.05% 12/30/2026 144A / DBT (US92840VAT98) | 1.53 | -0.13 | 0.0037 | -0.0000 | |||||
| A1PP34 / AppLovin Corporation - Depositary Receipt (Common Stock) | 1.53 | 28.85 | 0.0037 | 0.0008 | |||||
| US3140QMTC87 / FNMA 30YR 2% 12/01/2051#CB2346 | 1.53 | -5.44 | 0.0037 | -0.0002 | |||||
| US05610MAC64 / BX_22-CSMO | 1.53 | 0.00 | 0.0037 | 0.0000 | |||||
| US3132DWBZ59 / Freddie Mac Pool | 1.53 | -4.20 | 0.0037 | -0.0002 | |||||
| US30168DAF33 / EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5 7.13% 02/15/2030 | 1.52 | -1.04 | 0.0037 | -0.0000 | |||||
| US11135FBE07 / Broadcom Inc | 1.52 | 0.93 | 0.0037 | 0.0000 | |||||
| XS2592017300 / Deutsche Bank AG | 1.52 | 6.59 | 0.0037 | 0.0002 | |||||
| US55336VBP40 / MPLX LP | 1.52 | 0.0037 | 0.0037 | ||||||
| US05526DBK00 / BAT Capital Corp. | 1.52 | 159.11 | 0.0037 | 0.0022 | |||||
| US43789XAE40 / Homeward Opportunities Fund I Trust, Series 2020-2, Class B1 | 1.52 | -1.17 | 0.0037 | -0.0000 | |||||
| PRMI SECURITIZATION TR 2024-CMG1 SOFR30A+130 07/25/2054 144A / ABS-CBDO (US74275VAA26) | 1.52 | -3.92 | 0.0037 | -0.0001 | |||||
| US65246QAA76 / NZES_21-GNT1 | 1.52 | -4.77 | 0.0037 | -0.0002 | |||||
| US91087BAR15 / Mexican Government International Bond | 1.52 | 0.07 | 0.0037 | 0.0000 | |||||
| US3132DWFT53 / FHLG 30YR 6% 12/01/2052#SD8278 | 1.52 | -3.99 | 0.0036 | -0.0001 | |||||
| US573874AP91 / Marvell Technology Inc | 1.52 | 0.00 | 0.0036 | 0.0000 | |||||
| US513075BW03 / Lamar Media Corp | 1.52 | 6.61 | 0.0036 | 0.0002 | |||||
| SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC 3.375% 09/04/2032 REGS / DBT (XS2894895684) | 1.52 | 151.83 | 0.0036 | 0.0022 | |||||
| US07274NAQ60 / Bayer US Finance II LLC | 1.52 | -2.57 | 0.0036 | -0.0001 | |||||
| US26884LAF67 / EQT Corp. | 1.52 | -25.28 | 0.0036 | -0.0012 | |||||
| US94973VAY39 / Wellpoint Inc. 4.625% 05/15/42 | 1.52 | -3.63 | 0.0036 | -0.0001 | |||||
| US3140XMLB04 / Fannie Mae Pool | 1.51 | -3.44 | 0.0036 | -0.0001 | |||||
| US3132D55E83 / Freddie Mac Pool | 1.51 | -4.06 | 0.0036 | -0.0002 | |||||
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53 D VAR 05/10/2039 144A / ABS-MBS (US404300AG03) | 1.51 | -2.07 | 0.0036 | -0.0001 | |||||
| FLORIDA ST BD 5.526% 7/1/2034 / DBT (US341271AH76) | 1.51 | -2.58 | 0.0036 | -0.0001 | |||||
| US87724RAA05 / Taylor Morrison Communities Inc | 1.51 | -0.26 | 0.0036 | -0.0000 | |||||
| US3618BVFM23 / GINNIE MAE II 6.5% 07/20/2053#CV0172 | 1.51 | -0.20 | 0.0036 | -0.0000 | |||||
| GNII II 4.5% 05/20/2055#MB0364 / ABS-MBS (US3618N5MN65) | 1.51 | 0.0036 | 0.0036 | ||||||
| US55336VAS97 / MPLX L.P. | 1.51 | 0.27 | 0.0036 | 0.0000 | |||||
| HPEFS EQUIP TR 2024-2 5.36% 10/20/2031 144A / ABS-CBDO (US40444MAE12) | 1.51 | -0.40 | 0.0036 | -0.0000 | |||||
| US91412GXY69 / University of California (Limited), Series 2015 J, Ref. RB | 1.51 | -5.63 | 0.0036 | -0.0002 | |||||
| US146869AM47 / Carvana Co. | 1.51 | 2.03 | 0.0036 | 0.0001 | |||||
| US3132DQ2X37 / Freddie Mac Pool | 1.51 | -4.44 | 0.0036 | -0.0002 | |||||
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2023-4 6.48% 03/20/2057 144A / ABS-CBDO (US38237YAA82) | 1.51 | -5.58 | 0.0036 | -0.0002 | |||||
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 4.67% 08/15/2029 / ABS-CBDO (US80287NAC92) | 1.50 | 0.0036 | 0.0036 | ||||||
| US3140X8XH53 / Fannie Mae Pool | 1.50 | -5.11 | 0.0036 | -0.0002 | |||||
| US3140XDY754 / FANNIE MAE POOL FN FM9733 | 1.50 | -4.21 | 0.0036 | -0.0002 | |||||
| US097751BT78 / Bombardier Inc | 1.50 | 0.00 | 0.0036 | 0.0000 | |||||
| US279158AN94 / Ecopetrol SA | 1.50 | -1.64 | 0.0036 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.50 | -2.59 | 0.0036 | -0.0001 | |||||
| INV 2024-IND A TSFR1M+174.19 11/15/2041 144A / ABS-MBS (US45000DAA46) | 1.50 | -0.13 | 0.0036 | -0.0000 | |||||
| US3133KJM337 / FHLG 30YR 3% 07/01/2050#RA3078 | 1.50 | -3.85 | 0.0036 | -0.0001 | |||||
| US3140XFAC54 / FNMA 30YR 3% 12/01/2051#FS0002 | 1.50 | -4.22 | 0.0036 | -0.0002 | |||||
| US36179XFK72 / Government National Mortgage Association (GNMA) | 1.50 | -4.89 | 0.0036 | -0.0002 | |||||
| BUSINESS JET SECS 2024-1 LLC 9.132% 05/15/2039 144A / ABS-CBDO (US12327CAC82) | 1.50 | -9.71 | 0.0036 | -0.0004 | |||||
| 522 FUNDING CLO 2020-6 LTD A1R2 TSFR3M+120 10/23/2034 144A / ABS-CBDO (US33835AAY55) | 1.50 | -0.13 | 0.0036 | -0.0000 | |||||
| US681936BF65 / Omega Healthcare Investors, Inc. | 1.50 | 0.34 | 0.0036 | 0.0000 | |||||
| US30225VAK35 / Extra Space Storage LP | 1.49 | 2,475.86 | 0.0036 | 0.0035 | |||||
| AFFIRM MASTER TRUST 4.99% 02/15/2033 144A / ABS-CBDO (US00833BAA61) | 1.49 | -0.13 | 0.0036 | -0.0000 | |||||
| US31335BNW27 / FHLG 30YR 4% 12/01/2047#G61305 | 1.49 | -4.42 | 0.0036 | -0.0002 | |||||
| US3140QLFK76 / FNMA 20YR 2% 07/01/2041#CB1069 | 1.49 | -3.06 | 0.0036 | -0.0001 | |||||
| US3140QMQ649 / Federal National Mortgage Association | 1.49 | -3.44 | 0.0036 | -0.0001 | |||||
| US3137FJXV65 / FHMS K083 A2 (MF) 4.05% 09-25-28 | 1.49 | 0.20 | 0.0036 | 0.0000 | |||||
| US75116BAE83 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS3 A5 | 1.49 | -4.12 | 0.0036 | -0.0002 | |||||
| S1YF34 / Synchrony Financial - Depositary Receipt (Common Stock) | 1.49 | 22.27 | 0.0036 | 0.0007 | |||||
| US023551AM66 / Amerada Hess Corp 7.125% Notes 3/15/33 | 1.49 | -1.65 | 0.0036 | -0.0001 | |||||
| US748148QR73 / Province of Quebec Canada | 1.49 | 0.0036 | 0.0036 | ||||||
| US91086QAV05 / Mexico Government International Bond | 1.49 | -2.17 | 0.0036 | -0.0001 | |||||
| US3140XCZQ45 / FN FM8850 | 1.48 | -2.37 | 0.0036 | -0.0001 | |||||
| US3132DWDL46 / FREDDIE MAC POOL FR SD8207 | 1.48 | -4.63 | 0.0036 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.48 | -3.96 | 0.0036 | -0.0001 | |||||
| US3132M53F75 / FHLG 30YR 4.5% 04/01/2044#Q25598 | 1.48 | -10.41 | 0.0036 | -0.0004 | |||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | 1.48 | -5.97 | 0.0036 | -0.0002 | |||||
| MFA 2024-NQM3 M1 TR VAR 12/25/2069 144A / ABS-CBDO (US55287GAD43) | 1.48 | -0.61 | 0.0036 | -0.0000 | |||||
| US015271AK55 / Alexandria Real Estate Equities Inc | 1.48 | 0.27 | 0.0036 | 0.0000 | |||||
| US74333VAN47 / PROGRESS RESIDENTIAL 2021-SFR3 PROG 2021-SFR3 F | 1.48 | 0.07 | 0.0035 | 0.0000 | |||||
| US74368CBG87 / Protective Life Global Funding | 1.48 | 0.55 | 0.0035 | 0.0000 | |||||
| US161175BX17 / Charter Communications Operating LLC / Charter Communications Operating Capital | 1.47 | 1.59 | 0.0035 | 0.0001 | |||||
| US36179UQ541 / Ginnie Mae II Pool | 1.47 | -5.52 | 0.0035 | -0.0002 | |||||
| US3132DNZR78 / FHLG 30YR 3% 02/01/2052#SD1652 | 1.47 | -3.73 | 0.0035 | -0.0001 | |||||
| US15135BAW19 / Centene Corp | 1.47 | 0.55 | 0.0035 | 0.0000 | |||||
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1 6.03% 02/25/2055 144A / ABS-MBS (US922955AA73) | 1.47 | -3.61 | 0.0035 | -0.0001 | |||||
| OPORTUN FUNDING TRUST 2024-3 5.26% 08/15/2029 144A / ABS-CBDO (US68377NAA90) | 1.47 | -26.67 | 0.0035 | -0.0013 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.47 | -2.78 | 0.0035 | -0.0001 | |||||
| XS2073758612 / Perusahaan Listrik Negara PT | 1.47 | 9.97 | 0.0035 | 0.0003 | |||||
| US95000FAT30 / Wells Fargo Commercial Mortgage Trust 2016-C35 | 1.47 | 0.34 | 0.0035 | 0.0000 | |||||
| US31416XAB64 / FNMA 30YR 4.0% 11/01/2040#AB1801 | 1.47 | -5.29 | 0.0035 | -0.0002 | |||||
| US126650CY46 / CVS Health Corp | 1.47 | -2.01 | 0.0035 | -0.0001 | |||||
| ORLANDO HEALTH OBLIGATED GRP 5.475% 10/01/2035 / DBT (US686514AP55) | 1.47 | 46.06 | 0.0035 | 0.0011 | |||||
| US3132DV5J08 / Freddie Mac Pool | 1.46 | -3.68 | 0.0035 | -0.0001 | |||||
| US960386AL46 / Wabtec Corp/DE | 1.46 | 0.14 | 0.0035 | 0.0000 | |||||
| US3622A2X983 / GNMA II 4% 04/47#784304 | 1.46 | -3.30 | 0.0035 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.46 | -1.02 | 0.0035 | -0.0000 | |||||
| BANK OF AMERICA CORPORATION 5.518%/VAR 10/25/2035 / DBT (US06051GMD87) | 1.46 | 0.0035 | 0.0035 | ||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 1.46 | 42.95 | 0.0035 | 0.0011 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.46 | -4.20 | 0.0035 | -0.0002 | |||||
| ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A / ABS-CBDO (US29375RAB24) | 1.46 | -20.51 | 0.0035 | -0.0009 | |||||
| US3140QS4H10 / FNMA 30YR UMBS | 1.46 | -3.25 | 0.0035 | -0.0001 | |||||
| US3132DWE904 / Freddie Mac Pool | 1.46 | -4.02 | 0.0035 | -0.0001 | |||||
| US513075BW03 / Lamar Media Corp | 1.46 | 0.34 | 0.0035 | 0.0000 | |||||
| US257375AJ44 / Dominion Energy Gas Holdings LLC | 1.46 | -11.38 | 0.0035 | -0.0004 | |||||
| US638962AA84 / NCR Atleos Escrow Corp | 1.45 | 0.00 | 0.0035 | 0.0000 | |||||
| US958254AK08 / Western Gas Partners LP | 1.45 | -0.27 | 0.0035 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.45 | -3.64 | 0.0035 | -0.0001 | |||||
| WILLIAMS SCOTSMAN INC 6.625% 06/15/2029 144A / DBT (US96949VAM54) | 1.45 | 0.14 | 0.0035 | 0.0000 | |||||
| SCGLY / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 1.45 | 0.69 | 0.0035 | 0.0000 | |||||
| US14688GAD60 / CRVNA_23-P3 | 1.45 | -0.27 | 0.0035 | -0.0000 | |||||
| FKH 2021-SFR1 F1 3.452% 08/17/2038 144A / ABS-CBDO (US33767WAQ69) | 1.45 | 0.69 | 0.0035 | 0.0000 | |||||
| US31359MGK36 / Federal Ntnl Mo 6.62530 Due 11/15/30 Bond | 1.45 | -0.21 | 0.0035 | -0.0000 | |||||
| US29444UBU97 / 3.9% 15 Apr 2032 | 1.45 | 5.46 | 0.0035 | 0.0002 | |||||
| US46188BAA08 / Invitation Homes Operating Partnership LP | 1.45 | 0.14 | 0.0035 | 0.0000 | |||||
| US05565QDU94 / COMPANY GUAR 12/99 VAR | 1.45 | 0.21 | 0.0035 | 0.0000 | |||||
| BX TRUST 2025-ROIC B TSFR1M+149.33 03/15/2030 144A / ABS-MBS (US05593VAG86) | 1.45 | -0.89 | 0.0035 | -0.0000 | |||||
| US962166BX19 / Weyerhaeuser Co | 1.45 | 0.63 | 0.0035 | 0.0000 | |||||
| US91324PEE88 / UNITEDHEALTH GROUP INC 3.05% 05/15/2041 | 1.45 | -4.11 | 0.0035 | -0.0001 | |||||
| US78472UAG31 / SREIT Trust 2021-MFP | 1.44 | -6.60 | 0.0035 | -0.0002 | |||||
| US3140F0H806 / Fannie Mae Pool | 1.44 | -3.54 | 0.0035 | -0.0001 | |||||
| MO / Altria Group, Inc. - Depositary Receipt (Common Stock) | 1.44 | -57.94 | 0.0035 | -0.0048 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.44 | -3.15 | 0.0035 | -0.0001 | |||||
| US25714PDZ80 / Dominican Republic International Bond | 1.44 | 0.35 | 0.0035 | 0.0000 | |||||
| US05964HAU95 / BANCO SANTANDER SA 5.588000% 08/08/2028 | 1.44 | -0.07 | 0.0035 | -0.0000 | |||||
| US36179USU78 / Ginnie Mae II Pool | 1.44 | -5.58 | 0.0035 | -0.0002 | |||||
| US3133EMSR43 / Federal Farm Credit Banks Funding Corp | 1.44 | -1.78 | 0.0035 | -0.0001 | |||||
| US3132DNB362 / Freddie Mac Pool | 1.44 | -4.01 | 0.0035 | -0.0001 | |||||
| US36267PAJ57 / GCAR 23-3 D 144A 6.44% 05-15-29 | 1.44 | -0.21 | 0.0035 | -0.0000 | |||||
| US912834PT99 / United States Treasury Strip Coupon | 1.44 | -7.53 | 0.0035 | -0.0003 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 1.44 | 0.0035 | 0.0035 | ||||||
| US3138ER2J87 / FNMA 30YR 3.5% 01/01/2047#AL9776 | 1.44 | -3.30 | 0.0035 | -0.0001 | |||||
| US3617XXC805 / Government National Mortgage Association | 1.44 | -1.24 | 0.0035 | -0.0000 | |||||
| US866677AF41 / Sun Communities Operating LP | 1.44 | 0.56 | 0.0034 | 0.0000 | |||||
| US61747YFE05 / Morgan Stanley | 1.43 | 0.0034 | 0.0034 | ||||||
| M1LM34 / Martin Marietta Materials, Inc. - Depositary Receipt (Common Stock) | 1.43 | -0.69 | 0.0034 | -0.0000 | |||||
| US315289AA69 / Ferrellgas Escrow LLC / FG Operating Finance Escrow Corp | 1.43 | 54.75 | 0.0034 | 0.0012 | |||||
| US3140LJJ641 / FNMA, Other | 1.43 | -0.83 | 0.0034 | -0.0000 | |||||
| US36179X2G03 / Ginnie Mae II Pool | 1.43 | -5.98 | 0.0034 | -0.0002 | |||||
| US3133KMUX19 / FHLG 30YR 3% 10/01/2051#RA5998 | 1.43 | -5.93 | 0.0034 | -0.0002 | |||||
| US68389XBU81 / ORACLE CORP SR UNSECURED 04/27 2.8 | 1.42 | 0.64 | 0.0034 | 0.0000 | |||||
| ANGEL OAK MORTGAGE TRUST 2025-2 A1 5.637% 02/25/2070 144A / ABS-CBDO (US03466QAA13) | 1.42 | -2.87 | 0.0034 | -0.0001 | |||||
| US3132WDBQ68 / FHLG 30YR 3.5% 04/01/2046#Q40046 | 1.42 | -4.69 | 0.0034 | -0.0002 | |||||
| US31418DXJ61 / FN MA4280 | 1.42 | -4.18 | 0.0034 | -0.0001 | |||||
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 A1 VAR 01/25/2065 144A / ABS-CBDO (US64832DAC56) | 1.42 | -2.61 | 0.0034 | -0.0001 | |||||
| UST BILLS 0% 08/19/2025 / DBT (US912797QK68) | 1.42 | 0.0034 | 0.0034 | ||||||
| CASCADE MH ASSET TRUST 2024-MH1 B2 VAR 11/25/2056 144A / ABS-CBDO (US14731VAF58) | 1.42 | -1.80 | 0.0034 | -0.0001 | |||||
| US55955EAL20 / MAGNE 2020-27A AR 3ML+114 10/20/2034 144A | 1.42 | 0.00 | 0.0034 | 0.0000 | |||||
| US874060AX48 / Takeda Pharmaceutical Co Ltd | 1.42 | 0.50 | 0.0034 | 0.0000 | |||||
| PEAC SOLUTIONS RECEIVABLES 2025-1 LLC 4.94% 10/20/2028 144A / ABS-CBDO (US69392HAB96) | 1.42 | -0.21 | 0.0034 | -0.0000 | |||||
| US3140NMGY71 / Fannie Mae Pool | 1.42 | -2.28 | 0.0034 | -0.0001 | |||||
| US36241L5K80 / GNMA 3.50% 3/42 #783550 | 1.42 | -3.68 | 0.0034 | -0.0001 | |||||
| US3132DWB512 / Freddie Mac Pool | 1.42 | -4.33 | 0.0034 | -0.0002 | |||||
| US3132J8C731 / FHLG 30YR 3.5% 04/01/2043#Q16893 | 1.42 | -3.41 | 0.0034 | -0.0001 | |||||
| VICI PROPERTIES LP 5.125% 11/15/2031 / DBT (US925650AH69) | 1.42 | -19.51 | 0.0034 | -0.0008 | |||||
| WESTERN-SOUTHERN GLOBAL FUNDING 4.9% 05/01/2030 144A / DBT (US95954A2A01) | 1.41 | 0.0034 | 0.0034 | ||||||
| US3622ABKC50 / Ginnie Mae II Pool | 1.41 | -4.66 | 0.0034 | -0.0002 | |||||
| MATHOM / Mattamy Group Corp | 1.41 | 0.93 | 0.0034 | 0.0000 | |||||
| US3133KPMY15 / Freddie Mac Pool | 1.41 | -3.35 | 0.0034 | -0.0001 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.41 | -3.23 | 0.0034 | -0.0001 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 1.41 | -1.19 | 0.0034 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.41 | -4.60 | 0.0034 | -0.0002 | |||||
| XS2387675395 / SOUTHERN COMPANY EUSA5 1.875/VAR 09/15/2081 | 1.41 | 9.23 | 0.0034 | 0.0003 | |||||
| US 2YR NOTE (CBT) FUT SEP25 TUU5 / DIR (N/A) | 1.41 | 0.0034 | 0.0034 | ||||||
| US161175BR49 / Charter Communications Operating LLC / Charter Communications Operating Capital | 1.41 | 1.08 | 0.0034 | 0.0000 | |||||
| US3138WJFK92 / Fannie Mae Pool | 1.41 | -4.03 | 0.0034 | -0.0001 | |||||
| XS2187689380 / Volkswagen International Finance NV | 1.41 | 9.59 | 0.0034 | 0.0003 | |||||
| US539439AX74 / Lloyds Banking Group PLC | 1.41 | -0.07 | 0.0034 | -0.0000 | |||||
| US3138M3RR77 / Fannie Mae Pool | 1.40 | -3.77 | 0.0034 | -0.0001 | |||||
| V / Visa Inc. - Depositary Receipt (Common Stock) | 1.40 | 0.0034 | 0.0034 | ||||||
| US3132DPD546 / FHLG 30YR 5% 12/01/2052#SD1924 | 1.40 | -4.36 | 0.0034 | -0.0002 | |||||
| US36267CAC91 / GS Mortgage Securities Corp Trust 2023-FUN | 1.40 | -0.28 | 0.0034 | -0.0000 | |||||
| US209111EM11 / Consolidated Edison Of Ny 6.2% Notes 6/15/36 | 1.40 | -2.37 | 0.0034 | -0.0001 | |||||
| US3133KYV485 / FR RB5135 | 1.40 | -3.32 | 0.0034 | -0.0001 | |||||
| GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1 4.49% 04/16/2029 144A / ABS-CBDO (US39154GAJ58) | 1.40 | 0.0034 | 0.0034 | ||||||
| US19828TAC09 / CORPORATE BONDS | 1.40 | -7.25 | 0.0034 | -0.0003 | |||||
| US02151DAD66 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OH3 A1B | 1.40 | -4.39 | 0.0034 | -0.0002 | |||||
| US983133AC37 / Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | 1.39 | -0.36 | 0.0034 | -0.0000 | |||||
| US87264ACV52 / T-Mobile USA, Inc. | 1.39 | 57.82 | 0.0033 | 0.0012 | |||||
| US3140QRGJ64 / Federal National Mortgage Association, Inc. | 1.39 | -4.85 | 0.0033 | -0.0002 | |||||
| FHLMC REMI 30YR 6% 03/01/2055#RJ3645 / ABS-MBS (US3142GUBP74) | 1.39 | -1.97 | 0.0033 | -0.0001 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 1.39 | -60.04 | 0.0033 | -0.0050 | |||||
| EQT / EQT Corporation | 1.39 | 0.0033 | 0.0033 | ||||||
| AGL CLO 23 LTD A1R TSFR3M+115 04/20/2038 144A / ABS-CBDO (US00119EAN76) | 1.39 | 0.0033 | 0.0033 | ||||||
| US36179WXK97 / Ginnie Mae II Pool | 1.39 | -4.87 | 0.0033 | -0.0002 | |||||
| US3137FRHM66 / FEDERAL HOME LN MTG MLT CTF GT 1.5% 10/25/2049 | 1.39 | -3.74 | 0.0033 | -0.0001 | |||||
| APTIV SWISS HOLDINGS LTD 4.65% 09/13/2029 / DBT (US03837AAA88) | 1.39 | -0.36 | 0.0033 | -0.0000 | |||||
| VICI PROPERTIES LP 4.75% 04/01/2028 / DBT (US925650AJ26) | 1.38 | 0.0033 | 0.0033 | ||||||
| R1IN34 / Realty Income Corporation - Depositary Receipt (Common Stock) | 1.38 | 0.51 | 0.0033 | 0.0000 | |||||
| US299808AH86 / EVEREST REINSURANCE HLDG SR UNSECURED 10/50 3.5 | 1.38 | -5.28 | 0.0033 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.38 | -4.56 | 0.0033 | -0.0002 | |||||
| US91832VAA26 / VOC ESCROW LTD | 1.38 | 0.51 | 0.0033 | 0.0000 | |||||
| US3132DWE250 / FR SD8253 | 1.38 | -5.35 | 0.0033 | -0.0002 | |||||
| US718172DB29 / PHILIP MORRIS INTERNATIONAL INC | 1.38 | -0.36 | 0.0033 | -0.0000 | |||||
| US110122DW58 / BRISTOL-MYERS SQUIBB CO | 1.38 | -5.87 | 0.0033 | -0.0002 | |||||
| US3622A2X801 / GNMA II 4% 04/20/2047#784303 | 1.38 | -5.75 | 0.0033 | -0.0002 | |||||
| AT and T REIGN II MULTI-PROPERTY LEASE-BACKED PASS-THROUGH TRUST 6.088% 12/15/2044 144A / DBT (US046912AA99) | 1.37 | -4.85 | 0.0033 | -0.0002 | |||||
| US80007RAE53 / Sands China Ltd | 1.37 | -0.65 | 0.0033 | -0.0000 | |||||
| FHN.PRF / First Horizon Corporation - Preferred Stock | 1.37 | 0.0033 | 0.0033 | ||||||
| US56847FAA30 / Mariner Finance Issuance Trust 2023-A | 1.37 | -1.01 | 0.0033 | -0.0000 | |||||
| US3137FNAY63 / FHLMC, Multifamily Structured Pass-Through Certificates, Series KS11, Class AFX2 | 1.37 | 0.59 | 0.0033 | 0.0000 | |||||
| BEAR STEARNS STR PR TR 07 EMX1 STEP 03/25/2037 144A / ABS-CBDO (US07402LAE20) | 1.37 | 1.11 | 0.0033 | 0.0000 | |||||
| US315289AC26 / Ferrellgas Escrow LLC / FG Operating Finance Escrow Corp | 1.37 | 21.06 | 0.0033 | 0.0006 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.37 | -6.50 | 0.0033 | -0.0002 | |||||
| US571903AS22 / Marriott Intl Inc Bond | 1.37 | 0.22 | 0.0033 | 0.0000 | |||||
| US61755AAE64 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC3 A2D | 1.37 | -0.87 | 0.0033 | -0.0000 | |||||
| US3140XGXR59 / Fannie Mae Pool | 1.37 | -6.31 | 0.0033 | -0.0002 | |||||
| BX 2024-CNYN B TSFR1M+169.152 04/15/2029 144A / ABS-MBS (US05612HAC51) | 1.37 | -0.58 | 0.0033 | -0.0000 | |||||
| PETROLEOS MEXICANOS 7.5% 03/20/2026 144A / DBT (XS2966423472) | 1.37 | -0.87 | 0.0033 | -0.0000 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 1.37 | -41.77 | 0.0033 | -0.0024 | |||||
| TVC / Tennessee Valley Authority - Preferred Stock | 1.37 | -7.46 | 0.0033 | -0.0003 | |||||
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D 5.38% 07/15/2053 144A / ABS-CBDO (US83207QAA76) | 1.36 | -4.02 | 0.0033 | -0.0001 | |||||
| US126117AV22 / CNA Financial Corp. | 1.36 | 0.22 | 0.0033 | 0.0000 | |||||
| US38141GZK39 / Goldman Sachs Group Inc/The | 1.36 | 14.48 | 0.0033 | 0.0004 | |||||
| US053332AW26 / AutoZone, Inc. | 1.36 | 0.44 | 0.0033 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.36 | -3.82 | 0.0033 | -0.0001 | |||||
| BBCMS MTG TR 2025-5C34 5.659% 05/15/2058 / ABS-MBS (US07337BAC81) | 1.36 | 0.0033 | 0.0033 | ||||||
| US05608VAA44 / BX 2021-MFM1 | 1.36 | 0.15 | 0.0033 | 0.0000 | |||||
| US98138HAH49 / Workday Inc | 1.36 | 0.37 | 0.0033 | 0.0000 | |||||
| US58933YAX31 / Merck & Co Inc | 1.36 | 0.52 | 0.0033 | 0.0000 | |||||
| US38141GWZ35 / Goldman Sachs Group Inc/The | 1.36 | 30.92 | 0.0033 | 0.0008 | |||||
| US3140NMKE61 / FNMA 30YR 5.5% 08/01/2053#BY4792 | 1.36 | -1.38 | 0.0033 | -0.0000 | |||||
| US3130ALDV34 / Federal Home Loan Banks | 1.35 | -1.38 | 0.0033 | -0.0000 | |||||
| US054989AA67 / BAT CAPITAL CORP 6.343000% 08/02/2030 | 1.35 | -0.15 | 0.0033 | -0.0000 | |||||
| TOWD POINT MORTGAGE TRUST 2021-SJ2 2.5% 12/25/2061 144A / ABS-CBDO (US89180LAC28) | 1.35 | 0.15 | 0.0033 | 0.0000 | |||||
| US86190BAA26 / STORE MASTER FUNDING 2.12% 06/20/2051 144A | 1.35 | 0.37 | 0.0033 | 0.0000 | |||||
| US44933XAD93 / Hyundai Auto Receivables Trust, Series 2023-B, Class A3 | 1.35 | -7.15 | 0.0032 | -0.0002 | |||||
| US125523CL22 / Cigna Corp | 1.35 | 0.75 | 0.0032 | 0.0000 | |||||
| US06849UAD72 / Barrick Australia Fin Pty Ltd Guaranteed Notes 5.95% 10/15/39 | 1.35 | -2.88 | 0.0032 | -0.0001 | |||||
| RCKT MORTGAGE TRUST 2024-CES1 1A1 6.025% 02/25/2044 144A / ABS-CBDO (US749424AA57) | 1.35 | -9.76 | 0.0032 | -0.0003 | |||||
| BHP BILLITON FIN USA LTD 5% 02/21/2030 / DBT (US055451BJ63) | 1.35 | 0.15 | 0.0032 | 0.0000 | |||||
| US785592AZ90 / Sabine Pass Liquefaction LLC | 1.35 | 35.79 | 0.0032 | 0.0009 | |||||
| US23307CAA36 / DBWF 2016-85T Mortgage Trust | 1.35 | 0.98 | 0.0032 | 0.0000 | |||||
| US3622ABDV15 / Ginnie Mae II Pool | 1.35 | -4.88 | 0.0032 | -0.0002 | |||||
| US3128P8GB10 / Federal Home Loan Mortgage Corporation | 1.34 | -4.75 | 0.0032 | -0.0002 | |||||
| BATBC / British American Tobacco Bangladesh Company Limited | 1.34 | 0.00 | 0.0032 | 0.0000 | |||||
| US361841AL38 / GLP Capital LP / GLP Financing II Inc | 1.34 | -7.76 | 0.0032 | -0.0003 | |||||
| SOUTHERN CALIFORNIA GAS CO 5.05% 09/01/2034 / DBT (US842434DB54) | 1.34 | -0.67 | 0.0032 | -0.0000 | |||||
| US05608XAA00 / BXMT LTD BXMT 2020 FL3 A 144A | 1.34 | -14.97 | 0.0032 | -0.0006 | |||||
| XS2580269426 / Serbia International Bond | 1.34 | 18.27 | 0.0032 | 0.0005 | |||||
| US756109BL76 / Realty Income Corp | 1.34 | 0.00 | 0.0032 | 0.0000 | |||||
| US36179SGL51 / Ginnie Mae II Pool | 1.34 | -5.24 | 0.0032 | -0.0002 | |||||
| US26442CBK99 / Duke Energy Carolinas LLC | 1.34 | -5.24 | 0.0032 | -0.0002 | |||||
| US969457CA67 / Williams Cos., Inc. (The) | 1.34 | -5.78 | 0.0032 | -0.0002 | |||||
| JW COMMERCIAL MORTGAGE TRUST 2024-MRCO TSFR1M+162.115 06/15/2039 144A / ABS-MBS (US46657XAA46) | 1.34 | -0.22 | 0.0032 | -0.0000 | |||||
| DCLI BIDCO LLC 7.75% 11/15/2029 144A / DBT (US233104AA67) | 1.34 | 169.70 | 0.0032 | 0.0020 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 1.34 | 0.0032 | 0.0032 | ||||||
| US031162DU18 / Amgen Inc | 1.33 | -57.20 | 0.0032 | -0.0043 | |||||
| US78466CAC01 / SS&C Technologies Holdings Inc. | 1.33 | 0.30 | 0.0032 | 0.0000 | |||||
| ASMDEE / Asmodee Group AB | 1.33 | 9.35 | 0.0032 | 0.0003 | |||||
| US233046AN14 / DB Master Finance LLC | 1.33 | 0.0032 | 0.0032 | ||||||
| US3138MQTX11 / FNMA 30YR 3.5% 12/01/42#AQ8665 | 1.33 | -3.76 | 0.0032 | -0.0001 | |||||
| US30227FAG54 / Extended Stay America Trust | 1.33 | -1.19 | 0.0032 | -0.0000 | |||||
| US68269HAC97 / OMFIT_23-2A | 1.33 | -2.21 | 0.0032 | -0.0001 | |||||
| US780153BJ00 / Royal Caribbean Cruises Ltd | 1.33 | -0.75 | 0.0032 | -0.0000 | |||||
| US87612GAC50 / Targa Resources Corporation | 1.33 | 34.14 | 0.0032 | 0.0008 | |||||
| US91529YAR71 / Unum Group | 1.33 | -5.88 | 0.0032 | -0.0002 | |||||
| US3140QFZT97 / FNMA 15YR 1.5% 11/01/2035#CA7953 | 1.33 | -3.63 | 0.0032 | -0.0001 | |||||
| US3140EVS998 / Fannie Mae Pool | 1.33 | -3.77 | 0.0032 | -0.0001 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.33 | -2.50 | 0.0032 | -0.0001 | |||||
| US36202FX845 / Ginnie Mae II Pool | 1.32 | -3.29 | 0.0032 | -0.0001 | |||||
| US3138WDBV24 / Fannie Mae Pool | 1.32 | -6.10 | 0.0032 | -0.0002 | |||||
| US31418CEE03 / Fannie Mae Pool | 1.32 | -4.06 | 0.0032 | -0.0001 | |||||
| REGATA XII FUNDING LTD ARR TSFR3M+139 10/15/2037 144A / ABS-CBDO (US75888HAW16) | 1.32 | -0.38 | 0.0032 | -0.0000 | |||||
| US09659W2P81 / BNP Paribas SA | 1.32 | 0.30 | 0.0032 | 0.0000 | |||||
| AU3FN0029609 / AAI Ltd | 1.32 | -0.75 | 0.0032 | -0.0000 | |||||
| US3132DWAQ69 / FR SD8115 | 1.32 | -4.90 | 0.0032 | -0.0002 | |||||
| UST BILLS 0% 08/07/2025 / DBT (US912797MG92) | 1.32 | 0.0032 | 0.0032 | ||||||
| US3134GXBA11 / Federal Home Loan Mortgage Corp | 1.31 | 0.46 | 0.0032 | 0.0000 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 1.31 | 0.0032 | 0.0032 | ||||||
| US694308HA83 / Pacific Gas & Electric 3.75% 08/15/42 | 1.31 | 73.54 | 0.0032 | 0.0013 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.31 | -4.02 | 0.0032 | -0.0001 | |||||
| US31418CQB36 / Federal National Mortgage Association | 1.31 | -4.79 | 0.0032 | -0.0002 | |||||
| US36179VHS25 / Ginnie Mae II Pool | 1.31 | -4.65 | 0.0032 | -0.0002 | |||||
| CAFL 2024-RTL1 ISSUER LLC STEP 11/28/2031 144A / ABS-CBDO (US12770DAA28) | 1.31 | -0.46 | 0.0031 | -0.0000 | |||||
| US91087BAG59 / Mexico Government International Bond | 1.31 | -5.22 | 0.0031 | -0.0002 | |||||
| US3128MAD307 / Freddie Mac Gold Pool | 1.31 | -3.25 | 0.0031 | -0.0001 | |||||
| US3132D56B36 / Freddie Mac Pool | 1.31 | -3.61 | 0.0031 | -0.0001 | |||||
| CROSS 2024-H7 A1 MORTGAGE TRUST 5.585% 11/25/2069 144A / ABS-CBDO (US22757CAA09) | 1.31 | -5.91 | 0.0031 | -0.0002 | |||||
| US097023CW33 / BOEING CO 5.805 5/50 | 1.31 | -58.90 | 0.0031 | -0.0045 | |||||
| US038413AB65 / Aqua Finance Trust, Series 2020-AA, Class B | 1.30 | -8.11 | 0.0031 | -0.0003 | |||||
| FIGRE TR 2024-SL1 5.748% 07/25/2053 144A / ABS-CBDO (US31684JAA43) | 1.30 | -8.83 | 0.0031 | -0.0003 | |||||
| TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2024-DPM B TSFR1M+179.21 12/15/2029 144A / ABS-MBS (US87231EAC12) | 1.30 | -0.99 | 0.0031 | -0.0000 | |||||
| US64830TAD00 / NRZT 2020-1A A1B | 1.30 | -2.84 | 0.0031 | -0.0001 | |||||
| XS2024535036 / Marks & Spencer PLC | 1.30 | 6.64 | 0.0031 | 0.0002 | |||||
| XS2667626233 / Virgin Money UK PLC | 1.30 | 6.56 | 0.0031 | 0.0002 | |||||
| US378272BN78 / Glencore Funding LLC | 1.30 | -0.23 | 0.0031 | -0.0000 | |||||
| US3140QMTE44 / FNMA 30YR 2% 12/01/2051#CB2348 | 1.30 | -4.63 | 0.0031 | -0.0001 | |||||
| US06541BBK35 / BANK 2023-BNK45 | 1.30 | -1.29 | 0.0031 | -0.0000 | |||||
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2 A1 5.545% 02/25/2065 144A / ABS-CBDO (US802638AA49) | 1.30 | 0.0031 | 0.0031 | ||||||
| US35908MAE03 / Frontier Communications Holdings LLC | 1.30 | 38.09 | 0.0031 | 0.0009 | |||||
| US27034RAA14 / Earthstone Energy Holdings LLC | 1.30 | -0.61 | 0.0031 | -0.0000 | |||||
| JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS GROUP 5.95% 04/20/2035 144A / DBT (US472140AA00) | 1.30 | -1.37 | 0.0031 | -0.0000 | |||||
| US695114BZ08 / PacifiCorp | 1.30 | -2.48 | 0.0031 | -0.0001 | |||||
| FM / First Quantum Minerals Ltd. | 1.30 | -1.29 | 0.0031 | -0.0000 | |||||
| US29646AAC09 / Eskom Holdings SOC Ltd | 1.30 | 0.31 | 0.0031 | 0.0000 | |||||
| XS2290533020 / CPI PROPERTY GROUP SA 3.75%/VAR PERP REGS | 1.30 | 6.14 | 0.0031 | 0.0002 | |||||
| US29103CAA62 / Emerald Debt Merger Sub LLC | 1.29 | 30.31 | 0.0031 | 0.0007 | |||||
| EFMT 2024-NQM1 5.708% 11/25/2069 144A / ABS-CBDO (US26845DAA37) | 1.29 | -5.41 | 0.0031 | -0.0002 | |||||
| ENTERPRISE PRODS OPER LLC 5.55% 02/16/2055 / DBT (US29379VCH42) | 1.29 | -5.90 | 0.0031 | -0.0002 | |||||
| FM / First Quantum Minerals Ltd. | 1.29 | -2.57 | 0.0031 | -0.0001 | |||||
| US337738BD90 / Fiserv Inc | 1.29 | -0.16 | 0.0031 | -0.0000 | |||||
| US62928CAA09 / NGPL PipeCo LLC | 1.29 | -0.54 | 0.0031 | -0.0000 | |||||
| US81376WAC91 / SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2006-CB5 CL A3 V/R REGD 2.15838000 | 1.29 | -0.16 | 0.0031 | -0.0000 | |||||
| US3133ASKH58 / Freddie Mac Pool | 1.29 | -3.46 | 0.0031 | -0.0001 | |||||
| US761713BA36 / Reynolds American Inc | 1.28 | 116.16 | 0.0031 | 0.0019 | |||||
| NOVO NORDISK FINANCE NETHERLANDS BV 3.625% 05/27/2037 REGS / DBT (XS3002555822) | 1.28 | 0.0031 | 0.0031 | ||||||
| US31418D6D92 / Fannie Mae Pool | 1.28 | -4.12 | 0.0031 | -0.0001 | |||||
| US928563AK15 / VMware Inc | 1.28 | 0.55 | 0.0031 | 0.0000 | |||||
| US3140KYCE29 / FN BR0968 2 4/1/36 | 1.28 | -3.76 | 0.0031 | -0.0001 | |||||
| US3140QSVD03 / FNMA 30YR 5.5% 08/01/2053#CB6911 | 1.28 | -3.26 | 0.0031 | -0.0001 | |||||
| US902494BK88 / Tyson Foods Inc | 1.28 | 0.31 | 0.0031 | 0.0000 | |||||
| US36179WBX56 / GNMA | 1.27 | -4.28 | 0.0031 | -0.0001 | |||||
| US3140XDNN25 / FNMA 20YR 2% 10/01/2041#FM9396 | 1.27 | -3.04 | 0.0031 | -0.0001 | |||||
| US3128MMWQ29 / Freddie Mac Gold Pool | 1.27 | -5.14 | 0.0031 | -0.0002 | |||||
| E / Eni S.p.A. - Depositary Receipt (Common Stock) | 1.27 | -5.43 | 0.0031 | -0.0002 | |||||
| US3137AKL669 / FHR 3980 EP 5% 1/42 | 1.27 | -3.20 | 0.0031 | -0.0001 | |||||
| XS2586739729 / Imperial Brands Finance Netherlands BV | 1.27 | 22.09 | 0.0031 | 0.0006 | |||||
| US3132DWCU53 / FREDDIE MAC POOL UMBS P#SD8183 2.50000000 | 1.27 | -4.15 | 0.0031 | -0.0001 | |||||
| RCKT MORTGAGE TRUST 2024-CES5 A1A STEP 08/25/2044 144A / ABS-CBDO (US74938KAA51) | 1.27 | -6.96 | 0.0031 | -0.0002 | |||||
| US55336VAL45 / MPLX LP | 1.27 | -56.98 | 0.0031 | -0.0040 | |||||
| US3132DWC353 / FR SD8190 | 1.27 | -5.30 | 0.0030 | -0.0002 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 1.27 | -1.48 | 0.0030 | -0.0000 | |||||
| NEW YORK AUTH 2.69% 5/1/2033 / DBT (US64972JRV25) | 1.27 | 0.0030 | 0.0030 | ||||||
| BX 2024-CNYN TSFR1M+269.009 04/15/2029 144A / ABS-MBS (US05612HAG65) | 1.27 | -0.63 | 0.0030 | -0.0000 | |||||
| US448579AQ51 / Hyatt Hotels Corp | 1.27 | -0.16 | 0.0030 | -0.0000 | |||||
| US92332YAD31 / Venture Global LNG Inc | 1.26 | -2.77 | 0.0030 | -0.0001 | |||||
| US690742AJ00 / Owens Corning | 1.26 | -0.08 | 0.0030 | -0.0000 | |||||
| US3132DNK447 / FHLG 30YR 3% 04/01/2052#SD1215 | 1.26 | -5.54 | 0.0030 | -0.0002 | |||||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | 1.26 | 0.00 | 0.0030 | 0.0000 | |||||
| CCG RECEIVABLES TRUST. 4.48% 10/14/2032 144A / ABS-CBDO (US12515XAB64) | 1.26 | 0.0030 | 0.0030 | ||||||
| B1DX34 / Becton, Dickinson and Company - Depositary Receipt (Common Stock) | 1.26 | -0.16 | 0.0030 | -0.0000 | |||||
| US3132DQGL41 / Freddie Mac Pool | 1.26 | 114.87 | 0.0030 | 0.0016 | |||||
| US3618BVFP53 / GINNIE MAE II 6.5% 06/20/2053#CV0174 | 1.26 | -0.16 | 0.0030 | -0.0000 | |||||
| REGATTA IX FUNDING LTD B1R TSFR3M+200 04/17/2037 144A / ABS-CBDO (US75887VAN10) | 1.25 | -0.16 | 0.0030 | -0.0000 | |||||
| US3136BLRV49 / FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048 | 1.25 | -4.13 | 0.0030 | -0.0001 | |||||
| UST NOTES 3.75% 08/31/2031 / DBT (US91282CLJ89) | 1.25 | -0.08 | 0.0030 | 0.0000 | |||||
| US38381JNH67 / Government National Mortgage Association, Series 2023-118, Class BA | 1.25 | -1.03 | 0.0030 | -0.0000 | |||||
| US16412XAJ46 / Cheniere Corpus Christi Holdings LLC | 1.25 | 310.16 | 0.0030 | 0.0023 | |||||
| US3132DWG230 / Freddie Mac Pool | 1.25 | -4.72 | 0.0030 | -0.0001 | |||||
| US03690AAD81 / Antero Midstream Corporation | 1.25 | -0.08 | 0.0030 | 0.0000 | |||||
| RWE FINANCE US LLC 5.875% 04/16/2034 144A / DBT (US749983AA01) | 1.25 | -0.80 | 0.0030 | -0.0000 | |||||
| US96950FAP99 / Williams Cos. Inc. | 1.25 | -4.81 | 0.0030 | -0.0001 | |||||
| US422806AA75 / HEICO Corp | 1.25 | 0.24 | 0.0030 | 0.0000 | |||||
| US45032QS347 / ITC Holdings Corporation | 1.24 | -1.82 | 0.0030 | -0.0001 | |||||
| BATBC / British American Tobacco Bangladesh Company Limited | 1.24 | 0.0030 | 0.0030 | ||||||
| T1OW34 / American Tower Corporation - Depositary Receipt (Common Stock) | 1.24 | 0.0030 | 0.0030 | ||||||
| US36168QAQ73 / GFL Environmental Inc | 1.24 | 82.77 | 0.0030 | 0.0014 | |||||
| TITANIUM 2L BONDCO SARL PIK 6.25% 01/14/2031 / DBT (DE000A3L3AG9) | 1.24 | -10.01 | 0.0030 | -0.0003 | |||||
| US30166TAF03 / Exeter Automobile Receivables Trust, Series 2023-4A, Class D | 1.24 | -0.40 | 0.0030 | -0.0000 | |||||
| US31418DV908 / FANNIE MAE POOL UMBS P#MA4239 3.00000000 | 1.24 | -3.43 | 0.0030 | -0.0001 | |||||
| US3133KPDR64 / Freddie Mac Pool | 1.24 | -5.50 | 0.0030 | -0.0002 | |||||
| US036752AB92 / Anthem Inc | 1.24 | 0.32 | 0.0030 | 0.0000 | |||||
| US665772CQ04 / Northern States Power Co./MN | 1.24 | -4.92 | 0.0030 | -0.0002 | |||||
| US31335AU480 / Freddie Mac Gold Pool | 1.23 | -4.05 | 0.0030 | -0.0001 | |||||
| US36185MBJ09 / GMACM MORTGAGE LOAN TRUST 2005-AR6 GMACM 2005-AR6 2A1 | 1.23 | -1.76 | 0.0030 | -0.0000 | |||||
| MAGNETITE XII LTD AR4 TSFR3M+115 10/15/2031 144A / ABS-CBDO (US55953HBD44) | 1.23 | -34.05 | 0.0030 | -0.0015 | |||||
| US31418DN731 / Fannie Mae Pool | 1.23 | -4.36 | 0.0030 | -0.0001 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 1.23 | 39.55 | 0.0030 | 0.0008 | |||||
| US3140NMJW88 / Fannie Mae Pool | 1.23 | -2.23 | 0.0030 | -0.0001 | |||||
| US36179WRZ31 / Ginnie Mae II Pool | 1.23 | -4.21 | 0.0030 | -0.0001 | |||||
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG E VAR 11/05/2041 144A / ABS-MBS (US46593KAJ07) | 1.22 | -0.33 | 0.0029 | -0.0000 | |||||
| US3140KSP500 / FNMA 20YR 2% 11/01/2041#BQ6743 | 1.22 | -3.40 | 0.0029 | -0.0001 | |||||
| US279158AS81 / Ecopetrol SA | 1.22 | -2.55 | 0.0029 | -0.0001 | |||||
| NLT 2025-INV1 A3 TR 5.86% 02/25/2070 144A / ABS-CBDO (US62916TAC36) | 1.22 | 0.0029 | 0.0029 | ||||||
| US3132DN6H14 / FHLG 30YR 4% 10/01/2052#SD1772 | 1.22 | -3.79 | 0.0029 | -0.0001 | |||||
| US46590XAQ97 / JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc. | 1.22 | -4.17 | 0.0029 | -0.0001 | |||||
| US87724RAJ14 / Taylor Morrison Communities Inc | 1.22 | -10.44 | 0.0029 | -0.0003 | |||||
| ICE: (CDX.NA.HY.44.V1) 5.000 06/20/30 / DCR (N/A) | 1.22 | 0.0029 | 0.0029 | ||||||
| US3140XH2W61 / Fannie Mae Pool | 1.22 | -3.57 | 0.0029 | -0.0001 | |||||
| US98459LAC72 / Yale University | 1.22 | -8.43 | 0.0029 | -0.0003 | |||||
| US677632PA36 / OHIO ST UNIV OHSHGR 06/11 FIXED OID 4.8 | 1.22 | -9.52 | 0.0029 | -0.0003 | |||||
| US3133AXLV29 / Freddie Mac Pool | 1.22 | -4.03 | 0.0029 | -0.0001 | |||||
| R1CL34 / Royal Caribbean Cruises Ltd. - Depositary Receipt (Common Stock) | 1.22 | -0.65 | 0.0029 | -0.0000 | |||||
| US42806MCA53 / HERTZ VEHICLE FINANCING III LLC SER 2023-3A CL A REGD 144A P/P 5.94000000 | 1.21 | -0.33 | 0.0029 | -0.0000 | |||||
| R1CL34 / Royal Caribbean Cruises Ltd. - Depositary Receipt (Common Stock) | 1.21 | -0.74 | 0.0029 | -0.0000 | |||||
| US165183CZ56 / Chesapeake Funding II LLC, Series 2023-2A, Class A1 | 1.21 | -14.69 | 0.0029 | -0.0005 | |||||
| NYMT LOAN TRUST 2024-CP1 3.75% 02/25/2068 144A / ABS-CBDO (US67118PAA03) | 1.21 | -3.96 | 0.0029 | -0.0001 | |||||
| US038413AD22 / Aqua Finance Trust 2020-A | 1.21 | -6.26 | 0.0029 | -0.0002 | |||||
| US38377LAL27 / GOVERNMENT NAT MTG AS REMIC 2010-116 QB 4% 09/16/2040 | 1.21 | -3.66 | 0.0029 | -0.0001 | |||||
| US147918AB23 / Cassa Depositi e Prestiti SpA | 1.21 | -0.08 | 0.0029 | 0.0000 | |||||
| US36261PAT93 / GS Mortgage Securities Trust 2019-GSA1 | 1.21 | 0.41 | 0.0029 | 0.0000 | |||||
| US161571HN70 / Chase Issuance Trust | 1.21 | -0.16 | 0.0029 | -0.0000 | |||||
| US12769GAA85 / Caesars Entertainment Inc | 1.21 | -1.14 | 0.0029 | -0.0000 | |||||
| US36264FAM32 / CORP. NOTE | 1.21 | 0.58 | 0.0029 | 0.0000 | |||||
| US3617VUB971 / GNMA II 2.939% 05/20/2071#CE5464 | 1.21 | 0.75 | 0.0029 | 0.0000 | |||||
| US3137H5BQ92 / FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048 | 1.21 | -3.75 | 0.0029 | -0.0001 | |||||
| US3138WJQ274 / Fannie Mae Pool | 1.21 | -3.44 | 0.0029 | -0.0001 | |||||
| TRANSDIGM INC 6% 01/15/2033 144A / DBT (US893647BW65) | 1.21 | 69.52 | 0.0029 | 0.0012 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 1.21 | -1.23 | 0.0029 | -0.0000 | |||||
| US46284VAF85 / Iron Mountain Inc | 1.21 | 0.75 | 0.0029 | 0.0000 | |||||
| EFMT 2025-INV2 5.387% 05/26/2070 144A / ABS-CBDO (US281914AA90) | 1.21 | 0.0029 | 0.0029 | ||||||
| XS2181689659 / Hungary Government International Bond | 1.20 | 6.08 | 0.0029 | 0.0002 | |||||
| US3140QMMQ47 / FNMA 30YR 3% 11/01/2051#CB2166 | 1.20 | -4.15 | 0.0029 | -0.0001 | |||||
| US3140QNCA87 / Fannie Mae Pool | 1.20 | -3.84 | 0.0029 | -0.0001 | |||||
| VIKCRU / Viking Cruises Ltd | 1.20 | -11.05 | 0.0029 | -0.0004 | |||||
| US3138EQGX40 / FNMA 30YR 4.0% 10/01/2045#AL7413 | 1.20 | -3.00 | 0.0029 | -0.0001 | |||||
| US55342UAH77 / Mpt Operating Partnership Lp / Mpt Finance Corp 5.00% 10/15/2027 Bond | 1.20 | -3.15 | 0.0029 | -0.0001 | |||||
| GNII II 5% 11/20/2054#MB0025 / ABS-MBS (US3618N5A332) | 1.20 | -2.61 | 0.0029 | -0.0001 | |||||
| US16412XAL91 / Cheniere Corpus Christi Holdings LLC | 1.20 | 2.57 | 0.0029 | 0.0001 | |||||
| US912810TR95 / United States Treasury Note/Bond | 1.20 | -7.00 | 0.0029 | -0.0002 | |||||
| US49446RAZ29 / KIMCO REALTY CORP REGD 3.20000000 | 1.20 | -0.50 | 0.0029 | -0.0000 | |||||
| PRET 2024-NPL5 A1 VAR 09/25/2054 144A / ABS-CBDO (US74143QAA31) | 1.19 | -3.86 | 0.0029 | -0.0001 | |||||
| US13063DGE22 / California (State of), Series 2018, Ref. GO Bonds | 1.19 | 4.65 | 0.0029 | 0.0001 | |||||
| US05609PAG37 / BX 2021-LBA3 Mortgage Trust, Series 2021-PAC, Class B | 1.19 | 0.00 | 0.0029 | 0.0000 | |||||
| US3132DNCP69 / FHLG 30YR 2.5% 04/01/2047#SD0978 | 1.19 | -3.09 | 0.0029 | -0.0001 | |||||
| US72014TAD19 / PIEDMONT HEALTHCARE INC 2.719% 01/01/2042 | 1.19 | -6.94 | 0.0029 | -0.0002 | |||||
| FLOURISHING TRADE and INVESTMENT LTD 11.035% 04/02/2028 144A / DBT (US343427AA80) | 1.19 | 0.0029 | 0.0029 | ||||||
| VERUS SECURITIZATION TRUST 2024-4 STEP 06/25/2069 144A / ABS-CBDO (US92540GAA67) | 1.19 | -8.81 | 0.0029 | -0.0003 | |||||
| XS2568343672 / TMS Issuer Sarl | 1.19 | -0.50 | 0.0029 | -0.0000 | |||||
| US38141GYN86 / Goldman Sachs Group Inc/The | 1.19 | -59.61 | 0.0029 | -0.0042 | |||||
| US05608WAA27 / BX Trust | 1.19 | 0.17 | 0.0029 | 0.0000 | |||||
| US3140FXXF47 / FNMA, Other | 1.19 | -4.19 | 0.0029 | -0.0001 | |||||
| US3137FJEH82 / Freddie Mac Multifamily Structured Pass Through Certificates | 1.19 | 0.42 | 0.0029 | 0.0000 | |||||
| US06540CAY30 / BANK 2021-BNK35 | 1.19 | 0.68 | 0.0029 | 0.0000 | |||||
| CRH SMW FINANCE DAC 5.2% 05/21/2029 / DBT (US12704PAA66) | 1.19 | -0.17 | 0.0029 | -0.0000 | |||||
| US85172FAQ28 / Springleaf Finance Corp 6.625% 01/15/2028 | 1.19 | -1.41 | 0.0029 | -0.0000 | |||||
| US364760AQ18 / Gap Inc/The | 1.19 | 0.51 | 0.0029 | 0.0000 | |||||
| US21036PAQ19 / Constellation Brands Inc | 1.19 | 0.17 | 0.0028 | 0.0000 | |||||
| BOFA AUTO TR 2024-1A A3 5.35% 11/15/2028 144A / ABS-CBDO (US09709AAC62) | 1.19 | -0.25 | 0.0028 | -0.0000 | |||||
| US87089NAA81 / Swiss Re Finance Luxembourg SA | 1.18 | -0.92 | 0.0028 | -0.0000 | |||||
| US3617W1KJ86 / GNMA 30YR 3% 07/20/2071#CF0297 | 1.18 | 0.77 | 0.0028 | 0.0000 | |||||
| USG13201AA91 / Brazil Minas SPE via State of Minas Gerais | 1.18 | -0.34 | 0.0028 | -0.0000 | |||||
| US07030UAA07 / Bastion Funding I LLC | 1.18 | -5.21 | 0.0028 | -0.0002 | |||||
| US3140QANA48 / FNCL UMBS 4.0 CA3084 02-01-49 | 1.18 | -3.91 | 0.0028 | -0.0001 | |||||
| US82967NBC11 / Sirius XM Radio Inc | 1.18 | -23.01 | 0.0028 | -0.0008 | |||||
| US133434AB69 / Cameron LNG LLC | 1.18 | 16.53 | 0.0028 | 0.0004 | |||||
| US3138YBTY96 / FNMA 30YR 4.0% 03/01/45#AX9566 | 1.18 | -8.98 | 0.0028 | -0.0003 | |||||
| TRESTLES CLO 2017-1 LTD A1R TSFR3M+118 04/25/2038 144A / ABS-CBDO (US894940AQ82) | 1.18 | 0.0028 | 0.0028 | ||||||
| US3140XFTY73 / FNMA 15YR 3.5% 12/01/2036#FS0566 | 1.18 | -4.55 | 0.0028 | -0.0001 | |||||
| US00774CAB37 / AECOM | 1.17 | 0.00 | 0.0028 | 0.0000 | |||||
| US36202FZX76 / Ginnie Mae II Pool | 1.17 | -3.86 | 0.0028 | -0.0001 | |||||
| US004375EX55 / ACCR 2006-1 M1 1ML+33 4/36 | 1.17 | -10.48 | 0.0028 | -0.0003 | |||||
| US131347CP95 / Calpine Corp | 1.17 | 0.0028 | 0.0028 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.17 | -3.87 | 0.0028 | -0.0001 | |||||
| US36179XLJ36 / GNMA II, 30 Year | 1.17 | -4.58 | 0.0028 | -0.0001 | |||||
| US69380RAA32 / PRPM 2023-RCF2 LLC 4% 11/25/2053 144A | 1.17 | -5.88 | 0.0028 | -0.0002 | |||||
| US698299BF03 / Panama Government International Bond | 1.17 | 1.74 | 0.0028 | 0.0000 | |||||
| US49461MAA80 / Kinetik Holdings LP | 1.17 | -0.34 | 0.0028 | -0.0000 | |||||
| US36179XND48 / Ginnie Mae II Pool | 1.17 | -4.82 | 0.0028 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.16 | -8.56 | 0.0028 | -0.0003 | |||||
| US3140XLDX33 / FNMA 30YR 4.5% 03/01/2050#FS4617 | 1.16 | -4.43 | 0.0028 | -0.0001 | |||||
| US477143AH41 / JetBlue 2019-1 Class AA Pass Through Trust | 1.16 | -4.35 | 0.0028 | -0.0001 | |||||
| ENEL FINANCE INTL NV 5.5% 06/26/2034 144A / DBT (US29278GBE70) | 1.16 | -0.94 | 0.0028 | -0.0000 | |||||
| US68377GAC06 / Oportun Issuance Trust | 1.16 | -22.86 | 0.0028 | -0.0008 | |||||
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2024-1 5.35% 10/20/2046 144A / ABS-CBDO (US381935AA36) | 1.16 | 1.13 | 0.0028 | 0.0000 | |||||
| GOLUB CAP PARTNERS CLO 43B-R LTD / GOLUB CAP PARTNERS CLO 43B-R LLC A1R TSFR3M+134 10/20/2037 144A / ABS-CBDO (US38180PAA49) | 1.16 | 145.45 | 0.0028 | 0.0017 | |||||
| US03769LAE83 / Apidos CLO XXXVI | 1.16 | 0.09 | 0.0028 | 0.0000 | |||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 1.16 | 0.0028 | 0.0028 | ||||||
| US513272AE49 / Lamb Weston Holdings Inc | 1.16 | 0.52 | 0.0028 | 0.0000 | |||||
| XS2010045511 / NGG Finance plc | 1.16 | 9.75 | 0.0028 | 0.0002 | |||||
| US3132DWA456 / Freddie Mac Pool | 1.16 | -4.21 | 0.0028 | -0.0001 | |||||
| US3140J84L42 / FNMA 30YR 3.5% 06/01/2048#BM4426 | 1.16 | -3.90 | 0.0028 | -0.0001 | |||||
| US03027XBA72 / CORPORATE BONDS | 1.16 | 0.78 | 0.0028 | 0.0000 | |||||
| FISERV FUNDING UNLTD CO 4% 06/15/2036 / DBT (XS3060660563) | 1.16 | 0.0028 | 0.0028 | ||||||
| US345340AC79 / Ford Credit Auto Owner Trust 2021-REV1 | 1.16 | 0.61 | 0.0028 | 0.0000 | |||||
| US67077MAR97 / Nutrien Ltd 4.900000% 06/01/2043 Bond | 1.16 | -5.01 | 0.0028 | -0.0001 | |||||
| LMT / Lockheed Martin Corporation - Depositary Receipt (Common Stock) | 1.16 | 0.52 | 0.0028 | 0.0000 | |||||
| US3140XECK87 / Fannie Mae Pool | 1.16 | -5.02 | 0.0028 | -0.0001 | |||||
| PRPM 2024-RCF3 LLC 4% 05/25/2054 144A / ABS-CBDO (US74390BAA61) | 1.16 | -4.47 | 0.0028 | -0.0001 | |||||
| US05610DAA00 / BX_23-DELC | 1.15 | -0.26 | 0.0028 | -0.0000 | |||||
| US3140HKKT49 / Fannie Mae Pool | 1.15 | -3.11 | 0.0028 | -0.0001 | |||||
| US20030NDU28 / Comcast Corp | 1.15 | 58.68 | 0.0028 | 0.0010 | |||||
| US3137FBU791 / Freddie Mac Multifamily Structured Pass Through Certificates | 1.15 | -0.17 | 0.0028 | -0.0000 | |||||
| ICAHN ENTERPRISES LP/FIN CORP 9% 06/15/2030 / DBT (US451102CJ41) | 1.15 | 0.61 | 0.0028 | 0.0000 | |||||
| REGATTA XX FDG LTD / REGATTA XX FDG LLC AR TSFR3M+118 01/15/2038 144A / ABS-CBDO (US75884YAK47) | 1.15 | -0.09 | 0.0028 | -0.0000 | |||||
| US29103DAT37 / EMERA US FINANCE SR UNSEC 2.639% 06-15-31 | 1.15 | -0.86 | 0.0028 | -0.0000 | |||||
| US31418DV254 / Fannie Mae Pool | 1.15 | -3.38 | 0.0028 | -0.0001 | |||||
| US31418D6M91 / Fannie Mae Pool | 1.15 | -2.80 | 0.0028 | -0.0001 | |||||
| TROPICANA TERM FLFO 01/24/2029 / LON (US62984CAK99) | 1.14 | 0.0028 | 0.0028 | ||||||
| US17888HAA14 / Civitas Resources Inc | 1.14 | -3.22 | 0.0027 | -0.0001 | |||||
| US3132DPBD96 / Federal Home Loan Mortgage Corp. | 1.14 | -3.79 | 0.0027 | -0.0001 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.14 | 0.0027 | 0.0027 | ||||||
| US3140X8QM22 / Fannie Mae Pool | 1.14 | -3.47 | 0.0027 | -0.0001 | |||||
| US032095AJ08 / Amphenol Corp. | 1.14 | 1.16 | 0.0027 | 0.0000 | |||||
| ANGEL OAK MORTGAGE TRUST 2024-11 5.7% 08/25/2069 144A / ABS-CBDO (US03463QAA40) | 1.14 | -4.93 | 0.0027 | -0.0001 | |||||
| US404119BS74 / Hca Inc Bond | 1.14 | -0.18 | 0.0027 | -0.0000 | |||||
| ARBOUR CLO DAC AR 3MEUR+133 05/15/2038 144A / ABS-CBDO (XS2814888132) | 1.14 | 9.44 | 0.0027 | 0.0002 | |||||
| ROCKFORD TOWER EUROPE CLO 2018-1 DAC AR 3MEUR+137 04/24/2037 144A / ABS-CBDO (XS2779841050) | 1.14 | 9.34 | 0.0027 | 0.0002 | |||||
| US3618BDJU05 / GNMA II 6% 07/20/2053#CT7475 | 1.14 | -0.96 | 0.0027 | -0.0000 | |||||
| US25265LAA89 / Diamond Infrastructure Funding LLC | 1.14 | 0.0027 | 0.0027 | ||||||
| BX 2024-CNYN TSFR1M+194.12 04/15/2029 144A / ABS-MBS (US05612HAE18) | 1.13 | -0.61 | 0.0027 | -0.0000 | |||||
| US009740AA95 / Ajax Mortgage Loan Trust 2021-E | 1.13 | -2.83 | 0.0027 | -0.0001 | |||||
| ALBACORE EURO CLO IV DAC AR 3MEUR+99 07/15/2035 144A / ABS-CBDO (XS2861758642) | 1.13 | 9.15 | 0.0027 | 0.0002 | |||||
| US01309QAA67 / Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC | 1.13 | 0.18 | 0.0027 | 0.0000 | |||||
| XS2355605184 / Aurium CLO II DAC | 1.13 | 8.96 | 0.0027 | 0.0002 | |||||
| XS2073824851 / BLUEMOUNTAIN EUR CLO BLUME 5A A 144A | 1.13 | 9.06 | 0.0027 | 0.0002 | |||||
| US49327M3H53 / KeyBank NA | 1.13 | -40.05 | 0.0027 | -0.0018 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 1.13 | -0.79 | 0.0027 | -0.0000 | |||||
| US25755TAL44 / Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2 | 1.13 | -0.44 | 0.0027 | -0.0000 | |||||
| PUBLIC SERVICE CO OF OK 5.2% 01/15/2035 / DBT (US744533BR07) | 1.13 | -1.14 | 0.0027 | -0.0000 | |||||
| US3140XGZM45 / FNMA 30YR 4% 04/01/2052#FS1647 | 1.13 | -4.49 | 0.0027 | -0.0001 | |||||
| US3140JAFT04 / FNMA 30YR 5% 02/01/2049#BM5577 | 1.13 | -6.33 | 0.0027 | -0.0002 | |||||
| US91159HJL50 / US Bancorp | 1.13 | -15.41 | 0.0027 | -0.0005 | |||||
| US36179RLQ01 / Ginnie Mae II Pool | 1.12 | -5.15 | 0.0027 | -0.0001 | |||||
| US47233JDX37 / Jefferies Group LLC | 1.12 | -0.53 | 0.0027 | -0.0000 | |||||
| BAY 2025-LIVN MORTGAGE TRUST TSFR1M+180 05/15/2035 144A / ABS-MBS (US072925AA82) | 1.12 | 0.0027 | 0.0027 | ||||||
| US31418EHP88 / Federal National Mortgage Association | 1.12 | -4.67 | 0.0027 | -0.0001 | |||||
| US124857AR43 / ViacomCBS Inc | 1.12 | 69.74 | 0.0027 | 0.0011 | |||||
| J P MORGAN CHASE COML MTG SECS TR 2024-OMNI A VAR 10/05/2039 144A / ABS-MBS (US46593JAA25) | 1.12 | -0.97 | 0.0027 | -0.0000 | |||||
| US38380RXJ49 / Government National Mortgage Association | 1.12 | -0.80 | 0.0027 | -0.0000 | |||||
| US3136BBQQ80 / Fannie Mae REMICS | 1.12 | -5.80 | 0.0027 | -0.0002 | |||||
| US3137H4BY51 / FHMS K746 A2 | 1.12 | 0.90 | 0.0027 | 0.0000 | |||||
| US98313RAG11 / Wynn Macau Ltd | 1.12 | 0.09 | 0.0027 | 0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.12 | -4.20 | 0.0027 | -0.0001 | |||||
| US85172FAQ28 / Springleaf Finance Corp 6.625% 01/15/2028 | 1.12 | -0.80 | 0.0027 | -0.0000 | |||||
| XS2370445921 / THE BERKELEY GROUP PLC 2.5% 08/11/2031 REGS | 1.12 | 7.20 | 0.0027 | 0.0002 | |||||
| US68373BAA98 / OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A | 1.12 | -39.58 | 0.0027 | -0.0018 | |||||
| AIMCO CLO 23 LTD A TSFR3M+113 04/20/2038 144A / ABS-CBDO (US00901JAA60) | 1.11 | 346.99 | 0.0027 | 0.0021 | |||||
| US3617XXCU11 / G2 1M/1M 1Y CMT ARM | 1.11 | 0.00 | 0.0027 | 0.0000 | |||||
| US019576AC18 / ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A | 1.11 | 0.00 | 0.0027 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.11 | 0.0027 | 0.0027 | ||||||
| US94974BGE48 / Wells Fargo & Co | 1.11 | -4.80 | 0.0027 | -0.0001 | |||||
| CVECN / Cenovus Energy Inc | 1.11 | -3.90 | 0.0027 | -0.0001 | |||||
| US80281LAS43 / SANTANDER UK GROUP HOLDINGS PLC | 1.11 | -0.45 | 0.0027 | -0.0000 | |||||
| US20754LAB53 / Fannie Mae Connecticut Avenue Securities | 1.11 | -0.54 | 0.0027 | -0.0000 | |||||
| US30166TAG85 / Exeter Automobile Receivables Trust, Series 2023-4A, Class E | 1.11 | 1.28 | 0.0027 | 0.0000 | |||||
| ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) | 1.11 | 0.18 | 0.0027 | 0.0000 | |||||
| US00179VAD82 / AMSR Trust | 1.11 | 0.82 | 0.0027 | 0.0000 | |||||
| US55903VBB80 / Warnermedia Holdings Inc | 1.11 | -1.95 | 0.0027 | -0.0001 | |||||
| US3133B7QU57 / FHLG 30YR 4% 03/01/2052#QD9467 | 1.11 | -3.32 | 0.0027 | -0.0001 | |||||
| US25714PDT21 / Dominican Republic International Bond | 1.11 | 0.00 | 0.0027 | 0.0000 | |||||
| US3138EPX333 / FNMA POOL AL6997 FN 11/42 FIXED VAR | 1.11 | -3.99 | 0.0027 | -0.0001 | |||||
| ARCHROCK PARTNERS LP / FIN CORP 6.625% 09/01/2032 144A / DBT (US03959KAD28) | 1.11 | -0.72 | 0.0027 | -0.0000 | |||||
| US3140XL3X46 / FNMA 30YR 3.5% 01/01/2050#FS5313 | 1.11 | -4.16 | 0.0027 | -0.0001 | |||||
| US302491AU91 / FMC Corp. | 1.11 | 0.09 | 0.0027 | 0.0000 | |||||
| US720198AF73 / Piedmont Operating Partnership LP | 1.10 | -0.90 | 0.0027 | -0.0000 | |||||
| E1TR34 / Entergy Corporation - Depositary Receipt (Common Stock) | 1.10 | 0.09 | 0.0027 | 0.0000 | |||||
| GSCM SWAP PAY 3.1415 09/15/2025 / DIR (N/A) | 1.10 | 0.0027 | 0.0027 | ||||||
| MOH / Molina Healthcare, Inc. | 1.10 | 30.69 | 0.0027 | 0.0006 | |||||
| XS2621539910 / HSBC Holdings plc | 1.10 | 8.25 | 0.0027 | 0.0002 | |||||
| DIAMETER CAPITAL CLO 8 LTD A1A TSFR3M+140 10/20/2037 144A / ABS-CBDO (US25256JAA43) | 1.10 | 1.01 | 0.0026 | 0.0000 | |||||
| COREBRIDGE GLOBAL FUNDING 4.65% 08/20/2027 144A / DBT (US00138CBB37) | 1.10 | -0.09 | 0.0026 | 0.0000 | |||||
| US756109AX24 / Realty Income Corp. | 1.10 | 0.18 | 0.0026 | 0.0000 | |||||
| FHLMC REMI 30YR 6.5% 03/01/2055#RJ3704 / ABS-MBS (US3142GUDJ96) | 1.10 | 0.0026 | 0.0026 | ||||||
| US3617LNSQ80 / GNMA II 3% 02/20/2050#BQ4127 | 1.10 | -5.98 | 0.0026 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.10 | -4.10 | 0.0026 | -0.0001 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 1.10 | 0.0026 | 0.0026 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.10 | -1.97 | 0.0026 | -0.0001 | |||||
| US3140QCVQ63 / Fannie Mae Pool | 1.10 | -4.78 | 0.0026 | -0.0001 | |||||
| US36202FTL03 / Ginnie Mae II Pool | 1.10 | -3.01 | 0.0026 | -0.0001 | |||||
| US96926JAC18 / William Carter Co/The | 1.10 | -0.36 | 0.0026 | -0.0000 | |||||
| US33846BAL80 / FCAT 23-3 D 144A 6.58% 08-15-29/02-15-28 | 1.09 | -0.36 | 0.0026 | -0.0000 | |||||
| US337932AL12 / FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30 | 1.09 | 0.0026 | 0.0026 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.09 | -4.13 | 0.0026 | -0.0001 | |||||
| US718286CC97 / Philippine Government International Bond | 1.09 | 1.21 | 0.0026 | 0.0000 | |||||
| US65106FAD42 / NEWCASTLE MTG SECS TR 2007 1 STEP 04/25/2037 | 1.09 | -14.52 | 0.0026 | -0.0004 | |||||
| 1261229 BC LTD 10% 04/15/2032 144A / DBT (US68288AAA51) | 1.09 | 0.0026 | 0.0026 | ||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 1.09 | -64.27 | 0.0026 | -0.0047 | |||||
| US00846UAN19 / Agilent Technologies Inc | 1.09 | 0.74 | 0.0026 | 0.0000 | |||||
| ELFI GRADUATE LOAN PROGRAM 2024-A LLC 5.56% 08/25/2049 144A / ABS-CBDO (US28627LAA52) | 1.09 | -6.29 | 0.0026 | -0.0002 | |||||
| STAR 2025-SFR5 TRUST TSFR1M+245 02/17/2042 144A / ABS-CBDO (US85520CAG06) | 1.09 | -0.46 | 0.0026 | -0.0000 | |||||
| US302445AE15 / FLIR Systems, Inc. | 1.09 | 0.37 | 0.0026 | 0.0000 | |||||
| US20826FBG00 / ConocoPhillips Co | 1.09 | -6.06 | 0.0026 | -0.0002 | |||||
| US126650DN71 / CVS Health Corp | 1.08 | 0.65 | 0.0026 | 0.0000 | |||||
| US3140XD2K15 / FNMA 30YR 3% 12/01/2051#FM9777 | 1.08 | -4.07 | 0.0026 | -0.0001 | |||||
| AIMCO CLO 22 LTD / AIMCO CLO 22 LLC A TSFR3M+150 04/19/2037 144A / ABS-CBDO (US00901UAA16) | 1.08 | -0.28 | 0.0026 | -0.0000 | |||||
| US3133KYU800 / UMBS | 1.08 | -2.61 | 0.0026 | -0.0001 | |||||
| US3132DWA522 / UMBS Freddie Mac Pool | 1.08 | -4.16 | 0.0026 | -0.0001 | |||||
| US693475BU84 / PNC Financial Services Group Inc/The | 1.08 | -1.37 | 0.0026 | -0.0000 | |||||
| US05571AAQ85 / BPCE SA | 1.08 | -0.55 | 0.0026 | -0.0000 | |||||
| XS1208436219 / ALPHA TRAINS FINANCE SA 2.064% 06/30/30 | 1.08 | 9.79 | 0.0026 | 0.0002 | |||||
| US620076BL24 / Motorola Solutions Inc | 1.08 | 0.09 | 0.0026 | 0.0000 | |||||
| OCP CLO 2025-40 LTD A TSFR3M+114 04/16/2038 144A / ABS-CBDO (US67570FAA30) | 1.08 | -0.37 | 0.0026 | -0.0000 | |||||
| US3140LBZA48 / Fannie Mae Pool | 1.08 | -0.28 | 0.0026 | -0.0000 | |||||
| US36179U4C35 / Ginnie Mae II Pool | 1.08 | 0.0026 | 0.0026 | ||||||
| STREAM INNOVATIONS 2024-2A C 9.05% 02/15/2045 144A / ABS-CBDO (US86324EAC12) | 1.08 | -1.56 | 0.0026 | -0.0000 | |||||
| US161631AK29 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 1A10 | 1.07 | -1.20 | 0.0026 | -0.0000 | |||||
| US3140XLSP44 / FNMA 30YR 4% 12/01/2051#FS5025 | 1.07 | -3.07 | 0.0026 | -0.0001 | |||||
| US36267PAL04 / GLS Auto Receivables Issuer Trust, Series 2023-3A, Class E | 1.07 | -1.02 | 0.0026 | -0.0000 | |||||
| US31418D4W91 / Fannie Mae Pool | 1.07 | -4.03 | 0.0026 | -0.0001 | |||||
| US898813AU40 / TUCSON ELECTRIC POWER CO REGD 3.25000000 | 1.07 | -0.65 | 0.0026 | -0.0000 | |||||
| Phillips Edison Grocery Center Operating Partnership I LP 5.75% 07/15/2034 / DBT (US71845JAB44) | 1.07 | -1.29 | 0.0026 | -0.0000 | |||||
| US87612GAB77 / Targa Resources Corp | 1.07 | 71.20 | 0.0026 | 0.0011 | |||||
| US35563QAB32 / Freddie Mac Multifamily Structured Credit Risk | 1.07 | -4.89 | 0.0026 | -0.0001 | |||||
| US3133B1XC07 / FREDDIE MAC POOL FR QD4275 | 1.07 | -3.26 | 0.0026 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.07 | -4.47 | 0.0026 | -0.0001 | |||||
| US302491AV74 / FMC Corp. | 1.07 | -6.56 | 0.0026 | -0.0002 | |||||
| US097023CJ22 / BOEING CO SR UNSECURED 05/34 3.6 | 1.07 | 0.09 | 0.0026 | 0.0000 | |||||
| US3140XKJK74 / FNMA 15YR 2% 02/01/2028#FS3865 | 1.07 | -12.03 | 0.0026 | -0.0003 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 1.07 | 74.63 | 0.0026 | 0.0011 | |||||
| US95001MAG50 / Wells Fargo Commercial Mortgage Trust 2017-C38 | 1.07 | 0.00 | 0.0026 | 0.0000 | |||||
| US3133KRBN35 / FHLM 30YR 5% 05/01/2053#RA9045 | 1.06 | -2.74 | 0.0026 | -0.0001 | |||||
| US345397B777 / Ford Motor Credit Co LLC | 1.06 | 0.47 | 0.0026 | 0.0000 | |||||
| US3140M7SV49 / FNMA 15YR 2% 12/01/2036#BU5931 | 1.06 | -4.49 | 0.0026 | -0.0001 | |||||
| ALTG / Alta Equipment Group Inc. | 1.06 | 6.42 | 0.0026 | 0.0002 | |||||
| BMP 2024-MF23 C TSFR1M+194.113 06/15/2041 144A / ABS-MBS (US05593JAE01) | 1.06 | 0.00 | 0.0025 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.06 | -4.33 | 0.0025 | -0.0001 | |||||
| XS2690137299 / Lloyds Banking Group PLC | 1.06 | 9.08 | 0.0025 | 0.0002 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 1.06 | 0.0025 | 0.0025 | ||||||
| US16144JAC53 / CHASE AUTO OWNER TRUST 2022-A CHAOT 2022-AA A3 | 1.06 | -34.86 | 0.0025 | -0.0014 | |||||
| US92840VAH50 / VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A | 1.05 | 1.25 | 0.0025 | 0.0000 | |||||
| US33767WAE30 / FirstKey Homes, Series 2021-SFR1, Class C | 1.05 | -0.09 | 0.0025 | -0.0000 | |||||
| US475795AD24 / JELD-WEN INC 4.875% 12/15/2027 144A | 1.05 | -7.39 | 0.0025 | -0.0002 | |||||
| US3133KKS753 / FREDDIE MAC POOL UMBS P#RA4142 2.50000000 | 1.05 | -4.27 | 0.0025 | -0.0001 | |||||
| HERC HOLDINGS ESCROW 7% 06/15/2030 144A / DBT (US42703NAA90) | 1.05 | 0.0025 | 0.0025 | ||||||
| US3140L5BA39 / FNMA 15YR 2% 04/01/2036#BR6332 | 1.05 | -2.96 | 0.0025 | -0.0001 | |||||
| US36179W7L60 / Ginnie Mae II Pool | 1.05 | -53.91 | 0.0025 | -0.0021 | |||||
| P1NW34 / Pinnacle West Capital Corporation - Depositary Receipt (Common Stock) | 1.05 | 0.0025 | 0.0025 | ||||||
| US3133KRVG63 / FHLM 30YR 5% 08/01/2053#RA9615 | 1.05 | -2.70 | 0.0025 | -0.0001 | |||||
| US69335PEQ46 / PFS Financing Corp., Series 2022-D, Class B | 1.05 | 0.10 | 0.0025 | 0.0000 | |||||
| EQT / EQT Corporation | 1.05 | 0.0025 | 0.0025 | ||||||
| GCAT 2024-NQM2 A1 TR 6.085% 06/25/2059 144A / ABS-CBDO (US36831CAA09) | 1.05 | -9.99 | 0.0025 | -0.0003 | |||||
| US3140M2FW71 / FNMA 15YR 2% 10/01/2036#BU1080 | 1.05 | -3.24 | 0.0025 | -0.0001 | |||||
| US3617YGAX36 / GNMA II | 1.05 | 0.29 | 0.0025 | 0.0000 | |||||
| US3617XXDH90 / GNMA II | 1.05 | 1.85 | 0.0025 | 0.0000 | |||||
| Q1UA34 / Quanta Services, Inc. - Depositary Receipt (Common Stock) | 1.04 | 0.29 | 0.0025 | 0.0000 | |||||
| US92343VFT61 / VERIZON COMMUNICATIONS INC 2.65% 11/20/2040 | 1.04 | -2.88 | 0.0025 | -0.0001 | |||||
| US29364WAY49 / Entergy Louisiana LLC | 1.04 | 0.58 | 0.0025 | 0.0000 | |||||
| US3140XK3B44 / FNMA UMBS, 30 Year | 1.04 | -6.63 | 0.0025 | -0.0002 | |||||
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG F VAR 11/05/2041 144A / ABS-MBS (US46593KAL52) | 1.04 | -0.76 | 0.0025 | -0.0000 | |||||
| MCR 2024-HF1 A MORTGAGE TRUST TSFR1M+179.3 12/15/2041 144A / ABS-MBS (US55287FAA21) | 1.04 | -0.57 | 0.0025 | -0.0000 | |||||
| US64952GAE89 / New York Life Insurance Co. | 1.04 | -1.70 | 0.0025 | -0.0000 | |||||
| US880591EU26 / Tennessee Valley Authority | 1.04 | 0.29 | 0.0025 | 0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.04 | 0.0025 | 0.0025 | ||||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 1.04 | -0.19 | 0.0025 | -0.0000 | |||||
| 30064K105 / Exacttarget, Inc. | 1.04 | -6.91 | 0.0025 | -0.0002 | |||||
| US3140X4V450 / Fannie Mae Pool | 1.04 | -4.95 | 0.0025 | -0.0001 | |||||
| US437076BA91 / Home Depot Inc. 4.2% 04/01/43 | 1.04 | -3.62 | 0.0025 | -0.0001 | |||||
| US95081QAP90 / WESCO DISTRIBUTION INC | 1.04 | -0.48 | 0.0025 | -0.0000 | |||||
| US281020AX52 / Edison International | 1.04 | 5.28 | 0.0025 | 0.0001 | |||||
| US224927AE34 / CAALT_23-1A | 1.04 | -1.15 | 0.0025 | -0.0000 | |||||
| US161175CG74 / Charter Communications Operating LLC / Charter Communications Operating Capital | 1.03 | 266.67 | 0.0025 | 0.0018 | |||||
| US3132DP6B98 / FR SD2666 | 1.03 | -6.77 | 0.0025 | -0.0002 | |||||
| US08162FAK93 / BENCHMARK 2019-B12 MTG TR VAR/1.207 08/15/2052 144A | 1.03 | -2.82 | 0.0025 | -0.0001 | |||||
| KSL COML MTG TR 2025-MAK E VAR 06/16/2042 144A / ABS-MBS (US50116JAJ34) | 1.03 | 0.0025 | 0.0025 | ||||||
| FR001400FDG9 / Electricite de France SA | 1.03 | 5.31 | 0.0025 | 0.0001 | |||||
| CABK / CaixaBank, S.A. | 1.03 | -10.97 | 0.0025 | -0.0003 | |||||
| US161175CA05 / Charter Communications Operating LLC / Charter Communications Operating Capital | 1.03 | -85.05 | 0.0025 | -0.0141 | |||||
| VEGAS 2024-GCS D VAR 07/10/2036 144A / ABS-MBS (US92254BAC90) | 1.03 | 0.10 | 0.0025 | 0.0000 | |||||
| US3140MA2R41 / FNMA 30YR 3% 03/01/2052#BU8883 | 1.03 | -3.20 | 0.0025 | -0.0001 | |||||
| US80281LAQ86 / Santander UK Group Holdings PLC | 1.03 | 0.49 | 0.0025 | 0.0000 | |||||
| US3132DWJS35 / Freddie Mac Pool | 1.03 | -3.75 | 0.0025 | -0.0001 | |||||
| FHLMC REMI 30YR 6.5% 03/01/2055#RJ3703 / ABS-MBS (US3142GUDH31) | 1.03 | 0.0025 | 0.0025 | ||||||
| BRSTNCNTF1Q6 / Brazil Notas do Tesouro Nacional Serie F | 1.03 | 7.77 | 0.0025 | 0.0002 | |||||
| SANTANDER DRIVE AUTO RECEIVABLES TR 2024-2 6.28% 08/15/2031 / ABS-CBDO (US80286YAF97) | 1.03 | -0.97 | 0.0025 | -0.0000 | |||||
| US29273VAU44 / Energy Transfer LP | 1.02 | -1.73 | 0.0025 | -0.0000 | |||||
| GREENSKY HOME IMPROVEMENT TRUST 2024-1 5.67% 06/25/2059 144A / ABS-CBDO (US39571MAD02) | 1.02 | -22.13 | 0.0025 | -0.0007 | |||||
| US666807CJ91 / Northrop Grumman Corp | 1.02 | 90.67 | 0.0025 | 0.0012 | |||||
| K1EY34 / KeyCorp - Depositary Receipt (Common Stock) | 1.02 | -0.78 | 0.0025 | -0.0000 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 1.02 | 31.87 | 0.0025 | 0.0006 | |||||
| US341081FH55 / Florida Power & Light Co. | 1.02 | -2.76 | 0.0025 | -0.0001 | |||||
| US817477AG78 / Serbia International Bond | 1.02 | 0.20 | 0.0025 | 0.0000 | |||||
| DUKE ENERGY PROGRESS LLC 5.05% 03/15/2035 / DBT (US26442UAU88) | 1.02 | 0.0024 | 0.0024 | ||||||
| US97064YAA29 / Willis Engine Structured Trust VII | 1.02 | -2.68 | 0.0024 | -0.0001 | |||||
| US225470RT28 / CREDIT SUISS FB MTG SECS CORP 6.5% 01/25/2036 | 1.02 | -2.49 | 0.0024 | -0.0001 | |||||
| US14856CAA71 / CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2018-1 SER 2018-1 CL A REGD 144A P/P 4.12500000 | 1.02 | -10.08 | 0.0024 | -0.0003 | |||||
| US3140KTJ303 / FNMA 30YR 4% 03/01/2052#BQ7481 | 1.02 | -2.87 | 0.0024 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.02 | -6.45 | 0.0024 | -0.0002 | |||||
| US3132CW4V37 / Federal Home Loan Mortgage Corporation | 1.01 | -5.59 | 0.0024 | -0.0001 | |||||
| US89788MAM47 / Truist Financial Corp | 1.01 | -0.98 | 0.0024 | -0.0000 | |||||
| US36179TCY91 / Ginnie Mae II Pool | 1.01 | -5.06 | 0.0024 | -0.0001 | |||||
| US539439AY57 / LLOYDS BANKING GROUP PLC 5.985000% 08/07/2027 | 1.01 | -0.39 | 0.0024 | -0.0000 | |||||
| DT AUTO OWNER TR 2023-3 E 10.21% 05/15/2030 144A / ABS-CBDO (US23345WAE57) | 1.01 | 0.0024 | 0.0024 | ||||||
| XS1991126431 / Cooperatieve Rabobank UA | 1.01 | 9.40 | 0.0024 | 0.0002 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 1.01 | -0.69 | 0.0024 | -0.0000 | |||||
| US02529YAG89 / ACAR 23-2 D 144A 6.47% 08-13-29/12-14-26 | 1.01 | -0.69 | 0.0024 | -0.0000 | |||||
| TEVA PHARMACEUTICAL FIN NETH III B V 6% 12/01/2032 / DBT (US88167AAT88) | 1.01 | 0.0024 | 0.0024 | ||||||
| APPALACHIAN POWER CO 5.65% 04/01/2034 / DBT (US037735DB08) | 1.01 | -0.79 | 0.0024 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.01 | -29.78 | 0.0024 | -0.0010 | |||||
| US059515AK26 / BANC AMER FDG 2007-3 TA8 TSFR1M+29.448 04/25/2037 | 1.01 | -3.82 | 0.0024 | -0.0001 | |||||
| US92873AAA60 / VOLT XCIV LLC 2.2395% 02/27/2051 144A | 1.01 | -55.83 | 0.0024 | -0.0031 | |||||
| US3140QHE272 / UMBS | 1.01 | -4.10 | 0.0024 | -0.0001 | |||||
| US46647PDG81 / JPMorgan Chase & Co. | 1.01 | 0.10 | 0.0024 | 0.0000 | |||||
| US65535HAX70 / Nomura Holdings Inc | 1.00 | 0.00 | 0.0024 | 0.0000 | |||||
| US12189LBK61 / Burlington Northern Santa Fe LLC | 1.00 | -4.83 | 0.0024 | -0.0001 | |||||
| US12530QAA40 / CFMT 2023-H12 LLC | 1.00 | -9.39 | 0.0024 | -0.0002 | |||||
| GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.55% 10/27/2059 144A / ABS-CBDO (US39571XAF15) | 1.00 | -0.69 | 0.0024 | -0.0000 | |||||
| ARTERA SERVICES LLC 8.5% 02/15/2031 144A / DBT (US04302XAA28) | 1.00 | -15.16 | 0.0024 | -0.0004 | |||||
| US3133KM4Y85 / FHLG 30YR 2% 11/01/2051#RA6239 | 1.00 | -4.39 | 0.0024 | -0.0001 | |||||
| US89788MAP77 / Truist Financial Corp | 1.00 | -1.38 | 0.0024 | -0.0000 | |||||
| HPS LN MGMT 2024-20 LTD/LLC B1 TSFR3M+185 07/25/2037 144A / ABS-CBDO (US40443WAC47) | 1.00 | -0.40 | 0.0024 | -0.0000 | |||||
| US74980XAC02 / RR15 Ltd | 1.00 | 0.00 | 0.0024 | 0.0000 | |||||
| GOOGL / Alphabet Inc. - Depositary Receipt (Common Stock) | 1.00 | 0.0024 | 0.0024 | ||||||
| US83012QAA22 / Sixth Street CLO XX Ltd | 1.00 | -0.20 | 0.0024 | -0.0000 | |||||
| US33829WAC38 / 522 Funding CLO 2019-5 Ltd | 1.00 | -0.10 | 0.0024 | -0.0000 | |||||
| NISSAN AUTO RECEIVABLES 2024-B OWNER TRUST 4.34% 03/15/2029 / ABS-CBDO (US65479WAD65) | 1.00 | -0.10 | 0.0024 | -0.0000 | |||||
| US64990FMT83 / NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE | 1.00 | -1.48 | 0.0024 | -0.0000 | |||||
| US683715AF36 / Open Text Corp | 1.00 | -0.40 | 0.0024 | -0.0000 | |||||
| US12667GYX59 / Alternative Loan Trust 2005-31 | 1.00 | -6.20 | 0.0024 | -0.0002 | |||||
| US00914AAT97 / AIR LEASE CORPORATION | 1.00 | -0.20 | 0.0024 | -0.0000 | |||||
| US12666TAD81 / CWABS Asset-Backed Certificates Trust 2006-11 | 1.00 | -4.50 | 0.0024 | -0.0001 | |||||
| VERUS 2025-4 5.448% 05/25/2070 144A / ABS-CBDO (US92540UAC18) | 1.00 | 0.0024 | 0.0024 | ||||||
| NAVESINK CLO 2 LTD A1 TSFR3M+127 04/15/2036 144A / ABS-CBDO (US63942YAA29) | 1.00 | -0.20 | 0.0024 | -0.0000 | |||||
| US3140NMJR93 / FNMA 30YR 6% 07/01/2053#BY4771 | 1.00 | -1.09 | 0.0024 | -0.0000 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 1.00 | -0.70 | 0.0024 | -0.0000 | |||||
| BAIN CAPITAL CREDIT CLO 2019-3 LTD ARR TSFR3M+103 10/21/2034 144A / ABS-CBDO (US05683TBA60) | 1.00 | -0.40 | 0.0024 | -0.0000 | |||||
| US3138WJN537 / Fannie Mae Pool | 1.00 | -5.23 | 0.0024 | -0.0001 | |||||
| ARSENAL AIC PARENT LLC 11.5% 10/01/2031 144A / DBT (US04288BAC46) | 1.00 | -0.40 | 0.0024 | -0.0000 | |||||
| US00178UAE91 / AMSR TRUST AMSR 2020 SFR2 E1 144A | 1.00 | 0.30 | 0.0024 | 0.0000 | |||||
| HINNT 2024-A LLC 8% 03/15/2043 144A / ABS-CBDO (US40472QAE70) | 1.00 | -11.15 | 0.0024 | -0.0003 | |||||
| US3132Y4BD37 / Freddie Mac Gold Pool | 1.00 | -3.30 | 0.0024 | -0.0001 | |||||
| D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) | 1.00 | -24.60 | 0.0024 | -0.0008 | |||||
| CONOCOPHILLIPS CO 5% 01/15/2035 / DBT (US20826FBL94) | 1.00 | -1.78 | 0.0024 | -0.0000 | |||||
| AFFIRM ASSET SECURITIZATION TR 2024-B B 4.88% 09/15/2029 144A / ABS-CBDO (US00835AAB44) | 1.00 | -0.50 | 0.0024 | -0.0000 | |||||
| US3142GQAC68 / Federal Home Loan Mortgage Corporation | 1.00 | -3.77 | 0.0024 | -0.0001 | |||||
| US06051GKP36 / Bank of America Corp | 1.00 | 0.20 | 0.0024 | 0.0000 | |||||
| US3140QQVW28 / FNMA 30YR 5% 11/01/2052#CB5128 | 0.99 | -5.42 | 0.0024 | -0.0001 | |||||
| US19828TAA43 / CORP. NOTE | 0.99 | -0.30 | 0.0024 | -0.0000 | |||||
| LEIDOS INC 5.4% 03/15/2032 / DBT (US52532XAK19) | 0.99 | -0.50 | 0.0024 | -0.0000 | |||||
| US3132WGTP25 / Freddie Mac Gold Pool | 0.99 | -3.03 | 0.0024 | -0.0001 | |||||
| DHL / Deutsche Post AG | 0.99 | 0.0024 | 0.0024 | ||||||
| US26863LAN47 / ELP Commercial Mortgage Trust 2021-ELP | 0.99 | -0.30 | 0.0024 | -0.0000 | |||||
| US36179WTZ13 / GINNIE MAE II POOL P#MA7768 3.00000000 | 0.99 | -4.79 | 0.0024 | -0.0001 | |||||
| US36179RBX61 / Ginnie Mae II Pool | 0.99 | -4.62 | 0.0024 | -0.0001 | |||||
| AFFIRM ASSET SECURITIZATION TR 2024-B C 5.06% 09/15/2029 144A / ABS-CBDO (US00835AAC27) | 0.99 | -0.90 | 0.0024 | -0.0000 | |||||
| US682696AB50 / OneMain Financial Issuance Trust 2020-2 | 0.99 | 0.00 | 0.0024 | 0.0000 | |||||
| DLLAD 2024-1 LLC 5.3% 07/20/2029 144A / ABS-CBDO (US23346MAC01) | 0.99 | -0.60 | 0.0024 | -0.0000 | |||||
| US12433UAG04 / BX Trust 2018-GW | 0.99 | -0.20 | 0.0024 | -0.0000 | |||||
| US172967PA33 / CITIGROUP INC | 0.99 | 53.64 | 0.0024 | 0.0009 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 0.99 | -3.41 | 0.0024 | -0.0001 | |||||
| US84850XAK81 / Spin Holdco Inc., Term Loan | 0.99 | -1.69 | 0.0024 | -0.0000 | |||||
| US36202FX928 / Ginnie Mae II Pool | 0.99 | -2.27 | 0.0024 | -0.0001 | |||||
| JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS GROUP 6.375% 02/25/2055 144A / DBT (US472140AC65) | 0.99 | 0.0024 | 0.0024 | ||||||
| VALLEY STREAM PARK CLO LTD E1RR TSFR3M+525 01/20/2037 144A / ABS-CBDO (US92013BAJ61) | 0.99 | -1.30 | 0.0024 | -0.0000 | |||||
| US77578JAC27 / Rolls-Royce PLC | 0.99 | 0.41 | 0.0024 | 0.0000 | |||||
| NELNET STUDENT LN TR 2025-AA A1B SOFR30A+110 03/15/2057 144A / ABS-CBDO (US64033XAE40) | 0.99 | 0.0024 | 0.0024 | ||||||
| US019579AA90 / Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl | 0.99 | 0.41 | 0.0024 | 0.0000 | |||||
| US31418DZU98 / Fannie Mae Pool | 0.99 | -4.00 | 0.0024 | -0.0001 | |||||
| 2914 / Japan Tobacco Inc. | 0.98 | 0.0024 | 0.0024 | ||||||
| US3133KQW364 / FHLMC 30YR UMBS | 0.98 | -5.11 | 0.0024 | -0.0001 | |||||
| US12636MAE84 / CSAIL 2016-C6 Commercial Mortgage Trust | 0.98 | 0.31 | 0.0024 | 0.0000 | |||||
| CROSS 2024-H3 MORTGAGE TRUST 6.272% 06/25/2069 144A / ABS-CBDO (US22758DAA72) | 0.98 | -6.12 | 0.0024 | -0.0002 | |||||
| XS2384289554 / QBE INS GROUP LTD 2.5%/VAR 09/13/2038 REGS | 0.98 | 7.80 | 0.0024 | 0.0002 | |||||
| US07386HKV23 / Bear Stearns ALT-A Trust 2004-8 | 0.98 | -0.41 | 0.0024 | -0.0000 | |||||
| US31398NFC39 / FANNIE MAE 2010-95 ZC 5% 09/25/2040 | 0.98 | -2.20 | 0.0024 | -0.0001 | |||||
| US37045VAF76 / General Motors Co | 0.98 | -4.30 | 0.0024 | -0.0001 | |||||
| US3142GQAB85 / Federal Home Loan Mortgage Corporation | 0.98 | -2.68 | 0.0024 | -0.0001 | |||||
| PK ALIFT LOAN FUNDING 3 LP 5.842% 09/15/2039 144A / ABS-CBDO (US69291VAB09) | 0.98 | -3.55 | 0.0024 | -0.0001 | |||||
| US925650AD55 / VICI Properties LP | 0.98 | -73.13 | 0.0024 | -0.0064 | |||||
| US63861VAJ61 / Nationwide Building Society | 0.98 | 0.0023 | 0.0023 | ||||||
| US90278MAZ05 / UBS Commercial Mortgage Trust | 0.98 | 0.83 | 0.0023 | 0.0000 | |||||
| US3140QQEA90 / FNMA UMBS, 30 Year | 0.98 | -4.03 | 0.0023 | -0.0001 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.98 | -6.33 | 0.0023 | -0.0002 | |||||
| US19828TAE64 / COLUMBIA PIPELINES OPERATING CO LLC 144A LIFE SR UNSEC 6.497% 08-15-43 | 0.98 | -5.71 | 0.0023 | -0.0001 | |||||
| US3136B27L04 / FNMA ACES, Series 2018-M14, Class A2 | 0.97 | 0.00 | 0.0023 | 0.0000 | |||||
| US404119CL13 / HCA Inc | 0.97 | -3.76 | 0.0023 | -0.0001 | |||||
| US3140X4KG04 / Fannie Mae Pool | 0.97 | -4.98 | 0.0023 | -0.0001 | |||||
| US031162CQ15 / Amgen Inc | 0.97 | 0.31 | 0.0023 | 0.0000 | |||||
| OCP CLO 2020-8R LTD AR TSFR3M+125 10/17/2036 144A / ABS-CBDO (US670898AQ88) | 0.97 | -70.91 | 0.0023 | -0.0057 | |||||
| US26863LAE48 / ELP COMMERCIAL MORTGAGE TRUST 2021-ELP 1ML+112.02 11/15/2036 144A | 0.97 | 0.00 | 0.0023 | 0.0000 | |||||
| US749228AD45 / RALI Series 2006-QS4 Trust | 0.97 | -3.87 | 0.0023 | -0.0001 | |||||
| US55336VAM28 / MPLX LP | 0.97 | -2.81 | 0.0023 | -0.0001 | |||||
| US12515HAZ82 / CD 2017-CD5 Mortgage Trust | 0.97 | 0.52 | 0.0023 | 0.0000 | |||||
| US86959LAP85 / Svenska Handelsbanken AB | 0.97 | 0.21 | 0.0023 | 0.0000 | |||||
| US3128P8DM02 / Freddie Mac Gold Pool | 0.97 | -3.59 | 0.0023 | -0.0001 | |||||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | 0.97 | -54.68 | 0.0023 | -0.0028 | |||||
| US379929AD43 / GM Financial Automobile Leasing Trust 2023-3 | 0.97 | -29.98 | 0.0023 | -0.0010 | |||||
| ENBW INTERNATIONAL FINANCE BV 3.75% 11/20/2035 REGS / DBT (XS2942479044) | 0.97 | 8.04 | 0.0023 | 0.0002 | |||||
| US83368RBJ05 / Societe Generale SA | 0.97 | 0.10 | 0.0023 | 0.0000 | |||||
| US842400HX47 / SOUTHERN CALIFORNIA EDISON COMPANY | 0.96 | -8.80 | 0.0023 | -0.0002 | |||||
| US3138YWJV05 / Fannie Mae Pool | 0.96 | -4.65 | 0.0023 | -0.0001 | |||||
| US03465WAA99 / ANGEL OAK MORTGAGE TRUST 2023-1 SER 2023-1 CL A1 V/R REGD 144A P/P 4.75000000 | 0.96 | -3.79 | 0.0023 | -0.0001 | |||||
| US3140KEEM62 / Fannie Mae Pool | 0.96 | -3.31 | 0.0023 | -0.0001 | |||||
| US161175BV50 / Charter Communications Operating LLC / Charter Communications Operating Capital | 0.96 | 50.00 | 0.0023 | 0.0008 | |||||
| US36179MVR86 / Ginnie Mae II Pool | 0.96 | -3.31 | 0.0023 | -0.0001 | |||||
| US78449HAB33 / SMB PRIVATE EDUCATION LOAN TRUST 2023-B SER 2023-B CL A1B V/R REGD 144A P/P 0.00000000 | 0.96 | -5.31 | 0.0023 | -0.0001 | |||||
| US30308KAC53 / FREMF 2018-K85 Mortgage Trust | 0.96 | 0.21 | 0.0023 | 0.0000 | |||||
| 4755 / Rakuten Group, Inc. | 0.96 | 0.0023 | 0.0023 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.96 | -4.66 | 0.0023 | -0.0001 | |||||
| ACA / Crédit Agricole S.A. | 0.96 | -0.93 | 0.0023 | -0.0000 | |||||
| US16115QAF72 / Chart Industries Inc | 0.96 | -0.10 | 0.0023 | -0.0000 | |||||
| US927804FB53 / Virginia Electric & Power 6% Srnts 5/15/37 | 0.96 | -2.64 | 0.0023 | -0.0001 | |||||
| ENTERPRISE FLEET FINANCING 2025-2 A4 LLC 4.58% 12/22/2031 144A / ABS-CBDO (US29375TAD46) | 0.96 | 0.0023 | 0.0023 | ||||||
| TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM C TSFR1M+219.158 12/15/2039 144A / ABS-MBS (US87231EAE77) | 0.96 | -0.83 | 0.0023 | -0.0000 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0.96 | -0.52 | 0.0023 | -0.0000 | |||||
| DGZ / DB Gold Short ETN | 0.96 | 0.21 | 0.0023 | 0.0000 | |||||
| US646139X831 / New Jersey Turnpike Authority Revenue Bonds, Build America Bonds | 0.96 | -3.73 | 0.0023 | -0.0001 | |||||
| US46115HCD70 / Intesa Sanpaolo SpA | 0.96 | -1.04 | 0.0023 | -0.0000 | |||||
| BMY / Bristol-Myers Squibb Company - Depositary Receipt (Common Stock) | 0.95 | -5.82 | 0.0023 | -0.0001 | |||||
| US78473HAJ59 / SPGN 2022-TFLM Mortgage Trust | 0.95 | -0.94 | 0.0023 | -0.0000 | |||||
| FLORIDA PWR and LT CO 5.15% 06/15/2029 / DBT (US341081GT84) | 0.95 | 0.53 | 0.0023 | 0.0000 | |||||
| TOTALENERGIES CAPITAL SA 5.638% 04/05/2064 / DBT (US89157XAC56) | 0.95 | -5.83 | 0.0023 | -0.0001 | |||||
| US3617WBTQ15 / GNMA II 2.893% 08/20/2071#CF9559 | 0.95 | 0.74 | 0.0023 | 0.0000 | |||||
| US26442UAR59 / Duke Energy Progress LLC | 0.95 | -4.90 | 0.0023 | -0.0001 | |||||
| FIRSTKEY HOMES 2022-SFR2 TRUST 4.5% 07/17/2039 144A / ABS-CBDO (US33767PAS74) | 0.95 | -0.42 | 0.0023 | -0.0000 | |||||
| MADISON PK FDG XXX LTD / LLC A1R TSFR3M+136 07/16/2037 144A / ABS-CBDO (US55821TAL17) | 0.95 | 57.97 | 0.0023 | 0.0008 | |||||
| US49272YAB92 / Kevlar SpA | 0.95 | 1.28 | 0.0023 | 0.0000 | |||||
| OBX 2024-NQM2 A1 TR 5.878% 12/25/2063 144A / ABS-CBDO (US67118HAA86) | 0.95 | -8.48 | 0.0023 | -0.0002 | |||||
| XS2560422581 / BARCLAYS PLC (UNGTD) 5.262%/VAR 01/29/2034 REGS | 0.95 | -14.20 | 0.0023 | -0.0004 | |||||
| US31329MLL27 / FHLG 15YR 2.5% 11/32#ZA3931 | 0.95 | -7.33 | 0.0023 | -0.0002 | |||||
| US05526DBR52 / BAT Capital Corp | 0.95 | 0.85 | 0.0023 | 0.0000 | |||||
| US29273RAF64 / Energy Transfer 6.625% Senior Notes 10/15/36 | 0.95 | -3.07 | 0.0023 | -0.0001 | |||||
| US86765BAT61 / Sunoco Logistics Partners Bond | 0.95 | 0.11 | 0.0023 | 0.0000 | |||||
| US63906EB929 / NatWest Markets PLC | 0.95 | 0.0023 | 0.0023 | ||||||
| PRPM 2025-RCF1 A1 LLC VAR 02/25/2055 144A / ABS-CBDO (US74390RAA14) | 0.95 | -3.96 | 0.0023 | -0.0001 | |||||
| US91159HJN17 / US Bancorp | 0.94 | -0.63 | 0.0023 | -0.0000 | |||||
| EOAN / E.ON SE | 0.94 | -32.18 | 0.0023 | -0.0011 | |||||
| PXTJ / Petroleos Mexicanos | 0.94 | 1.61 | 0.0023 | 0.0000 | |||||
| US35671DCE31 / Freeport-McMoRan Inc | 0.94 | 0.32 | 0.0023 | 0.0000 | |||||
| US12669GXD86 / Reperforming Loan REMIC Trust 2005-R1 | 0.94 | -9.49 | 0.0023 | -0.0002 | |||||
| US3140Q8K875 / Federal National Mortgage Association | 0.94 | -3.78 | 0.0023 | -0.0001 | |||||
| US202795JX94 / Commonwealth Edison Co | 0.94 | -0.74 | 0.0023 | -0.0000 | |||||
| US20826FBF27 / CONOCOPHILLIPS COMPANY REGD 5.05000000 | 0.94 | -0.74 | 0.0023 | -0.0000 | |||||
| US74456QBX34 / Public Service Electric & Gas Co. | 0.94 | 0.43 | 0.0023 | 0.0000 | |||||
| HTHROW / Heathrow Funding Ltd | 0.94 | 5.86 | 0.0023 | 0.0001 | |||||
| US933636AA02 / WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust | 0.94 | -2.80 | 0.0023 | -0.0001 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.94 | -3.00 | 0.0023 | -0.0001 | |||||
| US30958PAA12 / Farmers Exchange Capital II | 0.94 | -2.90 | 0.0023 | -0.0001 | |||||
| US902613AP31 / UBS Group AG | 0.94 | 0.11 | 0.0023 | 0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.94 | -3.40 | 0.0023 | -0.0001 | |||||
| US05971KAF66 / Banco Santander SA | 0.94 | 0.75 | 0.0023 | 0.0000 | |||||
| US125039AC14 / CD_17-CD6 | 0.94 | 0.00 | 0.0023 | 0.0000 | |||||
| US43289DAK90 / HILTON HOTELS 11/30/30 | 0.94 | 0.0023 | 0.0023 | ||||||
| US3138WEV309 / Fannie Mae Pool | 0.94 | -4.10 | 0.0023 | -0.0001 | |||||
| US90187LAN91 / 245 Park Avenue Trust 2017-245P | 0.94 | 0.0023 | 0.0023 | ||||||
| US88167PAC23 / ASSET BACKED SECURITY | 0.94 | -58.98 | 0.0023 | -0.0032 | |||||
| US05329WAQ50 / AUTONATION INC DEL 4.75% 06/01/2030 | 0.94 | -0.21 | 0.0022 | -0.0000 | |||||
| US3140LNLL96 / FNMA 30YR 2.5% 05/01/2051#BT0330 | 0.93 | -3.61 | 0.0022 | -0.0001 | |||||
| BANK OF AMERICA CORPORATION 5.511%/VAR 01/24/2036 / DBT (US06051GMM86) | 0.93 | -50.32 | 0.0022 | -0.0023 | |||||
| US571903BL69 / Marriott International Inc/MD | 0.93 | 0.11 | 0.0022 | 0.0000 | |||||
| US78396YAA10 / Sesac Finance LLC | 0.93 | -0.85 | 0.0022 | -0.0000 | |||||
| US37190AAA79 / Genpact Luxembourg SARL/Genpact USA Inc | 0.93 | 0.22 | 0.0022 | 0.0000 | |||||
| US92332YAA91 / Venture Global LNG, Inc. | 0.93 | -13.15 | 0.0022 | -0.0003 | |||||
| PIKES PEAK CLO 6 / PIKES PEAK CLO 6 LLC DRR TSFR3M+250 05/18/2034 144A / ABS-CBDO (US72132YBE41) | 0.93 | -0.64 | 0.0022 | -0.0000 | |||||
| US501797AW48 / L Brands Inc | 0.93 | 0.00 | 0.0022 | 0.0000 | |||||
| ENBW INTERNATIONAL FINANCE BV 3.5% 07/22/2031 REGS / DBT (XS2862984510) | 0.93 | 9.05 | 0.0022 | 0.0002 | |||||
| US3132J4HK82 / FHLG 20YR 4% 01/01/2036#G30933 | 0.93 | -4.92 | 0.0022 | -0.0001 | |||||
| US3132DWBN20 / FHLMC UMBS, 30 Year | 0.93 | -4.43 | 0.0022 | -0.0001 | |||||
| US08161HAF73 / Benchmark 2018-B4 Mortgage Trust | 0.93 | -0.11 | 0.0022 | -0.0000 | |||||
| USB / U.S. Bancorp - Depositary Receipt (Common Stock) | 0.93 | -34.77 | 0.0022 | -0.0012 | |||||
| US3140XLUD85 / FNMA 30YR 5% 03/01/2050#FS5079 | 0.92 | -4.15 | 0.0022 | -0.0001 | |||||
| US05608TAB70 / BXG Receivables Note Trust 2020-A | 0.92 | -10.47 | 0.0022 | -0.0003 | |||||
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-2A A2 5.77% 06/15/2027 144A / ABS-CBDO (US37964VAB36) | 0.92 | -47.35 | 0.0022 | -0.0020 | |||||
| US071813CP23 / Baxter International Inc | 0.92 | 0.65 | 0.0022 | 0.0000 | |||||
| USY1758JAD55 / Continuum Energy Aura Pte. Ltd. | 0.92 | 0.0022 | 0.0022 | ||||||
| US59217GFP90 / Metropolitan Life Global Funding I | 0.92 | -0.65 | 0.0022 | -0.0000 | |||||
| US00084DAW02 / ABN AMRO Bank NV | 0.92 | 0.11 | 0.0022 | 0.0000 | |||||
| US57779EAA64 / Maxim Crane Works Holdings Capital LLC | 0.92 | -2.64 | 0.0022 | -0.0001 | |||||
| US3140QSPJ47 / FNMA 30YR 4.5% 06/01/2053#CB6724 | 0.92 | -2.85 | 0.0022 | -0.0001 | |||||
| US3140X9JF37 / FNMA 30YR 3.5% 01/01/2048#FM5661 | 0.92 | -4.77 | 0.0022 | -0.0001 | |||||
| 2282 / MGM China Holdings Limited | 0.92 | 0.0022 | 0.0022 | ||||||
| XS2289852522 / WHITBREAD GROUP PLC 2.375% 05/31/2027 REGS | 0.92 | 7.38 | 0.0022 | 0.0002 | |||||
| BNP / BNP Paribas SA | 0.92 | -0.65 | 0.0022 | -0.0000 | |||||
| HILTON DOMESTIC OPERATING CO INC 5.875% 03/15/2033 144A / DBT (US432833AR23) | 0.92 | 28.83 | 0.0022 | 0.0005 | |||||
| US3138ENK327 / FNMA 30YR 4.5% 09/01/2044 #AL5713 | 0.92 | -2.55 | 0.0022 | -0.0001 | |||||
| US3128MAEW50 / Freddie Mac Gold Pool | 0.92 | -6.54 | 0.0022 | -0.0002 | |||||
| CH0384125065 / PFAND SCHWZ HYPO | 0.92 | 0.0022 | 0.0022 | ||||||
| US36179UKY72 / Ginnie Mae II Pool | 0.92 | -4.19 | 0.0022 | -0.0001 | |||||
| BARRY CALLEBAUT SVCS NV 4.25% 08/19/2031 REGS / DBT (BE6360449621) | 0.91 | 187.42 | 0.0022 | 0.0014 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0.91 | 0.22 | 0.0022 | 0.0000 | |||||
| US45434L2H62 / Indian Railway Finance Corp Ltd | 0.91 | -0.76 | 0.0022 | -0.0000 | |||||
| US92978EAB02 / WACHOVIA MORTGAGE LOAN TRUST, WMLT 2006 AMN1 A2 | 0.91 | -2.45 | 0.0022 | -0.0001 | |||||
| US010392EZ75 / Alabama Pwr Co Senior Notes 6.125% 05/15/38 | 0.91 | -2.46 | 0.0022 | -0.0001 | |||||
| US12566LAB09 / CIM Trust | 0.91 | -83.67 | 0.0022 | -0.0095 | |||||
| US02361DAQ34 / Ameren Illinois Co | 0.91 | -4.61 | 0.0022 | -0.0001 | |||||
| AREIT 2024-CRE9 LTD / AREIT 2024-CRE9 LLC A TSFR1M+168.645 05/17/2041 144A / ABS-CBDO (US00193AAA25) | 0.91 | -0.33 | 0.0022 | -0.0000 | |||||
| AMPRION GMBH 3.125% 08/27/2030 REGS / DBT (DE000A383QQ2) | 0.91 | 9.24 | 0.0022 | 0.0002 | |||||
| US61772BAB99 / Morgan Stanley | 0.91 | -60.85 | 0.0022 | -0.0032 | |||||
| US015271AY59 / Alexandria Real Estate Equities Inc | 0.91 | -2.47 | 0.0022 | -0.0001 | |||||
| PARKLAND CORP 6.625% 08/15/2032 144A / DBT (US70137WAN83) | 0.91 | -0.55 | 0.0022 | -0.0000 | |||||
| US3132D6BD13 / FHLMC Pool, 15 Year | 0.91 | -3.10 | 0.0022 | -0.0001 | |||||
| US35563PMM85 / Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MB | 0.91 | -3.10 | 0.0022 | -0.0001 | |||||
| GMZB / Ally Financial Inc. - Preferred Stock | 0.91 | 0.0022 | 0.0022 | ||||||
| US30309FAL58 / FREMF Mortgage Trust, Series 2018-KHG1, Class C | 0.91 | 0.67 | 0.0022 | 0.0000 | |||||
| XS2488626883 / Duke Energy Corp | 0.91 | 8.24 | 0.0022 | 0.0002 | |||||
| MEDCO CYPRESS TREE PTE LTD 8.625% 05/19/2030 REGS / DBT (USY56616AA68) | 0.90 | 0.0022 | 0.0022 | ||||||
| US097023BS30 / Boeing Co. | 0.90 | -3.21 | 0.0022 | -0.0001 | |||||
| US3617XXC565 / GNMA II | 0.90 | 1.80 | 0.0022 | 0.0000 | |||||
| USV28479AA77 / DIAMOND II LTD 7.950000% 07/28/2026 | 0.90 | 0.0022 | 0.0022 | ||||||
| DNB BANK ASA 4.853%/VAR 11/05/2030 144A / DBT (US23341CAE30) | 0.90 | 0.11 | 0.0022 | 0.0000 | |||||
| US05608KAA88 / BX COMMERCIAL MORTGAGE TRUST 2021-VINO A 1ML+69.82 05/15/2038 144A | 0.90 | 0.00 | 0.0022 | 0.0000 | |||||
| SEAGATE HDD CAYMAN 8.25% 12/15/2029 / DBT (US81180WBN02) | 0.90 | -0.44 | 0.0022 | -0.0000 | |||||
| BE6312822628 / Anheuser-Busch InBev SA/NV | 0.90 | 0.0022 | 0.0022 | ||||||
| US3140XDZM14 / FNMA 30YR 2% 05/01/2051#FM9747 | 0.90 | -3.83 | 0.0022 | -0.0001 | |||||
| US3137H4N304 / FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050 | 0.90 | -3.22 | 0.0022 | -0.0001 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.90 | 121.32 | 0.0022 | 0.0012 | |||||
| CONTINUUM GREEN ENERGY INDIA PVT / CO-ISSUERS 7.5% 06/26/2033 REGS / DBT (USY8987LAA45) | 0.90 | 0.0022 | 0.0022 | ||||||
| US3132DWER07 / FHLG 30YR 4% 09/01/2052#SD8244 | 0.90 | -4.04 | 0.0022 | -0.0001 | |||||
| US46645WBE21 / JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 0.90 | -0.77 | 0.0022 | -0.0000 | |||||
| US89179TAA25 / Towd Point Mortgage Trust, Series 2021-R1, Class A1 | 0.90 | -1.42 | 0.0022 | -0.0000 | |||||
| US68389XBX21 / ORACLE CORP SR UNSECURED 04/50 3.6 | 0.90 | 48.51 | 0.0022 | 0.0007 | |||||
| US3140J9Z383 / FNMA 30YR 4% 01/01/2048#BM5261 | 0.90 | -4.17 | 0.0022 | -0.0001 | |||||
| US695114CD86 / PacifiCorp | 0.90 | -1.97 | 0.0022 | -0.0000 | |||||
| US126438AA86 / CSMC 20-NET A 144A 2.2569% 08-15-37/25 | 0.90 | -2.61 | 0.0022 | -0.0001 | |||||
| BX TR 2021-ACNT TSFR1M+149.14 07/15/2029 144A / ABS-MBS (US05612TAA34) | 0.90 | -0.11 | 0.0022 | -0.0000 | |||||
| US12532AAY55 / CFCRE Commercial Mortgage Trust 2016-C6 | 0.90 | 0.34 | 0.0022 | 0.0000 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 0.90 | 0.11 | 0.0022 | 0.0000 | |||||
| VENTURE GLOBAL PLAQUE 7.75% 05/01/2035 144A / DBT (US922966AB20) | 0.90 | 0.0022 | 0.0022 | ||||||
| XS2675884733 / Volkswagen International Finance NV | 0.90 | 0.0022 | 0.0022 | ||||||
| US202795JF88 / Commonwealth Edison Co. | 0.89 | -4.39 | 0.0021 | -0.0001 | |||||
| US576456AA55 / Mastr Asset Backed Securities Trust 2007-NCW | 0.89 | -3.88 | 0.0021 | -0.0001 | |||||
| US64035DAA46 / Nelnet Student Loan Trust 2021-A | 0.89 | -8.43 | 0.0021 | -0.0002 | |||||
| US31374CQS88 / Fannie Mae Pool | 0.89 | -5.11 | 0.0021 | -0.0001 | |||||
| US78397EAE68 / SBALR Commercial Mortgage Trust, Series 2020-RR1, Class A3 | 0.89 | 0.34 | 0.0021 | 0.0000 | |||||
| US031162DK36 / Amgen Inc | 0.89 | -43.67 | 0.0021 | -0.0017 | |||||
| IRB / IRB Infrastructure Developers Limited | 0.89 | 0.0021 | 0.0021 | ||||||
| US15135UAW99 / Cenovus Energy Inc/CA | 0.89 | 0.00 | 0.0021 | 0.0000 | |||||
| US3132WJEA59 / Freddie Mac Gold Pool | 0.89 | -3.78 | 0.0021 | -0.0001 | |||||
| GREENKO WIND PROJECTS (MAURITIUS) LTD 7.25% 09/27/2028 REGS / DBT (USV3856JAB99) | 0.89 | 0.0021 | 0.0021 | ||||||
| US30298MAA71 / FREMF 2019-K736 Mortgage Trust | 0.89 | 0.34 | 0.0021 | 0.0000 | |||||
| US78410GAG91 / SBA Communications Corp | 0.89 | 1.48 | 0.0021 | 0.0000 | |||||
| US74533ANE46 / PUGET SOUND ENERGY INC | 0.89 | -5.93 | 0.0021 | -0.0001 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0.89 | -24.64 | 0.0021 | -0.0007 | |||||
| US95000U2A01 / Wells Fargo & Co | 0.89 | 0.34 | 0.0021 | 0.0000 | |||||
| US22942JAH68 / CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 1A8 | 0.89 | -2.21 | 0.0021 | -0.0000 | |||||
| USY7279WAA90 / ReNew Power Pvt Ltd | 0.89 | 0.0021 | 0.0021 | ||||||
| US915217XM05 / University of Virginia | 0.89 | -9.51 | 0.0021 | -0.0002 | |||||
| US458140BU38 / Intel Corp | 0.89 | 1.14 | 0.0021 | 0.0000 | |||||
| US3136BLMF44 / FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048 | 0.88 | -3.91 | 0.0021 | -0.0001 | |||||
| US92343VCQ59 / Verizon Communications Inc | 0.88 | 758.25 | 0.0021 | 0.0019 | |||||
| COREWEAVE INC 9.25% 06/01/2030 144A / DBT (US21873SAB43) | 0.88 | 0.0021 | 0.0021 | ||||||
| US251526CU14 / DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28 | 0.88 | -0.45 | 0.0021 | -0.0000 | |||||
| US3138ENRB79 / FNMA 30YR 4.5% 09/01/2042#AL5881 | 0.88 | -6.16 | 0.0021 | -0.0001 | |||||
| SEVERN TRENT WATER UTIL FIN 3.875% 08/04/2035 REGS / DBT (XS2991273462) | 0.88 | 7.95 | 0.0021 | 0.0002 | |||||
| US983793AK61 / XPO Inc | 0.88 | 0.00 | 0.0021 | 0.0000 | |||||
| US3133KPAM05 / FHLG 30YR 3.5% 04/01/2047#RA7212 | 0.88 | -2.86 | 0.0021 | -0.0001 | |||||
| US225401AF50 / Credit Suisse Group AG | 0.88 | 284.28 | 0.0021 | 0.0016 | |||||
| GRF / Greiffenberger AG | 0.88 | 8.51 | 0.0021 | 0.0002 | |||||
| US292480AL49 / Enable Midstream Partners, L.P. | 0.88 | 0.11 | 0.0021 | 0.0000 | |||||
| CWABS INC 2005-3 MF3 VAR 08/25/2035 / ABS-CBDO (US126673ZX35) | 0.88 | -0.23 | 0.0021 | -0.0000 | |||||
| US3136B1LF92 / FNMA ACES, Series 2018-M3, Class A2 | 0.88 | -0.23 | 0.0021 | -0.0000 | |||||
| US92926SAD80 / WaMu Asset-Backed Certificates WaMu Series | 0.88 | -3.20 | 0.0021 | -0.0001 | |||||
| US36179QRY97 / Ginnie Mae II Pool | 0.88 | -4.57 | 0.0021 | -0.0001 | |||||
| US26444HAK77 / DUKE ENERGY FLORIDA LLC REGD 2.40000000 | 0.88 | 0.57 | 0.0021 | 0.0000 | |||||
| US646140DW00 / NJ TPK 2.113% 1/1/2033 | 0.88 | 0.00 | 0.0021 | 0.0000 | |||||
| US36268NAA81 / GTCR W-2 Merger Sub LLC | 0.88 | 1.15 | 0.0021 | 0.0000 | |||||
| US36252SAV97 / GS Mortgage Securities Trust, Series 2019-GC38, Class A4 | 0.88 | 0.34 | 0.0021 | 0.0000 | |||||
| WRANGLER HOLDCO CORP 6.625% 04/01/2032 144A / DBT (US37441QAA94) | 0.88 | 0.69 | 0.0021 | 0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.88 | -4.78 | 0.0021 | -0.0001 | |||||
| MEXCAT / Mexico City Airport Trust | 0.88 | -1.90 | 0.0021 | -0.0000 | |||||
| US38381RQS12 / Government National Mortgage Association | 0.88 | -2.23 | 0.0021 | -0.0000 | |||||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 0.88 | 0.0021 | 0.0021 | ||||||
| XS2595035234 / FORD MTR CR CO LLC 6.86% 06/05/2026 | 0.87 | 6.72 | 0.0021 | 0.0001 | |||||
| US38383D3B21 / GOVERNMENT NAT MTG AS REMIC PT 1.75% 12/20/2051 | 0.87 | -3.32 | 0.0021 | -0.0001 | |||||
| US3138LHJ888 / FNMA 30YR 3.32% 03/01/2029#AN4786 | 0.87 | -0.68 | 0.0021 | -0.0000 | |||||
| SE0016589105 / HEIMSTADEN AB 4.375% 03/06/2027 REGS | 0.87 | 9.27 | 0.0021 | 0.0002 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 0.87 | -5.84 | 0.0021 | -0.0001 | |||||
| US04541GNA66 / Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE9 | 0.87 | -3.23 | 0.0021 | -0.0001 | |||||
| SEVERN TRENT WATER UTIL FIN 4% 03/05/2034 REGS / DBT (XS2775728269) | 0.87 | 0.0021 | 0.0021 | ||||||
| CPR / Davide Campari-Milano N.V. | 0.87 | 0.0021 | 0.0021 | ||||||
| US797440BV50 / San Diego Gas & Electric Co | 0.87 | -13.01 | 0.0021 | -0.0003 | |||||
| US3140LHUF59 / FNMA 30YR 4.97% 01/01/2032#BS6881 | 0.87 | -0.57 | 0.0021 | -0.0000 | |||||
| CLYDESDALE ACQUISITION HOLDINGS INC 6.75% 04/15/2032 144A / DBT (US18972EAD76) | 0.87 | 0.0021 | 0.0021 | ||||||
| XS2347379377 / Tritax EuroBox PLC | 0.87 | 10.15 | 0.0021 | 0.0002 | |||||
| TROPICANA TERM EXCH FLSO FL20 01/24/2029 / LON (US62984CAM55) | 0.87 | 0.0021 | 0.0021 | ||||||
| USG98149AH33 / Wynn Macau Ltd | 0.87 | 0.0021 | 0.0021 | ||||||
| ZF EUROPE FINANCE BV 4.75% 01/31/2029 REGS / DBT (XS2757520965) | 0.87 | 5.74 | 0.0021 | 0.0001 | |||||
| US20030NDL29 / COMCAST CORP NEW 2.8% 01/15/2051 | 0.87 | -4.94 | 0.0021 | -0.0001 | |||||
| UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A / DBT (US911365BR47) | 0.87 | 0.23 | 0.0021 | 0.0000 | |||||
| DIGICEL INTL FIN LTD TERM B 1LN 5/25/2027 / LON (XAG2761TAB08) | 0.87 | 0.82 | 0.0021 | 0.0000 | |||||
| XS2066744231 / Carnival PLC | 0.87 | 0.0021 | 0.0021 | ||||||
| XS2597114284 / HSBC Holdings PLC | 0.86 | 8.68 | 0.0021 | 0.0002 | |||||
| US3140QNB920 / FN CB2763 | 0.86 | -3.79 | 0.0021 | -0.0001 | |||||
| US907818EQ79 / Union Pacific Corp | 0.86 | -1.37 | 0.0021 | -0.0000 | |||||
| US345397A860 / Ford Motor Credit Co LLC | 0.86 | -0.12 | 0.0021 | -0.0000 | |||||
| US05401AAB70 / Avolon Holdings Funding Ltd | 0.86 | -0.23 | 0.0021 | -0.0000 | |||||
| US61691KAG67 / Morgan Stanley Capital I Trust 2017-ASHF | 0.86 | -1.48 | 0.0021 | -0.0000 | |||||
| Z1BH34 / Zimmer Biomet Holdings, Inc. - Depositary Receipt (Common Stock) | 0.86 | -1.37 | 0.0021 | -0.0000 | |||||
| CFMT 2024-HB15 LLC VAR 08/25/2034 144A / ABS-CBDO (US15723AAA97) | 0.86 | -12.58 | 0.0021 | -0.0003 | |||||
| CABK / CaixaBank, S.A. | 0.86 | 110.24 | 0.0021 | 0.0011 | |||||
| US65339KBR05 / NextEra Energy Capital Holdings Inc | 0.86 | 0.94 | 0.0021 | 0.0000 | |||||
| XS2468125609 / BLACKSTONE PRIVATE CREDIT FUND 4.875% 04/14/2026 REGS | 0.86 | 7.21 | 0.0021 | 0.0001 | |||||
| USG5975LAF34 / Melco Resorts Finance Ltd | 0.86 | 0.0021 | 0.0021 | ||||||
| CSCO / Cisco Systems, Inc. - Depositary Receipt (Common Stock) | 0.86 | 0.0021 | 0.0021 | ||||||
| US88581EAD31 / 3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST 3650R 2021-PF1 A5 | 0.86 | 0.00 | 0.0021 | 0.0000 | |||||
| US30227FAN06 / Extended Stay America Trust | 0.86 | -1.37 | 0.0021 | -0.0000 | |||||
| DT AUTO OWNER TRUST 2023-2A E 11.06% 04/15/2030 144A / ABS-CBDO (US23346CAJ71) | 0.86 | 0.0021 | 0.0021 | ||||||
| US81762PAE25 / SERVICENOW INC 1.4% 09/01/2030 | 0.86 | 1.30 | 0.0021 | 0.0000 | |||||
| US90932LAH06 / United Airlines Inc | 0.86 | -1.49 | 0.0021 | -0.0000 | |||||
| US36180C5Q83 / Ginnie Mae II Pool | 0.86 | -3.27 | 0.0021 | -0.0001 | |||||
| US3138WBGV13 / FNMA 30YR 4% 03/01/2039#AS2011 | 0.86 | -2.72 | 0.0021 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.86 | 0.0021 | 0.0021 | ||||||
| TRANSDIGM INC 6.375% 03/01/2029 144A / DBT (US893647BU00) | 0.86 | 0.23 | 0.0021 | 0.0000 | |||||
| CH1142754311 / CREDIT SUISSE GRP AG 2.125%/VAR 11/15/2029 REGS | 0.86 | 7.65 | 0.0021 | 0.0001 | |||||
| XS1172951508 / Petroleos Mexicanos | 0.86 | 0.0021 | 0.0021 | ||||||
| US3132DPNB03 / FHLG 30YR 5% 01/01/2053#SD2186 | 0.86 | -4.88 | 0.0021 | -0.0001 | |||||
| C-BASS 2006-MH1 B2 TR STEP 10/25/2036 144A / ABS-CBDO (US1248P8AL38) | 0.86 | 1.06 | 0.0021 | 0.0000 | |||||
| VICI PROPERTIES LP 5.75% 04/01/2034 / DBT (US925650AF04) | 0.86 | -1.49 | 0.0021 | -0.0000 | |||||
| US3140XLFV58 / FNMA 30YR 6% 05/01/2053#FS4679 | 0.86 | -6.54 | 0.0021 | -0.0001 | |||||
| US36179X5J15 / Ginnie Mae II Pool | 0.86 | -5.62 | 0.0021 | -0.0001 | |||||
| US3140J9BS96 / Fannie Mae Pool | 0.86 | -3.16 | 0.0021 | -0.0001 | |||||
| BURLINGTON NORTHN SANTA FE LLC 5.5% 03/15/2055 / DBT (US12189LBL45) | 0.86 | -43.50 | 0.0021 | -0.0016 | |||||
| F1AN34 / Diamondback Energy, Inc. - Depositary Receipt (Common Stock) | 0.86 | -65.22 | 0.0021 | -0.0039 | |||||
| USP75744AG08 / Paraguay Government International Bond | 0.86 | -4.14 | 0.0021 | -0.0001 | |||||
| US95003WAA45 / Wells Fargo Commercial Mortgage Trust 2022-ONL | 0.86 | 0.71 | 0.0021 | 0.0000 | |||||
| US902104AC24 / II-VI Inc | 0.86 | 0.47 | 0.0021 | 0.0000 | |||||
| US31417EZA27 / FNMA 30YR 3.0% 02/01/2043#AB7936 | 0.85 | -3.17 | 0.0021 | -0.0001 | |||||
| US3140HYCD82 / FNMA, Other | 0.85 | -0.47 | 0.0021 | -0.0000 | |||||
| COLT 2024-INV2 MORTGAGE LOAN TRUST 6.421% 05/25/2069 144A / ABS-CBDO (US12622SAA96) | 0.85 | -6.67 | 0.0021 | -0.0001 | |||||
| US646140DV27 / NJ TPK 1.963% 1/1/2032 | 0.85 | 0.59 | 0.0021 | 0.0000 | |||||
| US75513ECN94 / Raytheon Technologies Corp. | 0.85 | 0.59 | 0.0021 | 0.0000 | |||||
| JP MORGAN MORTGAGE TRUST SERIES 2024-VIS1 5.99% 09/01/2054 144A / ABS-CBDO (US465970AA90) | 0.85 | -4.05 | 0.0021 | -0.0001 | |||||
| US693475BJ30 / PNC Financial Services Group Inc/The | 0.85 | -0.81 | 0.0020 | -0.0000 | |||||
| VOLKSWAGEN GROUP AMER FIN LLC 5.05% 03/27/2028 144A / DBT (US928668CP53) | 0.85 | 0.0020 | 0.0020 | ||||||
| US64072TAC99 / CSC Holdings LLC | 0.85 | 33.54 | 0.0020 | 0.0005 | |||||
| COLT 2024-6 MORTGAGE LOAN TRUST 5.39% 11/25/2069 144A / ABS-CBDO (US19688XAA46) | 0.85 | -5.54 | 0.0020 | -0.0001 | |||||
| XS2066744231 / Carnival PLC | 0.85 | 580.80 | 0.0020 | 0.0017 | |||||
| CNX RESOURCES CORP 7.25% 03/01/2032 144A / DBT (US12653CAL28) | 0.85 | 16.42 | 0.0020 | 0.0003 | |||||
| THE BAHA TRUST CSTR 12/10/2029 144A / ABS-MBS (US05493XAG51) | 0.85 | -2.18 | 0.0020 | -0.0000 | |||||
| USV4605MAA63 / INDIA CLEAN ENERGY HOLDINGS 4.5% 04/18/2027 REGS | 0.85 | 0.0020 | 0.0020 | ||||||
| N1CL34 / Norwegian Cruise Line Holdings Ltd. - Depositary Receipt (Common Stock) | 0.85 | -1.96 | 0.0020 | -0.0000 | |||||
| US29273RBG39 / Energy Transfer Partners LP | 0.85 | -0.12 | 0.0020 | -0.0000 | |||||
| US629377CS98 / NRG Energy Inc | 0.85 | 1.44 | 0.0020 | 0.0000 | |||||
| US68622TAB70 / Organon Finance 1 LLC | 0.85 | -23.05 | 0.0020 | -0.0006 | |||||
| T1TW34 / Take-Two Interactive Software, Inc. - Depositary Receipt (Common Stock) | 0.85 | -21.26 | 0.0020 | -0.0005 | |||||
| US92926SAC08 / WaMu Asset-Backed Certificates WaMu Series | 0.85 | -2.75 | 0.0020 | -0.0001 | |||||
| US3128M8YQ18 / FHLG 4.50% 9/41 #G06719 | 0.85 | -2.53 | 0.0020 | -0.0001 | |||||
| US3132DV7A70 / Freddie Mac Pool | 0.85 | -4.19 | 0.0020 | -0.0001 | |||||
| SHR TR 2024-LXRY TSFR1M+245 10/15/2041 144A / ABS-MBS (US784234AC03) | 0.85 | -0.82 | 0.0020 | -0.0000 | |||||
| US404280DR76 / HSBC Holdings PLC | 0.85 | -38.70 | 0.0020 | -0.0013 | |||||
| ASCENT RESOURCES UTICA LLC / ARU FIN CORP 6.625% 10/15/2032 144A / DBT (US04364VAX10) | 0.84 | -0.47 | 0.0020 | -0.0000 | |||||
| US22822VAW19 / Crown Castle International Corp | 0.84 | -0.47 | 0.0020 | -0.0000 | |||||
| US19828TAD81 / COLUMBIA PIPELINES OPERATING CO LLC 144A LIFE SR UNSEC 6.714% 08-15-63 | 0.84 | -7.87 | 0.0020 | -0.0002 | |||||
| XS2195190876 / SSE PLC 3.74%/VAR PERP REGS | 0.84 | 6.98 | 0.0020 | 0.0001 | |||||
| XS1631415400 / Ivory Coast Government International Bond | 0.84 | -1.41 | 0.0020 | -0.0000 | |||||
| US3138AA4K45 / FNMA 30YR 4.5% 3/41#AH8925 | 0.84 | -2.09 | 0.0020 | -0.0000 | |||||
| US31418CDL54 / Fannie Mae Pool | 0.84 | -3.89 | 0.0020 | -0.0001 | |||||
| US3133KYVZ95 / FREDDIE MAC POOL UMBS P#RB5132 2.50000000 | 0.84 | -3.34 | 0.0020 | -0.0001 | |||||
| US404119CB31 / HCA Inc | 0.84 | 125.27 | 0.0020 | 0.0011 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.84 | -4.34 | 0.0020 | -0.0001 | |||||
| US91324PAR38 / Unitedhealth Group 5.8% Notes 3/15/36 | 0.84 | -3.34 | 0.0020 | -0.0001 | |||||
| US3140QMVN15 / FNMA 30YR 3% 12/01/2051#CB2420 | 0.84 | -4.45 | 0.0020 | -0.0001 | |||||
| US3132QUJM61 / Freddie Mac Gold Pool | 0.84 | -4.23 | 0.0020 | -0.0001 | |||||
| US98919VAA35 / Front Range BidCo Inc | 0.84 | 8.28 | 0.0020 | 0.0002 | |||||
| US42809HAG20 / Hess Corp | 0.84 | 0.24 | 0.0020 | 0.0000 | |||||
| US17326CAY03 / CGMS Commercial Mortgage Trust 2017-B1 | 0.84 | -0.36 | 0.0020 | -0.0000 | |||||
| KDP / Keurig Dr Pepper Inc. | 0.84 | 0.0020 | 0.0020 | ||||||
| US36202FMA11 / Ginnie Mae II Pool | 0.84 | -3.24 | 0.0020 | -0.0001 | |||||
| BFLD 2024-WRHS A TSFR1M+149.21 08/15/2026 144A / ABS-MBS (US05555HAA86) | 0.84 | 0.00 | 0.0020 | 0.0000 | |||||
| US36241KB492 / GNMA II 5.0% 01/20/2035#781859 | 0.84 | -5.22 | 0.0020 | -0.0001 | |||||
| US694308KM84 / Pacific Gas and Electric Co. | 0.84 | -32.50 | 0.0020 | -0.0010 | |||||
| US36179R4E62 / Ginnie Mae II Pool | 0.83 | -5.12 | 0.0020 | -0.0001 | |||||
| US29273VAT70 / Energy Transfer LP | 0.83 | -0.36 | 0.0020 | -0.0000 | |||||
| US44267DAD93 / Howard Hughes Corp/The | 0.83 | 0.85 | 0.0020 | 0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.83 | -2.69 | 0.0020 | -0.0001 | |||||
| XS2624976077 / ING Groep NV | 0.83 | 9.33 | 0.0020 | 0.0002 | |||||
| US3136BNE692 / FEDERAL NAT MTG ASN GTD REM PA 4% 12/25/2048 | 0.83 | -4.15 | 0.0020 | -0.0001 | |||||
| C2ZR34 / Caesars Entertainment, Inc. - Depositary Receipt (Common Stock) | 0.83 | -45.43 | 0.0020 | -0.0017 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.83 | -7.16 | 0.0020 | -0.0002 | |||||
| US12008RAP29 / Builders FirstSource Inc | 0.83 | 0.36 | 0.0020 | 0.0000 | |||||
| US03027XBZ24 / American Tower Corp | 0.83 | -7.88 | 0.0020 | -0.0002 | |||||
| USP3579ECR64 / DOMINICAN REPUBLIC 7.050000% 02/03/2031 | 0.83 | -0.24 | 0.0020 | -0.0000 | |||||
| US59408UAB35 / Michaels Cos Inc/The | 0.83 | -14.36 | 0.0020 | -0.0003 | |||||
| US761143AA45 / Residential Asset Securitization Trust 2007-A9 | 0.83 | -1.66 | 0.0020 | -0.0000 | |||||
| US83367TBR95 / Societe Generale SA | 0.83 | 0.12 | 0.0020 | 0.0000 | |||||
| US36179TNR22 / Ginnie Mae II Pool | 0.83 | -5.26 | 0.0020 | -0.0001 | |||||
| US1248EPCQ45 / CCO Holdings LLC / CCO Holdings Capital Corp | 0.83 | 32.69 | 0.0020 | 0.0005 | |||||
| MOTABILITY OPERATIONS GRP PLC 3.625% 01/22/2033 REGS / DBT (XS2978917156) | 0.83 | 8.38 | 0.0020 | 0.0002 | |||||
| US629377CR16 / NRG ENERGY INC 3.625% 02/15/2031 144A | 0.83 | 1.60 | 0.0020 | 0.0000 | |||||
| US17307GL715 / CITIGROUP MTG LN TR 6% 11/25/2035 | 0.83 | -3.84 | 0.0020 | -0.0001 | |||||
| US013092AC57 / Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | 0.83 | 0.49 | 0.0020 | 0.0000 | |||||
| US451102BT32 / Icahn Enterprises LP / Icahn Enterprises Finance Corp | 0.83 | -0.72 | 0.0020 | -0.0000 | |||||
| US458140BJ82 / Intel Corp | 0.83 | 469.66 | 0.0020 | 0.0016 | |||||
| US3618F6U791 / GNMA II 6% 06/20/2053#CV9606 | 0.83 | -0.60 | 0.0020 | -0.0000 | |||||
| UU / UNITED UTILITIES GROUP PLC | 0.83 | 0.0020 | 0.0020 | ||||||
| US3140QBV212 / FNMA 15YR 3% 09/01/2034#CA4232 | 0.83 | -4.40 | 0.0020 | -0.0001 | |||||
| US3133KYVG15 / FR RB5115 | 0.83 | -2.37 | 0.0020 | -0.0000 | |||||
| D1TE34 / DTE Energy Company - Depositary Receipt (Common Stock) | 0.82 | -0.96 | 0.0020 | -0.0000 | |||||
| US3137FTZL48 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.82 | -1.20 | 0.0020 | -0.0000 | |||||
| US86765BAU35 / Sunoco Logistics Partners Operations LP | 0.82 | 0.49 | 0.0020 | 0.0000 | |||||
| US61690HAE99 / Morgan Stanley Resecuritization Trust 2015-R2 | 0.82 | -4.52 | 0.0020 | -0.0001 | |||||
| US694308HY69 / Pacific Gas & Electric Co. | 0.82 | -8.05 | 0.0020 | -0.0002 | |||||
| UNH / UnitedHealth Group Incorporated - Depositary Receipt (Common Stock) | 0.82 | 855.81 | 0.0020 | 0.0018 | |||||
| US3132DPB805 / FHLG 30YR 5% 11/01/2052#SD1863 | 0.82 | -3.41 | 0.0020 | -0.0001 | |||||
| US914460WT30 / University of Minnesota | 0.82 | -9.18 | 0.0020 | -0.0002 | |||||
| EL SALVADOR REPUBLIC OF 9.65% 11/21/2054 144A / DBT (US283875CG53) | 0.82 | -6.18 | 0.0020 | -0.0001 | |||||
| US432833AL52 / HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A | 0.82 | 0.86 | 0.0020 | 0.0000 | |||||
| GXO / GXO Logistics, Inc. | 0.82 | -1.09 | 0.0020 | -0.0000 | |||||
| BBV / Banco Bilbao Vizcaya Argentaria, S.A. - Depositary Receipt (Common Stock) | 0.82 | -0.73 | 0.0020 | -0.0000 | |||||
| ENB.PRN / Enbridge Inc. - Preferred Security | 0.82 | 0.49 | 0.0020 | 0.0000 | |||||
| US3140QSF714 / FNMA 30YR 6% 06/01/2053#CB6489 | 0.82 | -3.08 | 0.0020 | -0.0001 | |||||
| US3140J73H66 / UMBS, 30 Year | 0.82 | -4.78 | 0.0020 | -0.0001 | |||||
| IVW / Meta Platforms, Inc. - Depositary Receipt (Common Stock) | 0.82 | -38.83 | 0.0020 | -0.0012 | |||||
| US49461MAB63 / Kinetik Holdings LP | 0.82 | 11.49 | 0.0020 | 0.0002 | |||||
| US677415CT66 / Ohio Power Co., Series Q | 0.82 | 29.98 | 0.0020 | 0.0005 | |||||
| BX COML MTG TR 2024-XL5 TSFR1M+ 03/15/2041 144A / ABS-MBS (US05612GAG82) | 0.82 | -3.21 | 0.0020 | -0.0001 | |||||
| UST NOTES 4.375% 12/31/2029 / DBT (US91282CMD01) | 0.81 | 0.25 | 0.0020 | 0.0000 | |||||
| US36202FLN41 / Ginnie Mae II Pool | 0.81 | -3.33 | 0.0020 | -0.0001 | |||||
| US31418D3Y66 / FNMA 30YR 2.5% 09/01/2051#MA4414 | 0.81 | -4.24 | 0.0020 | -0.0001 | |||||
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.809% 05/08/2027 / DBT (US45115AAA25) | 0.81 | -0.37 | 0.0020 | -0.0000 | |||||
| USG85381AG95 / Studio City Finance Ltd | 0.81 | 0.0020 | 0.0020 | ||||||
| US629377CL46 / NRG Energy Inc | 0.81 | 121.25 | 0.0020 | 0.0011 | |||||
| US82967NBA54 / Sirius XM Radio Inc | 0.81 | 4.50 | 0.0020 | 0.0001 | |||||
| BX COML MTG TR 2024-XL4 TSFR1M+194.132 02/15/2039 144A / ABS-MBS (US05611VAC54) | 0.81 | -2.64 | 0.0020 | -0.0001 | |||||
| US038923AQ12 / ARBOR REALTY TRUST INC 144A 4.500000% 03/15/2027 | 0.81 | 1.25 | 0.0020 | 0.0000 | |||||
| DBGS 2024-SBL A TSFR1M+188.21 08/15/2039 144A / ABS-MBS (US23306QAA31) | 0.81 | -0.49 | 0.0019 | -0.0000 | |||||
| GWT 2024-WLF2 TSFR1M+169.124 05/15/2041 144A / ABS-MBS (US362414AA28) | 0.81 | -0.37 | 0.0019 | -0.0000 | |||||
| US3132DWFS70 / Freddie Mac Pool | 0.81 | -72.89 | 0.0019 | -0.0052 | |||||
| US74166NAA28 / ADT Corp/The | 0.81 | 0.62 | 0.0019 | 0.0000 | |||||
| US26442CAA27 / Duke Energy Carolinas 6.1% Senior Notes 6/1/37 | 0.81 | -2.18 | 0.0019 | -0.0000 | |||||
| US983133AA70 / Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 5.125% 10/01/2029 144A | 0.81 | 0.12 | 0.0019 | 0.0000 | |||||
| S1RE34 / Sempra - Depositary Receipt (Common Stock) | 0.81 | -2.65 | 0.0019 | -0.0001 | |||||
| US63861CAA71 / NATIONSTAR MTG HLD INC | 0.81 | 0.25 | 0.0019 | 0.0000 | |||||
| US35671DCH61 / Freeport-McMoRan Inc | 0.81 | 0.00 | 0.0019 | 0.0000 | |||||
| FERGUSON ENTERPRISES INC 5% 10/03/2034 / DBT (US31488VAA52) | 0.81 | -1.70 | 0.0019 | -0.0000 | |||||
| MTDR / Matador Resources Company | 0.81 | -2.18 | 0.0019 | -0.0000 | |||||
| US30161MAJ27 / Exelon Generation Co. LLC | 0.81 | -2.42 | 0.0019 | -0.0000 | |||||
| US86364CAF95 / STRUCTURED ADJUSTABLE RATE MOR SARM 2007 6 3A1 | 0.81 | -1.71 | 0.0019 | -0.0000 | |||||
| US03027XBC39 / AMERICAN TOWER CORP SR UNSECURED 06/30 2.1 | 0.81 | 520.00 | 0.0019 | 0.0016 | |||||
| US3132DWAG87 / Freddie Mac Pool | 0.81 | -4.50 | 0.0019 | -0.0001 | |||||
| XS1888180996 / Vodafone Group PLC | 0.81 | 7.18 | 0.0019 | 0.0001 | |||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 0.81 | 0.0019 | 0.0019 | ||||||
| UST NOTES 4.125% 11/30/2029 / DBT (US91282CMA61) | 0.81 | -49.88 | 0.0019 | -0.0019 | |||||
| US31418DHM74 / Fannie Mae Pool | 0.81 | -4.28 | 0.0019 | -0.0001 | |||||
| US36258YBH09 / GS MORTGAGE SECURITIES CORP II | 0.80 | -5.41 | 0.0019 | -0.0001 | |||||
| US91324PDT66 / UnitedHealth Group Inc | 0.80 | 0.0019 | 0.0019 | ||||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 0.80 | 0.0019 | 0.0019 | ||||||
| KBC / KBC Group NV | 0.80 | 0.0019 | 0.0019 | ||||||
| US845467AS85 / Southwestern Energy Co | 0.80 | 181.75 | 0.0019 | 0.0012 | |||||
| US46590XAL01 / JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc. | 0.80 | -67.84 | 0.0019 | -0.0041 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0.80 | -0.62 | 0.0019 | -0.0000 | |||||
| US31335AK804 / FHLG 30YR 4.5% 10/01/2044#G60319 | 0.80 | -2.20 | 0.0019 | -0.0000 | |||||
| US36179MVT43 / GNII II 4.0% 12/20/2042#MA0626 | 0.80 | -4.64 | 0.0019 | -0.0001 | |||||
| MARATHON CLO XIII LTD AAR2 TSFR3M+120 04/15/2032 144A / ABS-CBDO (US56579ABJ88) | 0.80 | -8.13 | 0.0019 | -0.0002 | |||||
| XS2553549903 / HSBC HOLDINGS PLC 8.201%/VAR 11/16/2034 REGS | 0.80 | 5.39 | 0.0019 | 0.0001 | |||||
| US3133BSFA51 / Freddie Mac Pool | 0.80 | -8.45 | 0.0019 | -0.0002 | |||||
| US3140J9FW62 / FNMA 30YR 4% 10/01/2048#BM4680 | 0.80 | -4.18 | 0.0019 | -0.0001 | |||||
| US31418DUH33 / Fannie Mae Pool | 0.80 | -4.30 | 0.0019 | -0.0001 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.80 | 0.0019 | 0.0019 | ||||||
| US37046US851 / General Motors Financial Co Inc | 0.80 | -0.25 | 0.0019 | -0.0000 | |||||
| REGATTA XI FUNDING LTD AR TSFR3M+140 07/17/2037 144A / ABS-CBDO (US75887XAN75) | 0.80 | 166.11 | 0.0019 | 0.0012 | |||||
| US36179SSQ11 / Ginnie Mae II Pool | 0.80 | -4.98 | 0.0019 | -0.0001 | |||||
| ONEMAIN FINANCIAL ISSUANCE TRUST 2024-1 5.79% 05/14/2041 144A / ABS-CBDO (US68269NAA00) | 0.80 | -2.44 | 0.0019 | -0.0000 | |||||
| US37045VAK61 / General Motors Co Bond | 0.80 | -2.32 | 0.0019 | -0.0000 | |||||
| US878091BG18 / Teachers Insurance & Annuity Association of America | 0.80 | -5.78 | 0.0019 | -0.0001 | |||||
| US36179XFH44 / Government National Mortgage Association (GNMA) | 0.80 | -4.65 | 0.0019 | -0.0001 | |||||
| US93934FME96 / WMALT 2006-2 3CB | 0.80 | -0.87 | 0.0019 | -0.0000 | |||||
| XS2356039268 / GTC AURORA LUXEMBOURG SA 2.25% 06/23/2026 REGS | 0.80 | 6.82 | 0.0019 | 0.0001 | |||||
| US3133GDKS80 / FHLG 15YR 2% 06/01/2036#QN6605 | 0.80 | -4.43 | 0.0019 | -0.0001 | |||||
| US22966RAH93 / CUBESMART LP REGD 2.25000000 | 0.80 | 1.01 | 0.0019 | 0.0000 | |||||
| SHURGARD LUXEMBOURG SARL 4% 05/27/2035 REGS / DBT (BE6364767150) | 0.80 | 0.0019 | 0.0019 | ||||||
| US23503CAP23 / DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE | 0.80 | -6.88 | 0.0019 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.80 | -5.12 | 0.0019 | -0.0001 | |||||
| US12668PAD42 / Alternative Loan Trust 2006-OA17 | 0.80 | -3.04 | 0.0019 | -0.0001 | |||||
| US3140X9WD32 / FANNIE MAE POOL UMBS P#FM6043 3.50000000 | 0.80 | -3.86 | 0.0019 | -0.0001 | |||||
| US682691AC47 / OneMain Finance Corp | 0.80 | 0.13 | 0.0019 | 0.0000 | |||||
| US67103HAK32 / O REILLY AUTOMOTIVE INC SR UNSECURED 03/31 1.75 | 0.80 | 1.14 | 0.0019 | 0.0000 | |||||
| US00255UAA34 / AASET 2020-1 Trust | 0.79 | -35.29 | 0.0019 | -0.0010 | |||||
| US88023UAH41 / Tempur Sealy International Inc | 0.79 | 1.15 | 0.0019 | 0.0000 | |||||
| MARINER FINANCE ISSUANCE TRUST 2024-B 4.91% 11/20/2038 144A / ABS-CBDO (US56847GAA13) | 0.79 | -0.75 | 0.0019 | -0.0000 | |||||
| FOUNDRY JV HOLDCO LLC 5.9% 01/25/2033 144A / DBT (US350930AG89) | 0.79 | 155.66 | 0.0019 | 0.0012 | |||||
| US603051AE37 / Mineral Resources Ltd | 0.79 | -1.37 | 0.0019 | -0.0000 | |||||
| US36179VBF67 / Ginnie Mae II Pool | 0.79 | -4.36 | 0.0019 | -0.0001 | |||||
| US68389XBF15 / Oracle Corp. | 0.79 | -4.59 | 0.0019 | -0.0001 | |||||
| US3140A3ZS51 / UMBS | 0.79 | -2.71 | 0.0019 | -0.0001 | |||||
| US80386WAC91 / Sasol Financing USA LLC | 0.79 | 1.15 | 0.0019 | 0.0000 | |||||
| US097023BR56 / BOEING CO SR UNSECURED 06/26 2.25 | 0.79 | 0.77 | 0.0019 | 0.0000 | |||||
| US05400KAJ97 / Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6 | 0.79 | -0.25 | 0.0019 | -0.0000 | |||||
| US90320WAG87 / UPMC | 0.79 | -2.24 | 0.0019 | -0.0000 | |||||
| US226373AT56 / Crestwood Midstream Partners LP | 0.79 | -8.38 | 0.0019 | -0.0002 | |||||
| US529043AE19 / Lexington Realty Trust | 0.79 | -0.25 | 0.0019 | -0.0000 | |||||
| RCKT MORTGAGE TRUST 2024-CES3 VAR 05/25/2044 144A / ABS-CBDO (US74942AAA16) | 0.79 | -8.08 | 0.0019 | -0.0002 | |||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 0.79 | -0.13 | 0.0019 | -0.0000 | |||||
| XS2010031057 / AIB Group PLC | 0.78 | 8.74 | 0.0019 | 0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.78 | -3.21 | 0.0019 | -0.0001 | |||||
| ALZ / Allianz SE - Depositary Receipt (Common Stock) | 0.78 | -1.76 | 0.0019 | -0.0000 | |||||
| US38237CAA62 / Goodleap Sustainable Home Solutions Trust 2023-3 | 0.78 | -9.07 | 0.0019 | -0.0002 | |||||
| US89613GAE61 / Tricon American Homes, Series 2020-SFR1, Class E | 0.78 | -0.13 | 0.0019 | -0.0000 | |||||
| US3140FXVK59 / FNMA, Other | 0.78 | -5.90 | 0.0019 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.78 | 0.0019 | 0.0019 | ||||||
| US65343HAA95 / Nexstar Escrow, Inc. | 0.78 | 0.65 | 0.0019 | 0.0000 | |||||
| XS2416978190 / ZURICH FINANCE (IRELAND) DAC 3.5%/VAR 05/02/2052 REGS | 0.78 | -0.51 | 0.0019 | -0.0000 | |||||
| LBA TRUST 2024-7IND A TSFR1M+144.3 10/15/2041 144A / ABS-MBS (US52109XAA63) | 0.78 | 0.00 | 0.0019 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.78 | -4.88 | 0.0019 | -0.0001 | |||||
| US422704AH97 / Hecla Mining Co | 0.78 | -0.38 | 0.0019 | -0.0000 | |||||
| XS2693304813 / Mobico Group plc | 0.78 | -1.02 | 0.0019 | -0.0000 | |||||
| FEDERAL FARM CREDIT BANKS 1.48% 11/26/2032 / DBT (US3133EL4Y72) | 0.78 | 0.13 | 0.0019 | 0.0000 | |||||
| US3133BH7C46 / FHLMC UMBS, 30 Year | 0.78 | -2.99 | 0.0019 | -0.0001 | |||||
| US312926KB39 / FHLMC Gold Pools, 30 Year | 0.78 | -4.90 | 0.0019 | -0.0001 | |||||
| MCD / McDonald's Corporation - Depositary Receipt (Common Stock) | 0.78 | 0.0019 | 0.0019 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.78 | -4.32 | 0.0019 | -0.0001 | |||||
| US912810QW18 / United States Treas Bds Bond | 0.77 | -4.68 | 0.0019 | -0.0001 | |||||
| US29365BAB99 / Entegris Escrow Corp | 0.77 | -0.13 | 0.0019 | -0.0000 | |||||
| D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) | 0.77 | -0.39 | 0.0019 | -0.0000 | |||||
| US26885BAH33 / EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 07/27 6.5 | 0.77 | -25.74 | 0.0019 | -0.0006 | |||||
| US31407XA846 / FNMA 30YR 5.0% 07/01/2035#843431 | 0.77 | -2.77 | 0.0019 | -0.0001 | |||||
| US3140XCKF45 / FNMA 20YR 2% 08/01/2041#FM8393 | 0.77 | -2.53 | 0.0019 | -0.0000 | |||||
| US92840VAA08 / Vistra Operations Co LLC | 0.77 | 0.13 | 0.0019 | 0.0000 | |||||
| US31418DP710 / Fannie Mae Pool | 0.77 | -3.02 | 0.0019 | -0.0001 | |||||
| FIRSTKEY HOMES 2022-SFR1 TRUST 0% 05/19/2039 144A / ABS-CBDO (US33768NAQ51) | 0.77 | 1.18 | 0.0019 | 0.0000 | |||||
| US3133BAHF13 / Freddie Mac Pool | 0.77 | -2.78 | 0.0018 | -0.0001 | |||||
| US3138ETQL31 / FNMA 30YR 6% 0741#AL8558 | 0.77 | -3.15 | 0.0018 | -0.0001 | |||||
| US3140J8LJ05 / FNMA 30YR 4.5% 03/46#BM3928 | 0.77 | -4.24 | 0.0018 | -0.0001 | |||||
| CROSS 2024-H2 MORTGAGE TRUST 6.093% 04/25/2069 144A / ABS-CBDO (US22757BAA26) | 0.77 | -9.33 | 0.0018 | -0.0002 | |||||
| US23918KAS78 / DaVita Inc | 0.77 | 0.79 | 0.0018 | 0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.77 | -3.28 | 0.0018 | -0.0001 | |||||
| US212015AT84 / Continental Resources Inc/OK | 0.77 | -1.92 | 0.0018 | -0.0000 | |||||
| GOVERNMENT NAT MTG ASSN HECM 19-H20 FC TSFR1M+61.448 11/20/2069 / ABS-CBDO (US38380LQ559) | 0.77 | -11.36 | 0.0018 | -0.0002 | |||||
| EU000A3K4DT4 / European Union | 0.77 | 75.86 | 0.0018 | 0.0008 | |||||
| ANGLIAN WATER SVCS FINANC PLC 5.875% 06/20/2031 REGS / DBT (XS2638380506) | 0.76 | 5.82 | 0.0018 | 0.0001 | |||||
| ALPHA GENERATION LLC 6.75% 10/15/2032 144A / DBT (US02073LAA98) | 0.76 | 14.20 | 0.0018 | 0.0002 | |||||
| US745310AM41 / Puget Energy Inc | 0.76 | 1.06 | 0.0018 | 0.0000 | |||||
| US06540BBD01 / BANK 2019-BNK21 | 0.76 | 0.66 | 0.0018 | 0.0000 | |||||
| US20030NDW83 / Comcast Corp | 0.76 | 23.42 | 0.0018 | 0.0003 | |||||
| CONOCOPHILLIPS CO 4.7% 01/15/2030 / DBT (US20826FBJ49) | 0.76 | -57.85 | 0.0018 | -0.0025 | |||||
| US12528YAE32 / Cantor Commercial Real Estate Lending 2019-CF2 | 0.76 | 1.60 | 0.0018 | 0.0000 | |||||
| US92922FD395 / CORP CMO | 0.76 | -3.91 | 0.0018 | -0.0001 | |||||
| T1OW34 / American Tower Corporation - Depositary Receipt (Common Stock) | 0.76 | 8.55 | 0.0018 | 0.0001 | |||||
| US3136B1K865 / FNMA ACES, Series 2018-M7, Class A2 | 0.76 | 0.00 | 0.0018 | 0.0000 | |||||
| ANGLIAN WATER SVCS FINANC PLC 6.293% 07/30/2030 REGS / DBT (XS0151948980) | 0.76 | 6.29 | 0.0018 | 0.0001 | |||||
| US26442CAT18 / Duke Energy Carolinas LLC | 0.76 | -5.71 | 0.0018 | -0.0001 | |||||
| US914455UK46 / University of Michigan | 0.76 | -9.42 | 0.0018 | -0.0002 | |||||
| AMT / American Tower Corporation | 0.76 | 0.66 | 0.0018 | 0.0000 | |||||
| CORP ANDINA DE FOMENTO 5% 01/24/2029 / DBT (US219868CJ38) | 0.76 | 0.26 | 0.0018 | 0.0000 | |||||
| US455780CW44 / Indonesia Government International Bond | 0.76 | -3.80 | 0.0018 | -0.0001 | |||||
| US3136BMER56 / FEDERAL NAT MTG ASN GTD REM PA 3% 06/25/2049 | 0.76 | -1.94 | 0.0018 | -0.0000 | |||||
| US36179QT501 / Ginnie Mae II Pool | 0.76 | -3.56 | 0.0018 | -0.0001 | |||||
| US431318AY04 / Hilcorp Energy I LP | 0.76 | -1.69 | 0.0018 | -0.0000 | |||||
| GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.26% 10/27/2059 144A / ABS-CBDO (US39571XAE40) | 0.76 | -1.17 | 0.0018 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.76 | -7.12 | 0.0018 | -0.0001 | |||||
| US38377RLW33 / GNR 2010-160 DY 4% 12/20/2040 | 0.76 | -2.58 | 0.0018 | -0.0000 | |||||
| US885220DW07 / Thornburg Mortgage Securities Trust 2003-4 | 0.76 | -4.67 | 0.0018 | -0.0001 | |||||
| US826943AD45 / Sierra Timeshare 2023-1 Receivables Funding LLC | 0.75 | -11.62 | 0.0018 | -0.0002 | |||||
| US05352TAA79 / AVANTOR FUNDING INC 4.625% 07/15/2028 144A | 0.75 | 0.67 | 0.0018 | 0.0000 | |||||
| PRKCM 2023-AFC1 TRUST VAR 02/25/2058 144A / ABS-CBDO (US693981AE25) | 0.75 | -1.18 | 0.0018 | -0.0000 | |||||
| US03969AAN00 / Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc. | 0.75 | -0.27 | 0.0018 | -0.0000 | |||||
| OHA CREDIT PARTNERS XI LTD A1R2 TSFR3M+146 04/20/2037 144A / ABS-CBDO (US67109FAU93) | 0.75 | -0.40 | 0.0018 | -0.0000 | |||||
| US62886HBA86 / NCL Corp Ltd | 0.75 | 0.00 | 0.0018 | 0.0000 | |||||
| HD / The Home Depot, Inc. - Depositary Receipt (Common Stock) | 0.75 | -45.38 | 0.0018 | -0.0015 | |||||
| US31556TAA79 / Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc | 0.75 | -40.10 | 0.0018 | -0.0012 | |||||
| US64971X6R43 / New York City Transitional Finance Authority Future Tax Secured Revenue | 0.75 | -1.71 | 0.0018 | -0.0000 | |||||
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.75% 12/01/2030 / DBT (US881937AA41) | 0.75 | 0.0018 | 0.0018 | ||||||
| US89179TAU88 / Towd Point Mortgage Trust, Series 2021-R1, Class A2C | 0.75 | -1.19 | 0.0018 | -0.0000 | |||||
| US55348UAU25 / MRCD 2019-MARK Mortgage Trust | 0.75 | -1.32 | 0.0018 | -0.0000 | |||||
| US80287JAE47 / Santander Drive Auto Receivables Trust, Series 2023-2, Class C | 0.75 | -0.27 | 0.0018 | -0.0000 | |||||
| BAMLL TRUST 2025-ASHF TSFR1M+185 02/15/2040 144A / ABS-MBS (US05494CAA36) | 0.75 | -0.27 | 0.0018 | -0.0000 | |||||
| T1OW34 / American Tower Corporation - Depositary Receipt (Common Stock) | 0.75 | 0.0018 | 0.0018 | ||||||
| US072863AH63 / Baylor Scott & White Holdings | 0.75 | 0.00 | 0.0018 | 0.0000 | |||||
| US61747YED31 / Morgan Stanley | 0.75 | 0.13 | 0.0018 | 0.0000 | |||||
| US3136B5NV39 / Fannie Mae-aces Fna 2019-m12 A2 Bond | 0.74 | 0.13 | 0.0018 | 0.0000 | |||||
| US025816CH00 / American Express Co | 0.74 | -0.27 | 0.0018 | -0.0000 | |||||
| US64971X6S26 / New York City Transitional Finance Authority Future Tax Secured Revenue | 0.74 | -1.98 | 0.0018 | -0.0000 | |||||
| US31418DVZ22 / Fannie Mae Pool | 0.74 | -2.62 | 0.0018 | -0.0000 | |||||
| US3132DNAY94 / Federal Home Loan Mortgage Corp. | 0.74 | -4.13 | 0.0018 | -0.0001 | |||||
| US797440CE27 / SAN DIEGO GAS & ELECTRIC CO | 0.74 | 130.03 | 0.0018 | 0.0010 | |||||
| US56847FAB13 / Mariner Finance Issuance Trust 2023-A | 0.74 | -0.93 | 0.0018 | -0.0000 | |||||
| US02361DBA72 / AMEREN ILLINOIS COMPANY | 0.74 | -0.54 | 0.0018 | -0.0000 | |||||
| US3140QCEA05 / Fannie Mae Pool | 0.74 | -4.39 | 0.0018 | -0.0001 | |||||
| US38145GAH39 / The Goldman Sachs Bond | 0.74 | 0.14 | 0.0018 | 0.0000 | |||||
| US911365BP80 / United Rentals North America Inc | 0.74 | 0.27 | 0.0018 | 0.0000 | |||||
| US756109BJ21 / REALTY INCOME CORP REGD 2.20000000 | 0.74 | 0.82 | 0.0018 | 0.0000 | |||||
| US3136B0YM24 / Fannie Mae-Aces | 0.74 | -0.80 | 0.0018 | -0.0000 | |||||
| US31418D7F32 / Fannie Mae Pool | 0.74 | -4.15 | 0.0018 | -0.0001 | |||||
| US378272BE79 / Glencore Funding LLC | 0.74 | 0.41 | 0.0018 | 0.0000 | |||||
| US3138YVER64 / FNMA 30YR 3.5% 11/01/2045#AZ3743 | 0.74 | -6.46 | 0.0018 | -0.0001 | |||||
| HOST HOTELS and RESORTS LP 5.7% 07/01/2034 / DBT (US44107TBB17) | 0.74 | -2.90 | 0.0018 | -0.0001 | |||||
| US835495AL63 / SONOCO PRODUCTS CO | 0.74 | 0.0018 | 0.0018 | ||||||
| VEGAS TRUST 2024-TI A 5.5183% 11/10/2039 144A / ABS-MBS (US92254AAA51) | 0.74 | -0.41 | 0.0018 | -0.0000 | |||||
| SCI / Service Corporation International | 0.74 | 0.14 | 0.0018 | 0.0000 | |||||
| US3138EQL831 / Fannie Mae Pool | 0.74 | -4.17 | 0.0018 | -0.0001 | |||||
| US12516WAA99 / CENT Trust 2023-CITY | 0.74 | -0.41 | 0.0018 | -0.0000 | |||||
| BINOM SECURITIZATION TRUST 2022-INV1 A1 4.441% 08/25/2057 144A / ABS-CBDO (US090975AA18) | 0.73 | -4.19 | 0.0018 | -0.0001 | |||||
| US3138E3CU50 / FNMA 30YR 3.5% 08/01/2042#AJ9982 | 0.73 | -2.79 | 0.0018 | -0.0000 | |||||
| DIGICEL INTERMEDIATE HOLDINGS LTD / DIGICEL INTERNATIONAL FINANCE LTD / DIFL US PIK VAR 05/25/2027 / DBT (USG27753AA36) | 0.73 | 1.53 | 0.0018 | 0.0000 | |||||
| US040555DA91 / Arizona Public Service Co. | 0.73 | -5.91 | 0.0018 | -0.0001 | |||||
| US469815AL80 / Jacobs Entertainment Inc | 0.73 | -3.56 | 0.0018 | -0.0001 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0.73 | 0.14 | 0.0018 | 0.0000 | |||||
| US3138WJYT90 / FNMA 30YR 4% 02/01/2047#AS8821 | 0.73 | -6.76 | 0.0018 | -0.0001 | |||||
| US3128MJ3A60 / Freddie Mac Gold Pool | 0.73 | -4.32 | 0.0018 | -0.0001 | |||||
| US694308HR19 / PACIFIC GAS + ELECTRIC SR UNSECURED 12/46 4 | 0.73 | -8.06 | 0.0018 | -0.0002 | |||||
| GLP CAP LP / GLP FING II INC 6.25% 09/15/2054 / DBT (US361841AU37) | 0.73 | -36.19 | 0.0018 | -0.0010 | |||||
| US36179SLR66 / Ginnie Mae II Pool | 0.73 | -4.59 | 0.0018 | -0.0001 | |||||
| US146869AL63 / Carvana Co. | 0.73 | -0.82 | 0.0018 | -0.0000 | |||||
| US909318AA56 / United Airlines Pass Through Trust, Series 2018-1, Class AA | 0.73 | -1.49 | 0.0017 | -0.0000 | |||||
| ORCHARD PK CLO LTD A TSFR3M+136 10/20/2037 144A / ABS-CBDO (US68563JAA25) | 0.73 | -0.95 | 0.0017 | -0.0000 | |||||
| US202712BN45 / Commonwealth Bank of Australia | 0.73 | 0.28 | 0.0017 | 0.0000 | |||||
| GPJA / Georgia Power Company - Preferred Security | 0.73 | 0.0017 | 0.0017 | ||||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 0.73 | -34.00 | 0.0017 | -0.0009 | |||||
| US3140F47L42 / Fannie Mae Pool | 0.73 | -3.59 | 0.0017 | -0.0001 | |||||
| US651229BD74 / Newell Brands, Inc. | 0.73 | -5.23 | 0.0017 | -0.0001 | |||||
| DOWSON 2024-1 F PLC SONIO+695 08/20/2031 REGS / ABS-CBDO (XS2919894381) | 0.73 | 12.58 | 0.0017 | 0.0002 | |||||
| US3140XK3T51 / FNMA 15YR 2.5% 06/01/2037#FS4409 | 0.73 | -3.07 | 0.0017 | -0.0001 | |||||
| US36262MAC29 / GS Mortgage Securities Corportation Trust 2021-IP | 0.72 | 0.00 | 0.0017 | 0.0000 | |||||
| US25470XBD66 / CORP. NOTE | 0.72 | -2.56 | 0.0017 | -0.0000 | |||||
| US715638DA73 / Peruvian Government International Bond | 0.72 | 0.84 | 0.0017 | 0.0000 | |||||
| NOVELIS CORP 6.875% 01/30/2030 144A / DBT (US670001AL04) | 0.72 | 0.84 | 0.0017 | 0.0000 | |||||
| US913366KW93 / UNIV OF CALIFORNIA CA RGTS MED REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE | 0.72 | -7.34 | 0.0017 | -0.0001 | |||||
| US3128MJZC76 / Freddie Mac Gold Pool | 0.72 | -3.49 | 0.0017 | -0.0001 | |||||
| BENEFIT STREET PARTNERS CLO XXVII LTD AR TSFR3M+137 10/20/2037 144A / ABS-CBDO (US08179PAQ54) | 0.72 | -0.41 | 0.0017 | -0.0000 | |||||
| US3140MLR937 / FNMA 30YR 4% 07/01/2053# | 0.72 | -3.49 | 0.0017 | -0.0001 | |||||
| US44107TBA34 / Host Hotels & Resorts LP | 0.72 | -1.91 | 0.0017 | -0.0000 | |||||
| XAC8000CAB90 / Panther BF Aggregator 2 LP USD Term Loan B | 0.72 | -0.14 | 0.0017 | -0.0000 | |||||
| US36202FUF16 / Ginnie Mae II Pool | 0.72 | -2.58 | 0.0017 | -0.0000 | |||||
| UK LOGISTICS 2025-1X D SONIO+400 05/31/2030 REGS / ABS-CBDO (XS3028549478) | 0.72 | 0.0017 | 0.0017 | ||||||
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2025-BHR5 A TSFR1M+169.3 03/15/2040 144A / ABS-MBS (US46649WAA71) | 0.72 | 0.0017 | 0.0017 | ||||||
| US3133EMZ393 / FFCB | 0.72 | 0.85 | 0.0017 | 0.0000 | |||||
| US3140LJKJ48 / Fannie Mae Pool | 0.72 | -0.42 | 0.0017 | -0.0000 | |||||
| BX COML MTG TR 2023-XL3 B TSFR1M+239.052 12/09/2040 144A / ABS-MBS (US12434GAC96) | 0.72 | 0.00 | 0.0017 | 0.0000 | |||||
| US097751BV25 / Bombardier Inc | 0.71 | 0.00 | 0.0017 | -0.0000 | |||||
| US74052HAB06 / Premier Entertainment Sub LLC / Premier Entertainment Finance Corp | 0.71 | -8.46 | 0.0017 | -0.0002 | |||||
| EQT TR 2024-EXTR A VAR 07/05/2041 144A / ABS-MBS (US29439DAA90) | 0.71 | 0.14 | 0.0017 | 0.0000 | |||||
| SELECT MEDICAL CORP 6.25% 12/01/2032 144A / DBT (US816196AV14) | 0.71 | -0.42 | 0.0017 | -0.0000 | |||||
| TOWD PT MTG TR 2024-CES1 5.848% 01/25/2064 144A / ABS-CBDO (US89183CAA36) | 0.71 | -8.59 | 0.0017 | -0.0002 | |||||
| NLT 2025-INV1 A2 TR 5.708% 02/25/2070 144A / ABS-CBDO (US62916TAB52) | 0.71 | 0.0017 | 0.0017 | ||||||
| US10569DAB91 / BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM6 A2 6.956% 09/25/2063 144A | 0.71 | -7.79 | 0.0017 | -0.0001 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 0.71 | 0.0017 | 0.0017 | ||||||
| US853254CT59 / STANDARD CHARTERED PLC REGD 144A P/P 6.18700000 | 0.71 | -0.56 | 0.0017 | -0.0000 | |||||
| US23338VAS51 / DTE ELECTRIC COMPANY | 0.71 | -0.14 | 0.0017 | -0.0000 | |||||
| US05530SAG12 / BAMLL Commercial Mortgage Securities Trust 2022-DKLX | 0.71 | -0.14 | 0.0017 | -0.0000 | |||||
| US3618BJF983 / GNMA 30YR 6% 06/20/2063#CU1092 | 0.71 | -2.88 | 0.0017 | -0.0000 | |||||
| EU000A3KWCF4 / European Union | 0.71 | 10.63 | 0.0017 | 0.0002 | |||||
| US3133AMPP59 / Freddie Mac Pool | 0.71 | -3.67 | 0.0017 | -0.0001 | |||||
| US67118CAB72 / OBX 2023-NQM8 TRUST 7.248% 09/25/2063 144A | 0.71 | -8.17 | 0.0017 | -0.0002 | |||||
| US3133AKVF48 / Freddie Mac Pool | 0.71 | -4.45 | 0.0017 | -0.0001 | |||||
| US294751CU44 / Equity One Mortgage Pass-Through Trust 2003-3 | 0.71 | 0.28 | 0.0017 | 0.0000 | |||||
| BX TRUST 2025-ROIC TSFR1M+294.129 03/15/2030 144A / ABS-MBS (US05593VAN38) | 0.71 | -2.49 | 0.0017 | -0.0000 | |||||
| CARMAX SELECT RECEIVABLES TRUST 2024-A 5.4% 11/15/2028 / ABS-CBDO (US14319FAD50) | 0.71 | -0.28 | 0.0017 | -0.0000 | |||||
| US404119BU21 / HCA Inc | 0.71 | 0.00 | 0.0017 | 0.0000 | |||||
| US3133KNA946 / Freddie Mac Pool | 0.71 | -4.34 | 0.0017 | -0.0001 | |||||
| US639057AJ71 / NatWest Group PLC | 0.71 | -0.42 | 0.0017 | -0.0000 | |||||
| US55342UAM62 / MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031 | 0.71 | -24.36 | 0.0017 | -0.0005 | |||||
| US3138LNKF73 / Fannie Mae Pool | 0.70 | 0.14 | 0.0017 | 0.0000 | |||||
| US06051GGR48 / Bank Of America C Var 28 Bond | 0.70 | 0.43 | 0.0017 | 0.0000 | |||||
| US31418DZ396 / Fannie Mae Pool | 0.70 | -3.97 | 0.0017 | -0.0001 | |||||
| HCA INC 5.6% 04/01/2034 / DBT (US404119CU12) | 0.70 | 36.58 | 0.0017 | 0.0005 | |||||
| BHP BILLITON FIN USA LTD 5.125% 02/21/2032 / DBT (US055451BK37) | 0.70 | -0.14 | 0.0017 | -0.0000 | |||||
| BIRCH GROVE CLO LTD / BIRCH GROVE CLO LLC A1RR TSFR3M+159 07/17/2037 144A / ABS-CBDO (US09075JAU34) | 0.70 | -0.57 | 0.0017 | -0.0000 | |||||
| ANCHORAGE CAP CLO 7 LTD / ANCHORAGE CAP CLO 7 LLC BR3 TSFR3M+205 04/28/2037 144A / ABS-CBDO (US03328TBU88) | 0.70 | -0.14 | 0.0017 | -0.0000 | |||||
| E / Eni S.p.A. - Depositary Receipt (Common Stock) | 0.70 | 0.0017 | 0.0017 | ||||||
| US46645WBC64 / JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 0.70 | 0.57 | 0.0017 | 0.0000 | |||||
| US933631AD53 / WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust | 0.70 | -0.28 | 0.0017 | -0.0000 | |||||
| US912810TJ79 / United States Treasury Note/Bond | 0.70 | -7.04 | 0.0017 | -0.0001 | |||||
| US09062XAH61 / Biogen Inc | 0.70 | 0.57 | 0.0017 | 0.0000 | |||||
| LOGICOR FINANCING SARL 4.25% 07/18/2029 REGS / DBT (XS2860968085) | 0.70 | 9.03 | 0.0017 | 0.0001 | |||||
| ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) | 0.70 | 8.54 | 0.0017 | 0.0001 | |||||
| US3130ANUL25 / Federal Home Loan Banks | 0.70 | 0.58 | 0.0017 | 0.0000 | |||||
| US12513GBH11 / CDW LLC / CDW Finance Corp | 0.70 | 0.29 | 0.0017 | 0.0000 | |||||
| US36179NX450 / GNII II 3.0% 01/20/2044#MA1599 | 0.70 | -2.65 | 0.0017 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.70 | 0.0017 | 0.0017 | ||||||
| US74333TAJ88 / Progress Residential Trust, Series 2021-SFR8, Class E1 | 0.70 | 0.43 | 0.0017 | 0.0000 | |||||
| US05492PAE88 / BANC OF AMERICA MERRILL LYNCH BAMLL 2019 BPR BNM 144A | 0.70 | -29.77 | 0.0017 | -0.0007 | |||||
| US02666TAD90 / American Homes 4 Rent LP | 0.70 | -6.70 | 0.0017 | -0.0001 | |||||
| US816851BJ72 / Sempra Energy | 0.70 | -4.53 | 0.0017 | -0.0001 | |||||
| US31417ES771 / Fannie Mae Pool | 0.70 | -3.74 | 0.0017 | -0.0001 | |||||
| US3140QPSK44 / FANNIE MAE POOL UMBS P#CB4121 4.00000000 | 0.70 | -4.66 | 0.0017 | -0.0001 | |||||
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.83% 10/16/2028 / ABS-CBDO (US30185AAB70) | 0.69 | 0.0017 | 0.0017 | ||||||
| US3137H9PB99 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.69 | -0.43 | 0.0017 | -0.0000 | |||||
| US88033GDQ01 / CORP. NOTE | 0.69 | 0.73 | 0.0017 | 0.0000 | |||||
| BX TRUST 2025-LIFE A VAR 06/13/2047 144A / ABS-MBS (US05616HAA59) | 0.69 | 0.0017 | 0.0017 | ||||||
| US29646AAD81 / Eskom Holdings SOC Ltd | 0.69 | -0.29 | 0.0017 | -0.0000 | |||||
| US06051GJK67 / Bank of America Corp | 0.69 | 0.73 | 0.0017 | 0.0000 | |||||
| RIO TINTO FIN USA PLC 5.25% 03/14/2035 / DBT (US76720AAU07) | 0.69 | 0.0017 | 0.0017 | ||||||
| US570535AS38 / Markel Corp | 0.69 | -5.59 | 0.0017 | -0.0001 | |||||
| US693984AB25 / PRKCM 2023-AFC3 A2 TRUST 6.987% 09/25/2058 144A | 0.69 | -5.98 | 0.0017 | -0.0001 | |||||
| TRT061124T11 / Turkey Government Bond | 0.69 | -2.95 | 0.0017 | -0.0001 | |||||
| US89352HAM16 / TransCanada PipeLines Ltd | 0.69 | -1.14 | 0.0017 | -0.0000 | |||||
| US3140XDFH49 / Fannie Mae Pool | 0.69 | -4.16 | 0.0017 | -0.0001 | |||||
| US30259RAQ83 / FMC GMSR Issuer Trust, Series 2022-GT2, Class B | 0.69 | 1.02 | 0.0017 | 0.0000 | |||||
| US02149QAD25 / Alternative Loan Trust 2007-OA10 | 0.69 | -7.13 | 0.0017 | -0.0001 | |||||
| US097023CK94 / Boeing Co/The | 0.69 | -3.23 | 0.0017 | -0.0001 | |||||
| CIM TR 2025-I1 CSTR 10/25/2069 144A / ABS-CBDO (US12571DAD75) | 0.69 | -0.72 | 0.0017 | -0.0000 | |||||
| US251526CE71 / DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026 | 0.69 | 0.44 | 0.0017 | 0.0000 | |||||
| US3132DPKT48 / FR SD2106 | 0.69 | -3.64 | 0.0017 | -0.0001 | |||||
| US18453HAA41 / Clear Channel Worldwide Holdings Inc 5.125% 08/15/2027 144A | 0.69 | 0.00 | 0.0017 | 0.0000 | |||||
| US79575DE631 / SALT RIVER AZ PROJ AGRIC IMPT & PWR DIST ELEC | 0.69 | -4.44 | 0.0017 | -0.0001 | |||||
| FLUXYS SA 4% 11/28/2030 REGS / DBT (BE0390222884) | 0.69 | 0.0017 | 0.0017 | ||||||
| US92343VFL36 / Verizon Communications Inc | 0.69 | -21.28 | 0.0017 | -0.0004 | |||||
| US3132DMRU17 / Freddie Mac Pool | 0.69 | -4.18 | 0.0017 | -0.0001 | |||||
| US3140GYK739 / FNMA 30YR 3.5% 09/01/2047#BH9317 | 0.69 | -4.05 | 0.0017 | -0.0001 | |||||
| US628530BJ54 / Mylan Inc. | 0.69 | -9.50 | 0.0016 | -0.0002 | |||||
| US3140XTBW04 / FNMA 30YR 2% 11/01/2050#FP0052 | 0.69 | -4.59 | 0.0016 | -0.0001 | |||||
| US3140QKKC13 / FNCL UMBS 2.0 CB0290 04-01-51 | 0.69 | -4.33 | 0.0016 | -0.0001 | |||||
| US3133KYWE57 / Freddie Mac Pool | 0.69 | -3.66 | 0.0016 | -0.0001 | |||||
| BANK OF AMERICA CORPORATION 5.425%/VAR 08/15/2035 / DBT (US06051GMB22) | 0.69 | -0.87 | 0.0016 | -0.0000 | |||||
| US3140XFGE56 / FNMA UMBS, 30 Year | 0.69 | -4.33 | 0.0016 | -0.0001 | |||||
| US31418DZX38 / Fannie Mae Pool | 0.69 | -4.33 | 0.0016 | -0.0001 | |||||
| US853254CN89 / Standard Chartered PLC | 0.68 | -0.58 | 0.0016 | -0.0000 | |||||
| US38380Q3N09 / GNMA, Series 2021-H10, Class AF | 0.68 | 0.00 | 0.0016 | 0.0000 | |||||
| US3140XDCE45 / FNMA, 30 Year | 0.68 | 0.0016 | 0.0016 | ||||||
| US362334BP84 / GSR MORTGAGE LOAN TRUST GSR 2006 2F 3A6 | 0.68 | -2.15 | 0.0016 | -0.0000 | |||||
| US207932AA28 / Fannie Mae Connecticut Avenue Securities | 0.68 | -5.27 | 0.0016 | -0.0001 | |||||
| SOUTHERN GAS NETWORKS PLC 3.5% 10/16/2030 REGS / DBT (XS2914661843) | 0.68 | 8.60 | 0.0016 | 0.0001 | |||||
| US3140XJZX49 / Federal National Mortgage Association, Inc. | 0.68 | -3.54 | 0.0016 | -0.0001 | |||||
| US31335A4H84 / FHLG 30YR 4% 02/01/2046#G60824 | 0.68 | -3.27 | 0.0016 | -0.0001 | |||||
| US30259RAN52 / FMC GMSR Issuer Trust | 0.68 | 2.25 | 0.0016 | 0.0000 | |||||
| US715638DF60 / Peruvian Government International Bond | 0.68 | 1.04 | 0.0016 | 0.0000 | |||||
| XS2434896010 / Romanian Government International Bond | 0.68 | -0.15 | 0.0016 | -0.0000 | |||||
| SALLY HOLDINGS LLC / CAP INC 6.75% 03/01/2032 / DBT (US79546VAQ95) | 0.68 | -15.11 | 0.0016 | -0.0003 | |||||
| US718547AH57 / PHILLIPS 66 CO 3.75% 03/01/2028 | 0.68 | 0.00 | 0.0016 | 0.0000 | |||||
| ARES TR 2024-IND2 A TSFR1M+144.3 10/15/2034 144A / ABS-MBS (US04021EAA47) | 0.68 | 0.00 | 0.0016 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.68 | 0.0016 | 0.0016 | ||||||
| US87165BAP85 / SYNCHRONY FINANCIAL SR UNSECURED 03/29 5.15 | 0.68 | -0.44 | 0.0016 | -0.0000 | |||||
| BIRG / Bank of Ireland Group plc | 0.68 | 0.00 | 0.0016 | -0.0000 | |||||
| US50077LAB27 / Kraft Heinz Foods Co | 0.68 | -56.29 | 0.0016 | -0.0021 | |||||
| US92840VAP76 / Vistra Operations Co. LLC | 0.68 | 0.44 | 0.0016 | 0.0000 | |||||
| STAB / Standard Chartered PLC - Preferred Security | 0.68 | -1.02 | 0.0016 | -0.0000 | |||||
| US3128MJY619 / Freddie Mac Gold Pool | 0.68 | -3.98 | 0.0016 | -0.0001 | |||||
| GREENSKY HOME IMPROVEMENT TRUST 2024-2 6.43% 10/27/2059 144A / ABS-CBDO (US39571XAG97) | 0.68 | -0.44 | 0.0016 | -0.0000 | |||||
| US87264ABY01 / T-MOBILE USA INC | 0.68 | 0.0016 | 0.0016 | ||||||
| US3132DWGN74 / FNCL UMBS 4.0 SD8305 03-01-53 | 0.68 | -4.93 | 0.0016 | -0.0001 | |||||
| US3133KRJV78 / FHLM 30YR 6% 06/01/2053#RA9276 | 0.68 | -5.06 | 0.0016 | -0.0001 | |||||
| US36250SAE90 / GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051 | 0.68 | 0.15 | 0.0016 | 0.0000 | |||||
| US62952EAE77 / NYU Langone Hospitals | 0.67 | -5.73 | 0.0016 | -0.0001 | |||||
| CRESCENT ENERGY FINANCE LLC 7.625% 04/01/2032 144A / DBT (US45344LAD55) | 0.67 | -5.73 | 0.0016 | -0.0001 | |||||
| US12559QAH56 / CIT Mortgage Loan Trust 2007-1 | 0.67 | -0.59 | 0.0016 | -0.0000 | |||||
| US3140XGRY74 / FANNIE MAE POOL UMBS P#FS1402 2.00000000 | 0.67 | -4.81 | 0.0016 | -0.0001 | |||||
| Q1UA34 / Quanta Services, Inc. - Depositary Receipt (Common Stock) | 0.67 | -0.15 | 0.0016 | -0.0000 | |||||
| US20048JAA88 / Commercial Mortgage Trust, Series 2018-HOME, Class A | 0.67 | 0.00 | 0.0016 | 0.0000 | |||||
| PFIZER NETHERLANDS INTERNATIONAL FINANCE BV 3.25% 05/19/2032 / DBT (XS3019320657) | 0.67 | 0.0016 | 0.0016 | ||||||
| US36179VZR40 / GNMA, Class 360 | 0.67 | -4.40 | 0.0016 | -0.0001 | |||||
| VERUS SECURITIZATION TRUST 2023-2 VAR 03/25/2068 144A / ABS-CBDO (US92539DAE85) | 0.67 | -1.18 | 0.0016 | -0.0000 | |||||
| US3132D57D82 / Freddie Mac Pool | 0.67 | -3.03 | 0.0016 | -0.0001 | |||||
| US22537EAE59 / Credit Acceptance Auto Loan Trust, Series 2023-2A, Class C | 0.67 | -0.74 | 0.0016 | -0.0000 | |||||
| US715638DT64 / Peruvian Government International Bond | 0.67 | -4.00 | 0.0016 | -0.0001 | |||||
| US853496AG21 / Standard Industries Inc/NJ | 0.67 | 0.45 | 0.0016 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.67 | -2.89 | 0.0016 | -0.0000 | |||||
| US836205BC70 / Republic of South Africa Government International Bond | 0.67 | 0.90 | 0.0016 | 0.0000 | |||||
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2024-1 A1 5.735% 07/25/2069 144A / ABS-CBDO (US24380QAC69) | 0.67 | -6.81 | 0.0016 | -0.0001 | |||||
| US3133BTAX82 / FNCL UMBS 4.0 QF5422 01-01-53 | 0.67 | -10.17 | 0.0016 | -0.0002 | |||||
| US3140XLWQ70 / FNMA 30YR 4% 02/01/2051#FS5154 | 0.67 | -4.83 | 0.0016 | -0.0001 | |||||
| US29446MAH51 / Equinor ASA | 0.67 | -5.37 | 0.0016 | -0.0001 | |||||
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG D VAR 11/05/2041 144A / ABS-MBS (US46593KAG67) | 0.67 | 0.00 | 0.0016 | 0.0000 | |||||
| ROCKIES EXPRESS PIPELINE LLC 6.75% 03/15/2033 144A / DBT (US77340RAU14) | 0.67 | 0.0016 | 0.0016 | ||||||
| XYZ / Block, Inc. - Depositary Receipt (Common Stock) | 0.67 | 0.0016 | 0.0016 | ||||||
| PRPM 2025-NQM1 M1A TRUST 6.645% 11/25/2069 144A / ABS-CBDO (US74391EAD31) | 0.67 | 0.00 | 0.0016 | 0.0000 | |||||
| US98379KAB89 / XPO INC | 0.67 | 0.00 | 0.0016 | 0.0000 | |||||
| US3140LFW915 / FNMA, Other | 0.67 | 0.30 | 0.0016 | 0.0000 | |||||
| US35563P7E36 / Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU | 0.67 | -2.63 | 0.0016 | -0.0000 | |||||
| US576436AT67 / MASTR Reperforming Loan Trust 2005-1 | 0.67 | -4.18 | 0.0016 | -0.0001 | |||||
| US3140J9FS50 / FNMA 30YR 4% 10/01/2048#BM4676 | 0.67 | -3.90 | 0.0016 | -0.0001 | |||||
| US573284AW62 / Martin Marietta Materials Inc | 0.67 | 0.15 | 0.0016 | 0.0000 | |||||
| US744448CY50 / Public Service Co of Colorado | 0.67 | -6.34 | 0.0016 | -0.0001 | |||||
| GB00BMBL1D50 / United Kingdom Gilt | 0.66 | 0.0016 | 0.0016 | ||||||
| US44409MAA45 / HUDSON PACIFIC PROPERTIE COMPANY GUAR 11/27 3.95 | 0.66 | -3.49 | 0.0016 | -0.0001 | |||||
| US852060AT99 / Sprint Capital Corp 8.750% Notes 03/15/32 | 0.66 | -0.45 | 0.0016 | -0.0000 | |||||
| US06406RBU05 / BANK OF NEW YORK MELLON CORP/THE | 0.66 | -1.19 | 0.0016 | -0.0000 | |||||
| US3140FXED00 / Fannie Mae Pool | 0.66 | -2.64 | 0.0016 | -0.0000 | |||||
| BANK OF AMERICA CORPORATION 6.625%/VAR PERP / EP (US06055HAH66) | 0.66 | 0.0016 | 0.0016 | ||||||
| US404119CC14 / HCA Inc | 0.66 | 0.30 | 0.0016 | 0.0000 | |||||
| US28470RAK86 / COLT MERGER SUB INC SR UNSECURED 144A 07/27 8.125 | 0.66 | 0.0016 | 0.0016 | ||||||
| US3140XLPD41 / FN FS4919 | 0.66 | -3.78 | 0.0016 | -0.0001 | |||||
| W1MB34 / The Williams Companies, Inc. - Depositary Receipt (Common Stock) | 0.66 | -5.70 | 0.0016 | -0.0001 | |||||
| US3132MAXC06 / FHLG 30YR 3.5% 11/01/2044#Q29975 | 0.66 | -10.05 | 0.0016 | -0.0002 | |||||
| US3137FUAS39 / Freddie Mac REMICS | 0.66 | 334.87 | 0.0016 | 0.0012 | |||||
| US31335AJQ22 / Freddie Mac Gold Pool | 0.66 | -3.50 | 0.0016 | -0.0001 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 0.66 | -0.30 | 0.0016 | -0.0000 | |||||
| N1WL34 / Newell Brands Inc. - Depositary Receipt (Common Stock) | 0.66 | -5.84 | 0.0016 | -0.0001 | |||||
| US06051GLG28 / Bank of America Corp | 0.66 | 382.48 | 0.0016 | 0.0013 | |||||
| US31416XJZ42 / FNMA 4.00% 1/41 #AB2079 | 0.66 | -4.48 | 0.0016 | -0.0001 | |||||
| US366651AE76 / Gartner Inc | 0.66 | 581.44 | 0.0016 | 0.0014 | |||||
| WARNERMEDIA HOLDINGS INC 4.693% 05/17/2033 / DBT (XS2721621154) | 0.66 | 0.61 | 0.0016 | 0.0000 | |||||
| PALMER SQUARE LOAN FUNDING 2022-3 LTD A2R TSFR3M+160 04/15/2031 144A / ABS-CBDO (US69690CAQ69) | 0.66 | -0.15 | 0.0016 | -0.0000 | |||||
| VIRGINIA ELECTRIC AND POWER CO 5.05% 08/15/2034 / DBT (US927804GR96) | 0.66 | -1.20 | 0.0016 | -0.0000 | |||||
| US718172AU37 / Philip Morris International Inc. 3.875% 08/21/42 | 0.66 | -3.09 | 0.0016 | -0.0000 | |||||
| SNAP / Snap Inc. - Depositary Receipt (Common Stock) | 0.66 | 443.80 | 0.0016 | 0.0013 | |||||
| US3137H3QP07 / Federal Home Loan Mortgage Corporation | 0.66 | -3.52 | 0.0016 | -0.0001 | |||||
| US38982GAA40 / Great Ajax Operating Partnership LP | 0.66 | -0.30 | 0.0016 | -0.0000 | |||||
| XS1967636272 / Abertis Infraestructuras SA | 0.66 | 7.01 | 0.0016 | 0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.66 | 0.0016 | 0.0016 | ||||||
| US06738ECD58 / Barclays PLC | 0.66 | -0.30 | 0.0016 | -0.0000 | |||||
| US20030NDS71 / CORPORATE BONDS | 0.66 | -5.35 | 0.0016 | -0.0001 | |||||
| FLORIDA PWR and LT CO 5.8% 03/15/2065 / DBT (US341081GZ45) | 0.65 | -9.29 | 0.0016 | -0.0002 | |||||
| US38141GWL49 / GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR | 0.65 | 0.31 | 0.0016 | 0.0000 | |||||
| US74977RDN17 / Cooperatieve Rabobank UA | 0.65 | 0.46 | 0.0016 | 0.0000 | |||||
| US22822VBD29 / Crown Castle Inc | 0.65 | 0.0016 | 0.0016 | ||||||
| AEP TRANSMISSION CO LLC 5.375% 06/15/2035 / DBT (US00115AAS87) | 0.65 | 0.0016 | 0.0016 | ||||||
| RFR USDSOFR-3.89548 12-23-24-30* LCH / DIR (N/A) | 0.65 | 0.0016 | 0.0016 | ||||||
| US46817MAL19 / Jackson Financial, Inc. | 0.65 | -0.91 | 0.0016 | -0.0000 | |||||
| US3137H5UF27 / FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 | 0.65 | -4.26 | 0.0016 | -0.0001 | |||||
| A and D MTG TR 2024-NQM5 A1 5.699% 11/25/2069 / ABS-CBDO (US00039KAC45) | 0.65 | -4.69 | 0.0016 | -0.0001 | |||||
| LCH OIS SOFRV3.5% MAC 06/18/45 / DIR (N/A) | 0.65 | 0.0016 | 0.0016 | ||||||
| US68622TAA97 / Organon Finance 1 LLC | 0.65 | -1.22 | 0.0016 | -0.0000 | |||||
| US82967NBJ63 / Sirius XM Radio Inc | 0.65 | 16.97 | 0.0016 | 0.0002 | |||||
| US655664AT70 / Nordstrom, Inc. | 0.65 | -1.67 | 0.0016 | -0.0000 | |||||
| US31418D2M38 / Fannie Mae Pool | 0.65 | -4.29 | 0.0016 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.65 | -4.57 | 0.0016 | -0.0001 | |||||
| US31418CRC00 / FANNIE MAE 3.50% 11/01/2047 FNMA | 0.65 | -4.01 | 0.0016 | -0.0001 | |||||
| US013092AG61 / ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A | 0.65 | 1.73 | 0.0016 | 0.0000 | |||||
| CARMAX AUTO OWNER TR 2024-2 5.65% 05/17/2027 / ABS-CBDO (US14319EAC03) | 0.65 | -32.74 | 0.0016 | -0.0008 | |||||
| US3132DV4H50 / UMBS Pool | 0.65 | -4.30 | 0.0016 | -0.0001 | |||||
| US30231GAW24 / Exxon Mobil Corp | 0.64 | -4.31 | 0.0015 | -0.0001 | |||||
| US3137H4HQ63 / Federal Home Loan Mortgage Corporation | 0.64 | -4.17 | 0.0015 | -0.0001 | |||||
| FNA 8 LLC 2025-1 A VAR 03/15/2045 144A / ABS-CBDO (US30340WAA36) | 0.64 | 0.0015 | 0.0015 | ||||||
| US31417GZX77 / Fannie Mae Pool | 0.64 | -2.87 | 0.0015 | -0.0000 | |||||
| US3140MF4U43 / Fannie Mae Pool | 0.64 | -3.45 | 0.0015 | -0.0001 | |||||
| US3137H3S941 / Federal Home Loan Mortgage Corporation | 0.64 | -3.75 | 0.0015 | -0.0001 | |||||
| US3140M82Z19 / FNMA 20YR 2% 12/01/2041#BU7091 | 0.64 | -3.02 | 0.0015 | -0.0000 | |||||
| US3137H5F778 / FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 | 0.64 | -4.04 | 0.0015 | -0.0001 | |||||
| US3137FU4N17 / Freddie Mac REMICS | 0.64 | 0.0015 | 0.0015 | ||||||
| US69351UAT07 / PPL Electric Utilities Corp | 0.64 | -5.04 | 0.0015 | -0.0001 | |||||
| GNII II 2.5% 07/20/2054#MA9773 / ABS-MBS (US36179Y2E37) | 0.64 | -4.61 | 0.0015 | -0.0001 | |||||
| US3140QNGQ93 / FN CB2906 | 0.64 | -6.97 | 0.0015 | -0.0001 | |||||
| CSL FINANCE PLC 5.106% 04/03/2034 144A / DBT (US12661PAG46) | 0.64 | -0.78 | 0.0015 | -0.0000 | |||||
| US12667G4S95 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 42CB A1 | 0.64 | 1.59 | 0.0015 | 0.0000 | |||||
| US31416VCD47 / FNMA 30YR 5% 02/01/2035#AB0067 | 0.64 | -5.33 | 0.0015 | -0.0001 | |||||
| US36179NQ686 / Ginnie Mae II Pool | 0.64 | -2.89 | 0.0015 | -0.0000 | |||||
| A and D MTG TR 2024-NQM5 6.516% 11/25/2069 / ABS-CBDO (US00039KAF75) | 0.64 | -0.93 | 0.0015 | -0.0000 | |||||
| US71880K1016 / Phinia Inc | 0.64 | -0.31 | 0.0015 | -0.0000 | |||||
| US46522TAC27 / ISTANBUL METROPOLITAN MUNICIPALITY 10.5% 12/06/2028 144A | 0.64 | -1.69 | 0.0015 | -0.0000 | |||||
| 081437AG0 / Bemis Inc Notes 5.65% 08/01/14 | 0.64 | 0.0015 | 0.0015 | ||||||
| US842587DL81 / Southern Co. (The) | 0.64 | 0.0015 | 0.0015 | ||||||
| USP75744AJ47 / Paraguay Government International Bond | 0.64 | 0.47 | 0.0015 | 0.0000 | |||||
| US3617K53Y86 / GNMA II 4% 05/20/2049#BN2615 | 0.64 | -10.03 | 0.0015 | -0.0002 | |||||
| B1DX34 / Becton, Dickinson and Company - Depositary Receipt (Common Stock) | 0.64 | 0.0015 | 0.0015 | ||||||
| US3140XJY231 / FNMA UMBS, 30 Year | 0.64 | -3.49 | 0.0015 | -0.0001 | |||||
| J P MORGAN MTG TR 2024-HE2 SOFR30A+120 10/25/2054 144A / ABS-CBDO (US46593HAA68) | 0.64 | -12.40 | 0.0015 | -0.0002 | |||||
| XS2563349765 / NATWEST GRP PLC(UNGTD) 7.416%/VAR 06/06/2033 REGS | 0.64 | 6.54 | 0.0015 | 0.0001 | |||||
| US3138WAYY76 / FNMA 30YR 4.5% 02/01/2044#AS1626 | 0.64 | -2.01 | 0.0015 | -0.0000 | |||||
| WAND NEWCO 3 INC 7.625% 01/30/2032 144A / DBT (US933940AA60) | 0.63 | 0.48 | 0.0015 | 0.0000 | |||||
| US235825AG15 / Dana Inc | 0.63 | -0.16 | 0.0015 | -0.0000 | |||||
| US465685AS47 / ITC Holdings Corp | 0.63 | -1.56 | 0.0015 | -0.0000 | |||||
| US65473QAX16 / Nisource Finance Corp. 5.95% 06/15/41 | 0.63 | -4.68 | 0.0015 | -0.0001 | |||||
| WESSEX WATER SERVS FIN PLC 6.125% 09/19/2034 REGS / DBT (XS3025173710) | 0.63 | 0.0015 | 0.0015 | ||||||
| US76114BAB45 / RESIDENTIAL AST TR 2006-A14CB 6.25% 12/25/2036 | 0.63 | -1.86 | 0.0015 | -0.0000 | |||||
| US629377CE03 / NRG Energy Inc | 0.63 | 0.16 | 0.0015 | 0.0000 | |||||
| US3138A1CD10 / FNMA 4.50% 2/41 #AH0067 | 0.63 | -2.77 | 0.0015 | -0.0000 | |||||
| US78413MAA62 / SFAVE Commercial Mortgage Securities Trust 2015-5AVE | 0.63 | -2.47 | 0.0015 | -0.0000 | |||||
| US35805BAC28 / FRESENIUS MEDICAL CARE US FIN III | 0.63 | 0.48 | 0.0015 | 0.0000 | |||||
| US3617JMJW05 / GNMA II | 0.63 | 0.64 | 0.0015 | 0.0000 | |||||
| US3140LGBW11 / FNMA, Other | 0.63 | -0.16 | 0.0015 | -0.0000 | |||||
| US3140XHE450 / FNMA UMBS, 30 Year | 0.63 | -4.70 | 0.0015 | -0.0001 | |||||
| US666807BP60 / Northrop Grumman Corp. | 0.63 | 20.04 | 0.0015 | 0.0003 | |||||
| US33767JAL61 / FirstKey Homes 2020-SFR2 Trust | 0.63 | 0.32 | 0.0015 | 0.0000 | |||||
| US05609WAJ27 / BX Trust, Series 2022-IND, Class C | 0.63 | 0.00 | 0.0015 | 0.0000 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 0.63 | 3.80 | 0.0015 | 0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.63 | 0.0015 | 0.0015 | ||||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 0.63 | 0.16 | 0.0015 | 0.0000 | |||||
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 6.625% 02/01/2032 144A / DBT (US03690AAK25) | 0.63 | 0.00 | 0.0015 | 0.0000 | |||||
| US3140XFDS79 / FNMA 15YR 3% 09/01/2035#FS0112 | 0.63 | -6.00 | 0.0015 | -0.0001 | |||||
| US88104LAE39 / TERRAFORM POWER OPERATIN | 0.63 | 0.64 | 0.0015 | 0.0000 | |||||
| US013092AE14 / ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 02/30 4.875 | 0.63 | 0.81 | 0.0015 | 0.0000 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.63 | -86.04 | 0.0015 | -0.0093 | |||||
| MTZ / MasTec, Inc. | 0.63 | 0.00 | 0.0015 | 0.0000 | |||||
| US3133ELLH50 / Federal Farm Credit Banks Funding Corp | 0.63 | -1.11 | 0.0015 | -0.0000 | |||||
| XS2346973741 / CIMIC GROUP LTD 1.5% 05/28/2029 REGS | 0.63 | -26.64 | 0.0015 | -0.0005 | |||||
| US12529YAQ52 / Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK54 | 0.62 | 1.79 | 0.0015 | 0.0000 | |||||
| US902494BC62 / Tyson Foods, Inc. | 0.62 | 0.48 | 0.0015 | 0.0000 | |||||
| US31418EQS27 / FNMA UMBS, 30 Year | 0.62 | -6.60 | 0.0015 | -0.0001 | |||||
| US90353DAV73 / UBS Commercial Mortgage Trust 2018-C12 | 0.62 | -0.48 | 0.0015 | -0.0000 | |||||
| US917288BL51 / Uruguay Government International Bond | 0.62 | -0.32 | 0.0015 | -0.0000 | |||||
| US3140QM4X96 / Fannie Mae Pool | 0.62 | -4.01 | 0.0015 | -0.0001 | |||||
| US3140XCHL59 / Fannie Mae Pool | 0.62 | -2.81 | 0.0015 | -0.0000 | |||||
| US3140LYHJ51 / Fannie Mae Pool | 0.62 | -3.56 | 0.0015 | -0.0001 | |||||
| US87264ADB89 / T-MOBILE USA INC | 0.62 | -4.89 | 0.0015 | -0.0001 | |||||
| USP5015VAM83 / Guatemala Government Bond | 0.62 | -0.16 | 0.0015 | 0.0000 | |||||
| US74332VAL99 / PROGRESS RESIDENTIAL 2022-SFR2 TR 4.8% 04/17/2027 144A | 0.62 | 0.16 | 0.0015 | 0.0000 | |||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | 0.62 | 0.0015 | 0.0015 | ||||||
| US06051GJF72 / Bank of America Corp. | 0.62 | -20.89 | 0.0015 | -0.0004 | |||||
| US72014TAE91 / Piedmont Healthcare Inc | 0.62 | -8.81 | 0.0015 | -0.0001 | |||||
| US30259RAL96 / FMC GMSR Issuer Trust | 0.62 | 1.14 | 0.0015 | 0.0000 | |||||
| US3140LFLE20 / FNMA, Other | 0.62 | -0.96 | 0.0015 | -0.0000 | |||||
| US872898AC52 / TSMC Arizona Corp | 0.62 | 0.49 | 0.0015 | 0.0000 | |||||
| US3617YCC518 / GNMA II | 0.62 | -1.59 | 0.0015 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.62 | -7.89 | 0.0015 | -0.0001 | |||||
| WESCO DISTRIBUTION INC 6.625% 03/15/2032 144A / DBT (US95081QAR56) | 0.62 | 0.32 | 0.0015 | 0.0000 | |||||
| ANGEL OAK MORTGAGE TRUST 2025-1 5.691% 01/25/2070 144A / ABS-CBDO (US034934AA73) | 0.62 | -3.59 | 0.0015 | -0.0001 | |||||
| XS2240494711 / InterContinental Hotels Group plc | 0.62 | 7.11 | 0.0015 | 0.0001 | |||||
| US69047QAC69 / Ovintiv Inc | 0.62 | -4.04 | 0.0015 | -0.0001 | |||||
| US552953CD18 / Mgm Resorts Bond | 0.62 | 0.33 | 0.0015 | 0.0000 | |||||
| ONITY LOAN INVESTMENT TRUST 2024-HB2 A 5% 08/25/2037 144A / ABS-CBDO (US68278DAA19) | 0.62 | -9.66 | 0.0015 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.62 | 0.0015 | 0.0015 | ||||||
| US695114CT39 / PacifiCorp | 0.62 | -6.67 | 0.0015 | -0.0001 | |||||
| USG84393AC49 / Star Energy Geothermal Wayang Windu Ltd | 0.62 | 0.0015 | 0.0015 | ||||||
| US3132DWAN39 / FR SD8113 | 0.62 | -4.21 | 0.0015 | -0.0001 | |||||
| US00206RKB77 / AT&T INC 3.850000% 06/01/2060 | 0.62 | 568.48 | 0.0015 | 0.0013 | |||||
| XS1040508167 / Imperial Brands Finance plc | 0.61 | 7.91 | 0.0015 | 0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.61 | 0.0015 | 0.0015 | ||||||
| US3140XGB326 / FNMA POOL FS0957 FN 03/52 FIXED VAR | 0.61 | -4.22 | 0.0015 | -0.0001 | |||||
| US718286CP01 / Philippine Government International Bond | 0.61 | -2.54 | 0.0015 | -0.0000 | |||||
| US48305QAG82 / Kaiser Foundation Hospitals | 0.61 | -7.27 | 0.0015 | -0.0001 | |||||
| US06738ECJ29 / Barclays PLC | 0.61 | -0.49 | 0.0015 | -0.0000 | |||||
| US3133WJC499 / FHLG 15YR 3% 04/01/2037#QO0091 | 0.61 | -2.39 | 0.0015 | -0.0000 | |||||
| US3138ETG751 / FNMA 30YR 4% 03/01/2046#AL8321 | 0.61 | -5.12 | 0.0015 | -0.0001 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 0.61 | 0.00 | 0.0015 | 0.0000 | |||||
| ROPER TECHNOLOGIES INC 4.9% 10/15/2034 / DBT (US776696AJ52) | 0.61 | -1.29 | 0.0015 | -0.0000 | |||||
| US760942BA98 / Uruguay Government International Bond | 0.61 | -3.94 | 0.0015 | -0.0001 | |||||
| US3140QM6G46 / Fannie Mae Pool | 0.61 | -4.24 | 0.0015 | -0.0001 | |||||
| US69377EAB56 / PRPM 2022-INV1 A2 TRUST CSTR 04/25/2067 144A | 0.61 | -4.09 | 0.0015 | -0.0001 | |||||
| LBA TR 2024-BOLT TSFR1M+159.11 06/15/2026 144A / ABS-MBS (US50177BAA52) | 0.61 | 0.00 | 0.0015 | 0.0000 | |||||
| US31417BC474 / FNMA 30YR 3.5% 03/01/2042#AB4590 | 0.61 | -2.24 | 0.0015 | -0.0000 | |||||
| US455780CQ75 / Indonesia Government International Bond | 0.61 | 69.92 | 0.0015 | 0.0007 | |||||
| US45824TBC80 / INTELSAT JACKSON HOLDINGS S.A. | 0.61 | 5.55 | 0.0015 | 0.0001 | |||||
| XS2308626485 / Serbia International Bond | 0.61 | 8.36 | 0.0015 | 0.0001 | |||||
| STANDARD BUILDING SOLUTIONS INC 6.5% 08/15/2032 144A / DBT (US853191AA25) | 0.61 | 0.33 | 0.0015 | 0.0000 | |||||
| US3140XG6U87 / FANNIE MAE POOL UMBS P#FS1782 3.00000000 | 0.61 | -4.09 | 0.0015 | -0.0001 | |||||
| US36179QL664 / Ginnie Mae II Pool | 0.61 | -3.33 | 0.0015 | -0.0000 | |||||
| US3617XXDF35 / GNMA II | 0.61 | 1.50 | 0.0015 | 0.0000 | |||||
| US3138LTKF44 / Fannie Mae Pool | 0.61 | -2.72 | 0.0015 | -0.0000 | |||||
| US031652BK50 / Amkor Technology Inc 6.625% 09/15/2027 144A | 0.61 | 0.00 | 0.0015 | 0.0000 | |||||
| UST NOTES 4.375% 01/31/2032 / DBT (US91282CMK44) | 0.61 | -98.78 | 0.0015 | -0.1180 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0.61 | 0.00 | 0.0015 | 0.0000 | |||||
| BEAR STEARNS ASSET BACKED SECS I LLC 05-2 M5 STEP 06/25/2035 / ABS-CBDO (US073877CH30) | 0.61 | 0.33 | 0.0015 | 0.0000 | |||||
| US12544LAA98 / COUNTRYWIDE HOME LOANS CWHL 2007 11 A1 | 0.61 | 1.68 | 0.0015 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.61 | 0.0015 | 0.0015 | ||||||
| BX 2024-PALM TSFR1M+154.1 06/15/2037 144A / ABS-MBS (US05612UAA07) | 0.61 | 0.17 | 0.0015 | 0.0000 | |||||
| US3140HU3T12 / FNMA, Other | 0.61 | 0.00 | 0.0015 | 0.0000 | |||||
| US912834MZ86 / United States Treasury Strip Coupon | 0.61 | -6.91 | 0.0015 | -0.0001 | |||||
| UNITED AIRLINES 2024-1 CLASS A PASS THROUGH TRUST 5.45% 08/15/2038 / DBT (US90932WAA18) | 0.61 | -2.26 | 0.0015 | -0.0000 | |||||
| US71654QDP46 / Petroleos Mexicanos | 0.61 | -0.82 | 0.0015 | -0.0000 | |||||
| US17308CC539 / Citigroup Inc | 0.61 | 8.80 | 0.0015 | 0.0002 | |||||
| US05610HAA14 / BX Commercial Mortgage Trust 2022-LP2 | 0.61 | -13.82 | 0.0015 | -0.0002 | |||||
| T-MOBILE USA INC 4.85% 01/15/2029 / DBT (US87264ADE29) | 0.61 | 100.33 | 0.0015 | 0.0007 | |||||
| V / Visa Inc. - Depositary Receipt (Common Stock) | 0.61 | 0.0015 | 0.0015 | ||||||
| US3133CCJW74 / Federal Home Loan Mortgage Corporation | 0.60 | -5.33 | 0.0015 | -0.0001 | |||||
| VENTURE GLOBAL PLAQUE 7.5% 05/01/2033 144A / DBT (US922966AA47) | 0.60 | 0.0015 | 0.0015 | ||||||
| US3133BPM390 / FHLG 30YR 4% 10/01/2052#QF2178 | 0.60 | -2.58 | 0.0015 | -0.0000 | |||||
| US3140QBRH38 / FNMA 15YR 3.5% 08/01/2034#CA4087 | 0.60 | -7.79 | 0.0015 | -0.0001 | |||||
| US3133KQF922 / FHLG 30YR 5% 12/01/2052#RA8292 | 0.60 | -3.21 | 0.0015 | -0.0000 | |||||
| US86944BAE39 / Sutter Health | 0.60 | -7.65 | 0.0015 | -0.0001 | |||||
| US02666TAC18 / American Homes 4 Rent, LP | 0.60 | -0.17 | 0.0015 | -0.0000 | |||||
| US36179TV774 / Ginnie Mae II Pool | 0.60 | -4.59 | 0.0015 | -0.0001 | |||||
| CARMAX AUTO OWNER TRUST 2024-4 4.6% 10/15/2029 / ABS-CBDO (US14290DAC56) | 0.60 | 0.0015 | 0.0015 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.60 | -3.21 | 0.0015 | -0.0000 | |||||
| HOMES 2025-NQM1 M1 VAR 01/25/2070 144A / ABS-CBDO (US43761DAF78) | 0.60 | 0.00 | 0.0014 | -0.0000 | |||||
| US3140QKNE42 / Fannie Mae Pool | 0.60 | -3.53 | 0.0014 | -0.0001 | |||||
| XS2643776680 / ADMIRAL GROUP PLC 8.5% 01/06/2034 REGS | 0.60 | 5.80 | 0.0014 | 0.0001 | |||||
| US91324PCZ36 / UnitedHealth Group Inc. | 0.60 | -6.52 | 0.0014 | -0.0001 | |||||
| US90320WAH60 / UPMC | 0.60 | -9.06 | 0.0014 | -0.0001 | |||||
| US013817AK77 / Alcoa Inc 5.95% Notes 2/1/37 | 0.60 | -0.82 | 0.0014 | -0.0000 | |||||
| XS2010032618 / SAMHALLSBYGGNADSBOLAGET I NORDEN AB 2.624/VAR PERP REGS | 0.60 | 12.52 | 0.0014 | 0.0002 | |||||
| MADISON PARK FUNDING XXXI LTD B1R TSFR3M+180 07/23/2037 144A / ABS-CBDO (US55819DBA37) | 0.60 | 0.17 | 0.0014 | 0.0000 | |||||
| US00120JAA16 / AGL CLO 13 Ltd | 0.60 | 0.17 | 0.0014 | 0.0000 | |||||
| W1BD34 / Warner Bros. Discovery, Inc. - Depositary Receipt (Common Stock) | 0.60 | 0.0014 | 0.0014 | ||||||
| US3133KRJX35 / FHLM 30YR 6% 06/01/2053#RA9278 | 0.60 | -5.21 | 0.0014 | -0.0001 | |||||
| US06051GGM50 / Bank of America Corp | 0.60 | 0.0014 | 0.0014 | ||||||
| GALAXY XXVI CLO LTD / GALAXY XXVI CLO LLC BR TSFR3M+160 11/22/2031 144A / ABS-CBDO (US36321LAL36) | 0.60 | -0.17 | 0.0014 | -0.0000 | |||||
| US31418DJR44 / Fannie Mae Pool | 0.60 | -4.00 | 0.0014 | -0.0001 | |||||
| US3132DWDF77 / FED HM LN PC POOL SD8202 FR 03/52 FIXED 3.5 | 0.60 | -4.01 | 0.0014 | -0.0001 | |||||
| US040555CU64 / Arizona Public Service Co. | 0.60 | -5.08 | 0.0014 | -0.0001 | |||||
| US072024NV09 / BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE | 0.60 | -7.43 | 0.0014 | -0.0001 | |||||
| US3133KNLC55 / Freddie Mac Pool | 0.60 | 0.0014 | 0.0014 | ||||||
| GS MORTGAGE SECURITIES CORP TRUST 2025-800D A TSFR1M+265 11/18/2029 / ABS-MBS (US36273XAA90) | 0.60 | 0.0014 | 0.0014 | ||||||
| US36179SGK78 / Ginnie Mae II Pool | 0.60 | -4.63 | 0.0014 | -0.0001 | |||||
| US26442UAK07 / Duke Energy Progress LLC | 0.60 | 77.68 | 0.0014 | 0.0006 | |||||
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2024-A 5.66% 10/15/2072 144A / ABS-CBDO (US63943CAA99) | 0.60 | -8.72 | 0.0014 | -0.0001 | |||||
| BLUEMOUNTAIN CLO 2016-3 LTD A1R2 TSFR3M+120 11/15/2030 144A / ABS-CBDO (US09628VAW46) | 0.60 | -16.39 | 0.0014 | -0.0003 | |||||
| US36262MAE84 / GSMS 2021-IP B 1ML+170 10/15/2036 144A | 0.60 | -0.17 | 0.0014 | -0.0000 | |||||
| US3136BL5X48 / FEDERAL NAT MTG ASN GTD REM PA 3% 08/25/2046 | 0.60 | -1.65 | 0.0014 | -0.0000 | |||||
| BRACCAN MORTGAGE FUNDING 2024-1 X PLC SONIO+434 01/15/2067 REGS / ABS-CBDO (XS2887186877) | 0.60 | 6.63 | 0.0014 | 0.0001 | |||||
| CARLSBERG BREWERIES A/S 3.25% 02/28/2032 REGS / DBT (XS3002420498) | 0.60 | 8.58 | 0.0014 | 0.0001 | |||||
| US95000U3H45 / Wells Fargo & Co | 0.60 | -1.00 | 0.0014 | -0.0000 | |||||
| US38375BNA60 / GOVERNMENT NAT MTG ASSN HECM 1ML+55 09/20/2061 | 0.60 | -18.60 | 0.0014 | -0.0003 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.59 | 0.0014 | 0.0014 | ||||||
| CAPSTONE COPPER CORP 6.75% 03/31/2033 144A / DBT (US14071LAA61) | 0.59 | 0.0014 | 0.0014 | ||||||
| US3132DPB722 / FHLG 30YR 5% 11/01/2052#SD1862 | 0.59 | -2.62 | 0.0014 | -0.0000 | |||||
| US3138L9LG56 / FNMA 30YR 2.83% 04/01/2030#AM8426 | 0.59 | -0.17 | 0.0014 | -0.0000 | |||||
| B1BT34 / Truist Financial Corporation - Depositary Receipt (Common Stock) | 0.59 | -1.16 | 0.0014 | -0.0000 | |||||
| BALTIMORE GAS and ELECTRIC CO 5.45% 06/01/2035 / DBT (US059165ET34) | 0.59 | 0.0014 | 0.0014 | ||||||
| US3140XMEK85 / FNMA 30YR 6.5% 08/01/2053#FS5537 | 0.59 | -7.21 | 0.0014 | -0.0001 | |||||
| US30225VAH06 / Extra Space Storage LP | 0.59 | 0.17 | 0.0014 | 0.0000 | |||||
| US92943GAE17 / WR Grace Holdings LLC | 0.59 | 146.86 | 0.0014 | 0.0008 | |||||
| CR8C5U / Commerzbank AG - Equity Warrant | 0.59 | 9.06 | 0.0014 | 0.0001 | |||||
| US3133KRBZ64 / FHLM 30YR 5% 05/01/2053#RA9056 | 0.59 | -3.75 | 0.0014 | -0.0001 | |||||
| US3140XKEQ99 / Fannie Mae Pool | 0.59 | -2.96 | 0.0014 | -0.0000 | |||||
| US62955MAA45 / NRZ FHT Excess LLC, Series 2020-FHT1, Class A | 0.59 | -4.38 | 0.0014 | -0.0001 | |||||
| CLF / Cleveland-Cliffs Inc. | 0.59 | -7.52 | 0.0014 | -0.0001 | |||||
| US3133KPDS48 / FHLG 30YR 3.5% 05/01/2047#RA7313 | 0.59 | -2.81 | 0.0014 | -0.0000 | |||||
| US31418DZH87 / Fannie Mae Pool | 0.59 | -4.39 | 0.0014 | -0.0001 | |||||
| US61763YAL83 / Morgan Stanley Residential Mortgage Loan Trust 2014-1 | 0.59 | 0.00 | 0.0014 | 0.0000 | |||||
| US31417D4J90 / Fannie Mae Pool | 0.59 | -2.65 | 0.0014 | -0.0000 | |||||
| CARMAX SELECT RECEIVABLES TRUST 2024-A 5.78% 09/15/2027 / ABS-CBDO (US14319FAB94) | 0.59 | -28.68 | 0.0014 | -0.0006 | |||||
| US78448YAD31 / SMB Private Education Loan Trust 2021-A | 0.59 | -15.07 | 0.0014 | -0.0002 | |||||
| US3133CCKM73 / Federal Home Loan Mortgage Corporation | 0.59 | -4.72 | 0.0014 | -0.0001 | |||||
| US82967NBG25 / SIRIUS XM RADIO INC COMPANY GUAR 144A 07/30 4.125 | 0.59 | 1.21 | 0.0014 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.59 | 0.0014 | 0.0014 | ||||||
| EQT / EQT Corporation | 0.59 | 0.0014 | 0.0014 | ||||||
| US43730GAC50 / Home RE 2022-1 Ltd | 0.58 | -0.34 | 0.0014 | -0.0000 | |||||
| US37960XAA54 / Global Infrastructure Solutions Inc | 0.58 | 0.17 | 0.0014 | 0.0000 | |||||
| US74331UAL26 / Progress Residential 2022-SFR3 Trust | 0.58 | -0.51 | 0.0014 | -0.0000 | |||||
| US205768AS39 / Comstock Resources Inc | 0.58 | 0.17 | 0.0014 | 0.0000 | |||||
| US69331CAH16 / PG&E Corp | 0.58 | -37.55 | 0.0014 | -0.0008 | |||||
| US26078JAF75 / DuPont de Nemours Inc | 0.58 | -4.75 | 0.0014 | -0.0001 | |||||
| US55760LAA52 / Madison IAQ LLC | 0.58 | 0.69 | 0.0014 | 0.0000 | |||||
| US335934AT24 / First Quantum Minerals Ltd | 0.58 | -29.75 | 0.0014 | -0.0006 | |||||
| ANGEL OAK MORTGAGE TRUST 2024-10 5.348% 10/25/2069 144A / ABS-CBDO (US034933AA90) | 0.58 | -5.68 | 0.0014 | -0.0001 | |||||
| S1YM34 / Gen Digital Inc. - Depositary Receipt (Common Stock) | 0.58 | 1.04 | 0.0014 | 0.0000 | |||||
| US38383AKY90 / GOVERNMENT NAT MTG AS REMIC PT 1.25% 09/20/2051 | 0.58 | -6.89 | 0.0014 | -0.0001 | |||||
| US3136B2HA35 / FNMA ACES, Series 2018-M10, Class A2 | 0.58 | -0.17 | 0.0014 | -0.0000 | |||||
| US1248EPCE15 / CCO Holdings LLC / CCO Holdings Capital Corp | 0.58 | 2.47 | 0.0014 | 0.0000 | |||||
| US31418EBJ82 / Fannie Mae Pool | 0.58 | -3.33 | 0.0014 | -0.0000 | |||||
| XS1750113661 / Oman Government International Bond | 0.58 | 0.00 | 0.0014 | 0.0000 | |||||
| US31418CV272 / FANNIE MAE 3.50% 04/01/2048 FNL FNCL | 0.58 | -3.98 | 0.0014 | -0.0001 | |||||
| DIGICEL LTD / EC (N/A) | 0.10 | 0.58 | 0.0014 | 0.0014 | |||||
| US737446AQ74 / Post Holdings Inc | 0.58 | 1.05 | 0.0014 | 0.0000 | |||||
| US30307VAQ14 / FREMF Mortgage Trust, Series 2018-KL3W, Class CW | 0.58 | 0.87 | 0.0014 | 0.0000 | |||||
| FR00140066D6 / ENGIE - Loyalty Line 2024 | 0.58 | 7.85 | 0.0014 | 0.0001 | |||||
| US37046US851 / General Motors Financial Co Inc | 0.58 | -60.91 | 0.0014 | -0.0022 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 0.58 | -7.53 | 0.0014 | -0.0001 | |||||
| US36179QR299 / Ginnie Mae II Pool | 0.58 | -3.99 | 0.0014 | -0.0001 | |||||
| US3133KRJW51 / FHLM 30YR 6% 06/01/2053#RA9277 | 0.58 | -3.68 | 0.0014 | -0.0001 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.58 | -3.03 | 0.0014 | -0.0000 | |||||
| WESCO DISTRIBUTION INC 6.375% 03/15/2029 144A / DBT (US95081QAQ73) | 0.58 | 0.35 | 0.0014 | 0.0000 | |||||
| US00178UAJ88 / AMSR Trust, Series 2020-SFR2, Class H | 0.58 | 0.00 | 0.0014 | 0.0000 | |||||
| US3128MMWM15 / Freddie Mac Gold Pool | 0.58 | -4.96 | 0.0014 | -0.0001 | |||||
| STAB / Standard Chartered PLC - Preferred Security | 0.58 | 0.0014 | 0.0014 | ||||||
| XS2180916525 / SOUTHERN WATER SERVICES FIN LTD | 0.57 | 6.30 | 0.0014 | 0.0001 | |||||
| US21871XAK54 / Corebridge Financial Inc | 0.57 | -4.65 | 0.0014 | -0.0001 | |||||
| US254687FZ49 / DISNEY (WALT) CO 3.6% 01/13/2051 | 0.57 | 124.22 | 0.0014 | 0.0009 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.57 | 0.0014 | 0.0014 | ||||||
| PRPM 2025-RPL1 A2 4% 03/25/2055 144A / ABS-CBDO (US74390WAB81) | 0.57 | 0.0014 | 0.0014 | ||||||
| US3138EGC930 / FNCL UMBS 6.0 AL0095 07-01-38 | 0.57 | -2.21 | 0.0014 | -0.0000 | |||||
| US3140QNLS94 / Fannie Mae Pool | 0.57 | -5.12 | 0.0014 | -0.0001 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.57 | -1.55 | 0.0014 | -0.0000 | |||||
| US3140QLR995 / FNMA UMBS, 30 Year | 0.57 | -5.76 | 0.0014 | -0.0001 | |||||
| SHA0 / Schaeffler AG | 0.57 | 8.32 | 0.0014 | 0.0001 | |||||
| US698299BK97 / Panama Government International Bond | 0.57 | 2.32 | 0.0014 | 0.0000 | |||||
| US695114CY24 / PacifiCorp | 0.57 | -6.37 | 0.0014 | -0.0001 | |||||
| US682680AT09 / ONEOK Inc | 0.57 | -7.14 | 0.0014 | -0.0001 | |||||
| FREEDOM MORTGAGE HOLD 8.375% 04/01/2032 144A / DBT (US35641AAC27) | 0.57 | -1.38 | 0.0014 | -0.0000 | |||||
| CROWN POINT CLO 7 LTD AR TSFR3M+123 10/20/2031 144A / ABS-CBDO (US22846MAJ27) | 0.57 | -32.31 | 0.0014 | -0.0007 | |||||
| US3140LYRP02 / FNMA 30YR 2% 12/01/2051#BT9493 | 0.57 | -3.21 | 0.0014 | -0.0000 | |||||
| US3133AUDT26 / FHLG 30YR 2% 10/01/2051#QC9114 | 0.57 | -4.67 | 0.0014 | -0.0001 | |||||
| US3138EQPH98 / FNMA 30YR 4% 10/45#AL7623 | 0.57 | -3.87 | 0.0014 | -0.0001 | |||||
| US3132DNNJ80 / FHLMC UMBS, 30 Year | 0.57 | -2.23 | 0.0014 | -0.0000 | |||||
| XS2552367687 / BARCLAYS PLC (UNGTD) 8.407%/VAR 11/14/2032 REGS | 0.57 | 5.94 | 0.0014 | 0.0001 | |||||
| US55316VAL80 / MHC Commercial Mortgage Trust 2021-MHC | 0.57 | 0.00 | 0.0014 | 0.0000 | |||||
| TECHNIMARK HOLDINGS TERM B 1LN 4/14/2031 / LON (US87854HAD89) | 0.57 | 0.18 | 0.0014 | 0.0000 | |||||
| US05526DBQ79 / BAT Capital Corp | 0.57 | -4.68 | 0.0014 | -0.0001 | |||||
| PTFIDBOM0009 / FIDELIDADE COMPANHIA 4.25%/VAR 09/04/2031 REGS | 0.57 | 9.21 | 0.0014 | 0.0001 | |||||
| US68268NAC74 / Oneok Partners 6.65% Notes 10/1/36 | 0.57 | -3.40 | 0.0014 | -0.0000 | |||||
| US96950FAF18 / Williams Partners Lp 6.3% Senior Notes 04/15/40 | 0.57 | -2.57 | 0.0014 | -0.0000 | |||||
| US3138LKU707 / FNMA 30YR 2.83% 10/01/2027#AN6905 | 0.57 | 1.25 | 0.0014 | 0.0000 | |||||
| US3133KN7D93 / FHLMC UMBS, 30 Year | 0.57 | -3.72 | 0.0014 | -0.0001 | |||||
| AMPRION GMBH 3.875% 06/05/2036 REGS / DBT (DE000A4DFUF0) | 0.57 | 0.0014 | 0.0014 | ||||||
| US38382WHR16 / GOVERNMENT NAT MTG AS REMIC PT 1.5% 04/20/2051 | 0.57 | -5.96 | 0.0014 | -0.0001 | |||||
| XS2589260996 / Enel Finance International NV | 0.57 | 0.0014 | 0.0014 | ||||||
| US55316HAB15 / GENESEE+WYOMING INC TERM LOAN | 0.57 | 0.71 | 0.0014 | 0.0000 | |||||
| US35671DBJ37 / Freeport-McMoRan Inc | 0.57 | -1.05 | 0.0014 | -0.0000 | |||||
| US3138EQB766 / Fannie Mae Pool | 0.57 | -3.07 | 0.0014 | -0.0000 | |||||
| BEAR STRNS ASSET BCKD SEC I TR STEP 12/25/2035 / ABS-CBDO (US07387UAG67) | 0.57 | 1.25 | 0.0014 | 0.0000 | |||||
| US373334KQ30 / Georgia Power Co | 0.57 | -31.11 | 0.0014 | -0.0006 | |||||
| TRGP / Targa Resources Corp. | 0.57 | -86.76 | 0.0014 | -0.0089 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.57 | -2.91 | 0.0014 | -0.0000 | |||||
| US23243VAD29 / Alternative Loan Trust 2006-OC7 | 0.57 | -1.73 | 0.0014 | -0.0000 | |||||
| US31418EPC83 / FNMA 30YR 5% 02/01/2053#MA4918 | 0.57 | -4.07 | 0.0014 | -0.0001 | |||||
| US501797AR52 / L Brands Inc | 0.57 | -0.18 | 0.0014 | -0.0000 | |||||
| TOWD PT MTG TR 2024-CES2 6.125% 02/25/2064 144A / ABS-CBDO (US89182JAA97) | 0.57 | -9.46 | 0.0014 | -0.0001 | |||||
| XEROX CORP 10.25% 10/15/2030 144A / DBT (US984121CS05) | 0.57 | 0.0014 | 0.0014 | ||||||
| US3137H5VK03 / FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 | 0.56 | -4.41 | 0.0014 | -0.0001 | |||||
| US01F0324685 / Uniform Mortgage-Backed Security, TBA | 0.56 | 32.08 | 0.0014 | 0.0004 | |||||
| 601168 / Western Mining Co.,Ltd. | 0.56 | 0.0014 | 0.0014 | ||||||
| US06541CBR60 / BANK 2021-BNK33 VAR 05/15/2064 | 0.56 | -5.06 | 0.0014 | -0.0001 | |||||
| US3140JAT999 / Fannie Mae Pool | 0.56 | -3.10 | 0.0014 | -0.0000 | |||||
| US3128MJ2S87 / FEDERAL HOME LOAN MORTGAGE CORP 3.50% 10/01/2047 FHLMC | 0.56 | -3.92 | 0.0014 | -0.0001 | |||||
| US3128MAAR02 / FHLG 30YR 4.5% 09/01/2042#G07816 | 0.56 | -3.93 | 0.0014 | -0.0001 | |||||
| US74922UAE38 / RALI SERIES 2007-QS8 TRUST 6% 06/25/2037 | 0.56 | -3.10 | 0.0014 | -0.0000 | |||||
| US48126PAA03 / KazMunayGas National Co JSC | 0.56 | -0.88 | 0.0014 | -0.0000 | |||||
| US810186AW67 / CORPORATE BONDS | 0.56 | 0.54 | 0.0014 | 0.0000 | |||||
| US29336UAC18 / EnLink Midstream Partners LP | 0.56 | -13.14 | 0.0014 | -0.0002 | |||||
| US33767JAN28 / FirstKey Homes Trust, Series 2020-SFR2, Class F2 | 0.56 | 0.36 | 0.0014 | 0.0000 | |||||
| TRANSDIGM INC 6.625% 03/01/2032 144A / DBT (US893647BV82) | 0.56 | 0.18 | 0.0014 | 0.0000 | |||||
| US3137H73Q47 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K142, Class AM | 0.56 | 0.00 | 0.0013 | -0.0000 | |||||
| JANE STREET GRP/JSG FIN 6.125% 11/01/2032 144A / DBT (US47077WAD02) | 0.56 | -0.36 | 0.0013 | -0.0000 | |||||
| US31307RAA32 / Freddie Mac Gold Pool | 0.56 | -7.89 | 0.0013 | -0.0001 | |||||
| US38383MUB26 / GOVERNMENT NAT MTG AS REMIC PT 3% 12/20/2050 | 0.56 | -2.61 | 0.0013 | -0.0000 | |||||
| XS2412732708 / SIRIUS REAL ESTATE LTD /EUR/ REGD REG S 1.75000000 | 0.56 | 8.11 | 0.0013 | 0.0001 | |||||
| BENEFIT STREET PARTNERS CLO XXXVII LTD A TSFR3M+135 01/25/2038 144A / ABS-CBDO (US08182TAA79) | 0.56 | -0.71 | 0.0013 | -0.0000 | |||||
| DK TR 2024-SPBX TSFR1M+400 03/15/2034 144A / ABS-MBS (US23346LAN82) | 0.56 | -0.36 | 0.0013 | -0.0000 | |||||
| US575718AG63 / Massachusetts Institute of Technology | 0.56 | -8.21 | 0.0013 | -0.0001 | |||||
| US3138WEZ516 / FNMA 30YR 3.5% 06/01/2045#AS5263 | 0.56 | -3.29 | 0.0013 | -0.0000 | |||||
| US3140XKX397 / FNMA 30YR 4.5% 02/01/2051#FS4297 | 0.56 | -5.57 | 0.0013 | -0.0001 | |||||
| US06738ECE32 / Barclays PLC | 0.56 | -0.36 | 0.0013 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.56 | -4.12 | 0.0013 | -0.0001 | |||||
| NYC 2024-3ELV TSFR1M+283.972 08/15/2029 144A / ABS-MBS (US62956HAE62) | 0.56 | -1.41 | 0.0013 | -0.0000 | |||||
| US3140QNLT77 / Fannie Mae Pool | 0.56 | -5.74 | 0.0013 | -0.0001 | |||||
| US3617WFWS48 / GNMA 30YR 2.976% 06/20/2071#CG2457 | 0.56 | 0.72 | 0.0013 | 0.0000 | |||||
| US3132DPRW04 / FHLMC 30YR UMBS SUPER | 0.56 | -3.79 | 0.0013 | -0.0001 | |||||
| US3138WJRY68 / FNMA 15YR 2.5% 01/01/2032#AS8602 | 0.56 | -5.10 | 0.0013 | -0.0001 | |||||
| US817565CE22 / Service Corp International/US | 0.56 | 0.54 | 0.0013 | 0.0000 | |||||
| XS2549715618 / TenneT Holding BV | 0.56 | 0.0013 | 0.0013 | ||||||
| US3140X5X818 / Fannie Mae Pool | 0.56 | -4.64 | 0.0013 | -0.0001 | |||||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 0.56 | -5.93 | 0.0013 | -0.0001 | |||||
| BHP BILLITON FIN USA LTD 5.3% 02/21/2035 / DBT (US055451BL10) | 0.56 | 0.0013 | 0.0013 | ||||||
| US3132XFJM12 / FHLMC Gold Pools, Other | 0.56 | -1.42 | 0.0013 | -0.0000 | |||||
| US431318AU81 / HILCORP ENERGY I LP/FIN CO 5.75% 02/01/2029 144A | 0.55 | -2.12 | 0.0013 | -0.0000 | |||||
| US00178XAF06 / AMSR Trust, Series 2019-SFR1, Class F | 0.55 | -1.43 | 0.0013 | -0.0000 | |||||
| US70932MAC10 / PennyMac Financial Services Inc | 0.55 | 0.36 | 0.0013 | 0.0000 | |||||
| USAC / USA Compression Partners, LP - Limited Partnership | 0.55 | 103.31 | 0.0013 | 0.0007 | |||||
| BEAR STRNS ASSET BCKD SEC I TR STEP 04/25/2036 / ABS-CBDO (US07387UFW62) | 0.55 | -0.72 | 0.0013 | -0.0000 | |||||
| US3133KNBQ51 / FNCL UMBS 3.0 RA6347 11-01-51 | 0.55 | -6.76 | 0.0013 | -0.0001 | |||||
| US3140XDZH29 / FNMA 15YR 2.5% 04/01/2036#FM9743 | 0.55 | -5.48 | 0.0013 | -0.0001 | |||||
| US12554AAY82 / CIFC Funding 2019-II Ltd | 0.55 | 0.00 | 0.0013 | 0.0000 | |||||
| US81728UAB08 / Sensata Technologies Inc | 0.55 | 0.36 | 0.0013 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.55 | 0.0013 | 0.0013 | ||||||
| US75888EAA64 / Regatta XIX Funding Ltd | 0.55 | 0.18 | 0.0013 | 0.0000 | |||||
| US3128MFCN66 / Freddie Mac Gold Pool | 0.55 | -5.16 | 0.0013 | -0.0001 | |||||
| US20903XAF06 / Consolidated Communications Inc | 0.55 | 0.0013 | 0.0013 | ||||||
| US23802WAA99 / DATABANK ISSUER LLC | 0.55 | 0.55 | 0.0013 | 0.0000 | |||||
| RIGG34 / Transocean Ltd. - Depositary Receipt (Common Stock) | 0.55 | -8.79 | 0.0013 | -0.0001 | |||||
| US05611GAA22 / BX TRUST TSFR1M+ 11/15/2028 144A | 0.55 | 1.10 | 0.0013 | 0.0000 | |||||
| GILD / Gilead Sciences, Inc. - Depositary Receipt (Common Stock) | 0.55 | -5.83 | 0.0013 | -0.0001 | |||||
| MORGAN STANLEY BK NA SALT LAKE 4.952%/VAR 01/14/2028 / DBT (US61690U8A11) | 0.55 | 0.0013 | 0.0013 | ||||||
| US3140XJ4W08 / FNMA UMBS, 30 Year | 0.55 | -2.49 | 0.0013 | -0.0000 | |||||
| US08763QAA04 / BTNY2_18-1A | 0.55 | -28.89 | 0.0013 | -0.0005 | |||||
| US161175BU77 / Charter Communications Operating LLC / Charter Communications Operating Capital | 0.55 | 1.29 | 0.0013 | 0.0000 | |||||
| US31419HC428 / FNMA 4.00% 2/41 #AE6390 | 0.55 | -5.52 | 0.0013 | -0.0001 | |||||
| US3138WJD884 / FNMA 15YR 2.5% 10/01/2031#AS8226 | 0.55 | -6.16 | 0.0013 | -0.0001 | |||||
| US05578AAY47 / BPCE SA | 0.55 | 0.00 | 0.0013 | 0.0000 | |||||
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 A1 5.738% VAR 11/25/2069 144A / ABS-CBDO (US617932AA69) | 0.55 | -5.20 | 0.0013 | -0.0001 | |||||
| US36179QPJ49 / Ginnie Mae II Pool | 0.55 | -4.20 | 0.0013 | -0.0001 | |||||
| US95001GAG82 / Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA | 0.55 | -16.51 | 0.0013 | -0.0003 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.55 | -53.21 | 0.0013 | -0.0015 | |||||
| CFSP 2024-AHP1 A MTG TR 6.5% 04/15/2037 / ABS-MBS (US15723BAA70) | 0.55 | -1.09 | 0.0013 | -0.0000 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 0.55 | -49.07 | 0.0013 | -0.0013 | |||||
| US345370CX67 / Ford Motor Co | 0.55 | -1.27 | 0.0013 | -0.0000 | |||||
| US010392FJ25 / Alabama Power Co. 3.85% 12/1/42 | 0.55 | -5.22 | 0.0013 | -0.0001 | |||||
| US097023CH65 / Boeing Co/The | 0.54 | 0.18 | 0.0013 | 0.0000 | |||||
| US02666BAE65 / American Homes 4 Rent Trust, Series 2015-SFR2, Class E | 0.54 | -0.55 | 0.0013 | -0.0000 | |||||
| US3140HWTY80 / FNMA 30YR 2.86% 12/01/2029#BL5066 | 0.54 | -0.18 | 0.0013 | 0.0000 | |||||
| US3132QPA791 / FHLG 3.0% 4/45#Q32729 | 0.54 | -2.17 | 0.0013 | -0.0000 | |||||
| US28628DAA28 / ELFI GRADUATE LOAN PROGRAM 2023-A LLC 6.37% 02/04/2048 144A | 0.54 | -5.24 | 0.0013 | -0.0001 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 0.54 | -52.95 | 0.0013 | -0.0015 | |||||
| US038923AX62 / Arbor Realty Trust, Inc., Series QIB | 0.54 | 1.69 | 0.0013 | 0.0000 | |||||
| US38217DAA81 / GOODGREEN 2023 1 LTD | 0.54 | -7.36 | 0.0013 | -0.0001 | |||||
| STELLANTIS FINANCE US INC 5.75% 03/18/2030 144A / DBT (US85855CAK62) | 0.54 | 0.0013 | 0.0013 | ||||||
| C1OG34 / Coterra Energy Inc. - Depositary Receipt (Common Stock) | 0.54 | -7.69 | 0.0013 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.54 | 0.0013 | 0.0013 | ||||||
| US3132J4MR70 / FHLG 20YR 3.5% 05/01/2038#G31067 | 0.54 | -4.44 | 0.0013 | -0.0001 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.54 | 0.00 | 0.0013 | 0.0000 | |||||
| ASMDEE B / Asmodee Group AB (publ) | 0.54 | 8.25 | 0.0013 | 0.0001 | |||||
| APA CORP 4.25% 01/15/2030 144A / DBT (US03743QAF54) | 0.54 | -1.82 | 0.0013 | -0.0000 | |||||
| XS2630111719 / Bayer AG | 0.54 | 8.91 | 0.0013 | 0.0001 | |||||
| KSL COMMERCIAL MORTGAGE TRUST 2024-HT2 A TSFR1M+154.239 12/15/2039 144A / ABS-MBS (US500937AA54) | 0.54 | -0.56 | 0.0013 | -0.0000 | |||||
| US22003BAN64 / Corporate Office Properties LP | 0.54 | 0.56 | 0.0013 | 0.0000 | |||||
| US62854AAP93 / Mylan NV | 0.54 | -8.05 | 0.0013 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.54 | 0.0013 | 0.0013 | ||||||
| US64110LAU08 / Netflix Inc | 0.54 | 0.37 | 0.0013 | 0.0000 | |||||
| US928668AU66 / Volkswagen Group of America Finance LLC | 0.54 | 0.0013 | 0.0013 | ||||||
| US3140L5FL57 / FNMA 30YR 2.5% 03/51#BR6470 | 0.54 | -3.08 | 0.0013 | -0.0000 | |||||
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 4.911% 09/01/2027 144A / DBT (US83007CAA09) | 0.54 | -31.76 | 0.0013 | -0.0006 | |||||
| US3133KNVT70 / Freddie Mac Pool | 0.54 | -4.12 | 0.0013 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.54 | 0.0013 | 0.0013 | ||||||
| MFA 2024-NPL1 TRUST 6.33% 09/25/2054 / ABS-CBDO (US58004YAA73) | 0.53 | -3.62 | 0.0013 | -0.0000 | |||||
| US3140LK5V19 / FNMA, Other | 0.53 | -0.56 | 0.0013 | -0.0000 | |||||
| US62983PAA30 / NAKILAT INC 6.067% 12/33 144A | 0.53 | 0.57 | 0.0013 | 0.0000 | |||||
| US3128MFY286 / Freddie Mac Gold Pool | 0.53 | -6.49 | 0.0013 | -0.0001 | |||||
| US24440EAB39 / Deerfield (Duff & Phelps/Dakota Holdings) T/L B (2/20) | 0.53 | -0.37 | 0.0013 | -0.0000 | |||||
| US3618BJF801 / Ginnie Mae II Pool | 0.53 | -15.69 | 0.0013 | -0.0002 | |||||
| US95709TAH32 / Westar Energy Inc 4.125% 03/01/42 | 0.53 | -4.49 | 0.0013 | -0.0001 | |||||
| US76119DAF69 / Residential Mortgage Loan Trust 2019-2 | 0.53 | -0.37 | 0.0013 | -0.0000 | |||||
| UST BILLS 0% 07/31/2025 / DBT (US912797PG65) | 0.53 | 0.0013 | 0.0013 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.53 | 0.0013 | 0.0013 | ||||||
| US3140LJWD40 / FNMA, Other | 0.53 | -0.56 | 0.0013 | -0.0000 | |||||
| US341081GE16 / Florida Power & Light Co | 0.53 | -7.99 | 0.0013 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.53 | -3.99 | 0.0013 | -0.0001 | |||||
| US603051AC70 / Mineral Resources Ltd | 0.53 | -1.12 | 0.0013 | -0.0000 | |||||
| US3132QRP878 / FHLG 30YR 3.0% 07/45#Q34946 | 0.53 | -12.15 | 0.0013 | -0.0002 | |||||
| US3140QDKQ65 / Fannie Mae Pool | 0.53 | -5.21 | 0.0013 | -0.0001 | |||||
| US513272AD65 / Lamb Weston Holdings Inc | 0.53 | 1.15 | 0.0013 | 0.0000 | |||||
| US61692CBK36 / Morgan Stanley Capital I Inc | 0.53 | -5.38 | 0.0013 | -0.0001 | |||||
| US29717PAQ00 / Essex Portfolio LP | 0.53 | -1.31 | 0.0013 | -0.0000 | |||||
| US93935HAB33 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A1B | 0.53 | -4.01 | 0.0013 | -0.0001 | |||||
| US05609WAL72 / BX Trust 2022-IND | 0.53 | 0.00 | 0.0013 | 0.0000 | |||||
| US3132DPPP70 / Freddie Mac Pool | 0.53 | -4.37 | 0.0013 | -0.0001 | |||||
| XS0982711474 / Petrobras Global Finance BV | 0.52 | 6.50 | 0.0013 | 0.0001 | |||||
| US36170JAC09 / GGAM Finance Ltd. | 0.52 | -0.57 | 0.0013 | -0.0000 | |||||
| LENDMARK FDG TR 2024-1 5.88% 06/21/2032 144A / ABS-CBDO (US52603DAB91) | 0.52 | -0.95 | 0.0013 | -0.0000 | |||||
| US46647PCR55 / JPMORGAN CHASE & CO REGD V/R 2.54500000 | 0.52 | -81.54 | 0.0013 | -0.0056 | |||||
| USB / U.S. Bancorp - Depositary Receipt (Common Stock) | 0.52 | 0.0013 | 0.0013 | ||||||
| US3137H62Q73 / FEDERAL HOME LN MTG MLT CTF GT 2.5% 10/25/2047 | 0.52 | -3.85 | 0.0013 | -0.0001 | |||||
| US31418CMJ08 / Fannie Mae Pool | 0.52 | -5.25 | 0.0013 | -0.0001 | |||||
| US302154DW60 / Export-Import Bank of Korea | 0.52 | -0.95 | 0.0013 | -0.0000 | |||||
| XAG9368PBC77 / Virgin Media Bristol LLC USD Term Loan N | 0.52 | 0.38 | 0.0013 | 0.0000 | |||||
| US163851AH15 / Chemours Co/The | 0.52 | -7.92 | 0.0013 | -0.0001 | |||||
| FLAGSHIP CREDIT AUTO TRUST 2024-1 5.64% 03/15/2028 144A / ABS-CBDO (US33843VAC72) | 0.52 | -24.75 | 0.0013 | -0.0004 | |||||
| US04685A2Z36 / Athene Global Funding | 0.52 | 0.58 | 0.0013 | 0.0000 | |||||
| US3133B1ZP91 / FHLMC UMBS, 30 Year | 0.52 | -6.95 | 0.0013 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.52 | -3.87 | 0.0013 | -0.0000 | |||||
| US123919AC63 / BXG Receivables Note Trust, Series 2023-A, Class C | 0.52 | -12.56 | 0.0013 | -0.0002 | |||||
| US12595EAB11 / COMM MORTGAGE TRUST COMM 2017 COR2 ASB | 0.52 | -11.39 | 0.0013 | -0.0002 | |||||
| GNII II 6% 06/20/2054#MA9726 / ABS-MBS (US36179YYX65) | 0.52 | 0.0013 | 0.0013 | ||||||
| TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 2024-GR6A A1 STEP 07/20/2053 144A / ABS-CBDO (XS2799791848) | 0.52 | 0.19 | 0.0013 | 0.0000 | |||||
| US36179UV749 / Ginnie Mae II Pool | 0.52 | -4.23 | 0.0013 | -0.0001 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.52 | 8.32 | 0.0013 | 0.0001 | |||||
| US3138YAMH53 / FNMA 30YR 4% 12/01/2044#AX8459 | 0.52 | -2.80 | 0.0013 | -0.0000 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.52 | 7.88 | 0.0013 | 0.0001 | |||||
| NYC 2024-3ELV D TSFR1M+383.827 08/15/2029 144A / ABS-MBS (US62956HAG11) | 0.52 | -1.33 | 0.0013 | -0.0000 | |||||
| US17325FBB31 / Citibank NA | 0.52 | 0.00 | 0.0013 | -0.0000 | |||||
| US3132QQTN23 / Freddie Mac Gold Pool | 0.52 | -3.17 | 0.0013 | -0.0000 | |||||
| US118230AR27 / Buckeye Partners LP | 0.52 | 0.78 | 0.0012 | 0.0000 | |||||
| US161175CK86 / Charter Communications Operating LLC / Charter Communications Operating Capital | 0.52 | -7.82 | 0.0012 | -0.0001 | |||||
| W1MC34 / Waste Management, Inc. - Depositary Receipt (Common Stock) | 0.52 | 0.39 | 0.0012 | 0.0000 | |||||
| US31418DKT80 / Fannie Mae Pool | 0.52 | -4.07 | 0.0012 | -0.0001 | |||||
| US06051GGF00 / Bank of America Corp | 0.52 | 0.00 | 0.0012 | 0.0000 | |||||
| US76971EAA29 / CORP CMO | 0.52 | -7.35 | 0.0012 | -0.0001 | |||||
| US38375U3B47 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-H24 FQ | 0.52 | -4.79 | 0.0012 | -0.0001 | |||||
| US404119CA57 / HCA Inc | 0.52 | -81.97 | 0.0012 | -0.0056 | |||||
| NLT 2025-INV1 M1 TR VAR 02/25/2070 144A / ABS-CBDO (US62916TAD19) | 0.52 | 0.0012 | 0.0012 | ||||||
| US3138WQKL53 / FNMA 30YR 2.5% 04/01/2043#AT2998 | 0.52 | -2.27 | 0.0012 | -0.0000 | |||||
| US3133KLZ830 / Freddie Mac Pool | 0.52 | -4.27 | 0.0012 | -0.0001 | |||||
| FCT / Fincantieri S.p.A. | 0.52 | -88.91 | 0.0012 | -0.0099 | |||||
| US3138ENA419 / FNMA 30YR 3% 02/01/2044#AL5426 | 0.52 | -3.74 | 0.0012 | -0.0000 | |||||
| US3132D9FG47 / FHLG 20YR 2.5% 05/01/2041#SC0167 | 0.52 | -3.01 | 0.0012 | -0.0000 | |||||
| ELM TRUST 2024-ELM E10 VAR 06/10/2027 144A / ABS-MBS (US26860XBG51) | 0.51 | -0.96 | 0.0012 | -0.0000 | |||||
| US68205LAT08 / Oman Government International Bond | 0.51 | -40.09 | 0.0012 | -0.0008 | |||||
| US82967NBM92 / Sirius XM Radio Inc | 0.51 | 71.57 | 0.0012 | 0.0006 | |||||
| US3138WJEX23 / Fannie Mae Pool | 0.51 | -3.75 | 0.0012 | -0.0000 | |||||
| R2RX34 / Regal Rexnord Corporation - Depositary Receipt (Common Stock) | 0.51 | 0.39 | 0.0012 | 0.0000 | |||||
| US30293HAG02 / FREMF Mortgage Trust, Series 2015-K48, Class C | 0.51 | 0.39 | 0.0012 | 0.0000 | |||||
| US65536PAD24 / Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AF1 | 0.51 | -4.29 | 0.0012 | -0.0001 | |||||
| US030981AM61 / AmeriGas Partners LP / AmeriGas Finance Corp | 0.51 | 323.97 | 0.0012 | 0.0009 | |||||
| US80287DAE76 / SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6 6.4% 03/17/2031 | 0.51 | -1.16 | 0.0012 | -0.0000 | |||||
| US71424VAA89 / Permian Resources Operating LLC | 0.51 | -0.19 | 0.0012 | -0.0000 | |||||
| ALM LTD/KY A1R TSFR3M+99 07/15/2037 144A / ABS-CBDO (US74989UAJ25) | 0.51 | 0.0012 | 0.0012 | ||||||
| US3138WB3H68 / FNMA 30YR 4% 06/01/2039#AS2599 | 0.51 | -2.66 | 0.0012 | -0.0000 | |||||
| LENDMARK FUNDING TRUST 2025-1 4.94% 09/20/2034 144A / ABS-CBDO (US52604QAA13) | 0.51 | 0.0012 | 0.0012 | ||||||
| US3140QEB762 / Fannie Mae Pool | 0.51 | -4.66 | 0.0012 | -0.0001 | |||||
| SCCU AUTO RECEIVABLES TR 2023-1 5.7% 08/15/2029 144A / ABS-CBDO (US805922AG66) | 0.51 | -0.39 | 0.0012 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.51 | 0.0012 | 0.0012 | ||||||
| US92277GAL14 / Ventas Realty LP | 0.51 | 0.39 | 0.0012 | 0.0000 | |||||
| US914886AH93 / University of Southern California | 0.51 | -8.60 | 0.0012 | -0.0001 | |||||
| US461070AU86 / Interstate Power and Light Co. | 0.51 | -1.92 | 0.0012 | -0.0000 | |||||
| PARAGUAY REPUBLIC OF 6% 02/09/2036 144A / DBT (US699149AN04) | 0.51 | -1.35 | 0.0012 | -0.0000 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.51 | -0.58 | 0.0012 | -0.0000 | |||||
| GREENSKY HOME IMPROVEMENT TRUST 2024-1 5.55% 06/25/2059 144A / ABS-CBDO (US39571MAC29) | 0.51 | -0.58 | 0.0012 | -0.0000 | |||||
| US8426EPAE81 / Southern Co. Gas Capital Corp., Series 21A | 0.51 | -6.78 | 0.0012 | -0.0001 | |||||
| US842400HY20 / Southern California Edison Co. | 0.51 | -0.20 | 0.0012 | -0.0000 | |||||
| HERC HOLDINGS ESCROW 7.25% 06/15/2033 144A / DBT (US42703NAB73) | 0.51 | 0.0012 | 0.0012 | ||||||
| US3140KXQQ20 / FNMA 30YR 2.5% 04/01/2051#BR0462 | 0.51 | -4.69 | 0.0012 | -0.0001 | |||||
| US3140QRR547 / FNMA UMBS, 30 Year | 0.51 | -1.55 | 0.0012 | -0.0000 | |||||
| XA72812NAJ56 / PLAYA HOTELS and RESORTS TERM B 1LN 11/22/2028 | 0.51 | -0.59 | 0.0012 | -0.0000 | |||||
| US3140FXWQ11 / FNMA, Other | 0.51 | -5.06 | 0.0012 | -0.0001 | |||||
| US3132DWCP68 / FR SD8178 | 0.51 | -4.16 | 0.0012 | -0.0001 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 0.51 | 0.0012 | 0.0012 | ||||||
| US33767BAA70 / FirstEnergy Transmission LLC | 0.51 | 2,200.00 | 0.0012 | 0.0012 | |||||
| US37954FAG90 / Global Partners LP / GLP Finance Corp | 0.51 | 0.00 | 0.0012 | -0.0000 | |||||
| US00083BAD73 / ACE Securities Corp Mortgage Loan Trust Series 2007-D1 | 0.51 | -7.68 | 0.0012 | -0.0001 | |||||
| A and D MTG TR 2025-NQM2 VAR 06/25/2070 144A / ABS-CBDO (US00250EAC03) | 0.51 | 0.0012 | 0.0012 | ||||||
| US53944YAP88 / Lloyds Banking Group PLC | 0.51 | 0.80 | 0.0012 | 0.0000 | |||||
| UNITED UTILITIES WATER FINANCE PLC 3.5% 02/27/2033 REGS / DBT (XS3011736108) | 0.50 | 7.92 | 0.0012 | 0.0001 | |||||
| US05530SAJ50 / BAMLL Commercial Mortgage Securities Trust 2022-DKLX | 0.50 | -0.20 | 0.0012 | -0.0000 | |||||
| US26833RAB42 / ECMC GROUP STUDENT LOAN TRUST 2021-1 1ML+57 11/25/2070 144A | 0.50 | -3.63 | 0.0012 | -0.0000 | |||||
| XS2434355876 / Avoca CLO XVII DAC | 0.50 | 4.13 | 0.0012 | 0.0000 | |||||
| US00687YAB11 / Adient Global Holdings Ltd. | 0.50 | 0.20 | 0.0012 | 0.0000 | |||||
| HYLN / Hyliion Holdings Corp. | 0.50 | 7.48 | 0.0012 | 0.0001 | |||||
| 081437AG0 / Bemis Inc Notes 5.65% 08/01/14 | 0.50 | 0.0012 | 0.0012 | ||||||
| BPR COML MTG TR 2024-PARK B VAR 11/05/2039 144A / ABS-MBS (US05593UAE55) | 0.50 | -1.37 | 0.0012 | -0.0000 | |||||
| US883203CB58 / Textron Inc | 0.50 | 0.00 | 0.0012 | 0.0000 | |||||
| BMW VEHICLE OWNER TRUST 2025-A 4.56% 09/25/2029 / ABS-CBDO (US096924AD71) | 0.50 | 0.0012 | 0.0012 | ||||||
| US3140QNLU41 / Fannie Mae Pool | 0.50 | -4.20 | 0.0012 | -0.0001 | |||||
| VAL / Valaris Limited | 0.50 | -0.99 | 0.0012 | -0.0000 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.50 | -0.40 | 0.0012 | -0.0000 | |||||
| CIFC FDG 2018-I LTD / CIFC FDG 2018-I LLC BR TSFR3M+170 01/18/2038 144A / ABS-CBDO (US17181NAG97) | 0.50 | 0.20 | 0.0012 | 0.0000 | |||||
| US09629VAE39 / BlueMountain CLO 2018-2 Ltd | 0.50 | 0.20 | 0.0012 | 0.0000 | |||||
| US17888HAB96 / Civitas Resources Inc | 0.50 | -6.36 | 0.0012 | -0.0001 | |||||
| US67577WAP68 / Octagon 66 Ltd | 0.50 | -0.40 | 0.0012 | -0.0000 | |||||
| ELMWOOD CLO 36 LTD / ELMWOOD CLO 36 LLC AR TSFR3M+134 10/20/2037 144A / ABS-CBDO (US29004MAA45) | 0.50 | -0.60 | 0.0012 | -0.0000 | |||||
| US00901QAC69 / AIMCO CLO 20 Ltd., Series 2023-20A, Class B1 | 0.50 | -0.40 | 0.0012 | -0.0000 | |||||
| NEUBERGER BERMAN CLO LTD B TSFR3M+175 07/24/2037 144A / ABS-CBDO (US64135TAE01) | 0.50 | -0.60 | 0.0012 | -0.0000 | |||||
| GENERATE CLO 4 LTD / GENERATE CLO 4 LLC ARR TSFR3M+143 07/20/2037 144A / ABS-CBDO (US37148BAC46) | 0.50 | -0.20 | 0.0012 | -0.0000 | |||||
| US46124HAG11 / Intuit, Inc. | 0.50 | 15.97 | 0.0012 | 0.0002 | |||||
| GENERATE CLO 16 LTD B TSFR3M+185 07/20/2037 144A / ABS-CBDO (US37149YAG44) | 0.50 | -0.20 | 0.0012 | 0.0000 | |||||
| US02005NBM11 / Ally Financial Inc | 0.50 | -2.53 | 0.0012 | -0.0000 | |||||
| US25466AAP66 / Discover Bank | 0.50 | 0.60 | 0.0012 | 0.0000 | |||||
| US413717AN93 / Harriman Park CLO LTD | 0.50 | -0.20 | 0.0012 | -0.0000 | |||||
| US38178AAA16 / Golub Capital Partners CLO 41 B Ltd | 0.50 | 0.00 | 0.0012 | -0.0000 | |||||
| WHITEBOX CLO II LTD / WHITEBOX CLO II LLC A1R2 TSFR3M+138 10/24/2037 144A / ABS-CBDO (US96466CAW82) | 0.50 | -0.40 | 0.0012 | -0.0000 | |||||
| US67098WAN11 / OAKC_20-7A | 0.50 | -0.20 | 0.0012 | -0.0000 | |||||
| US46284VAC54 / Iron Mountain Inc | 0.50 | 0.60 | 0.0012 | 0.0000 | |||||
| BENEFIT STREET PARTNERS CLO XXIX AR TSFR3M+118 01/25/2038 144A / ABS-CBDO (US08186EAL20) | 0.50 | 99.60 | 0.0012 | 0.0006 | |||||
| US810186AS55 / CORP. NOTE | 0.50 | 1.01 | 0.0012 | 0.0000 | |||||
| PARK BLUE CLO 2025-VII LTD A1 TSFR3M+122 04/25/2038 144A / ABS-CBDO (US70019HAA23) | 0.50 | 0.0012 | 0.0012 | ||||||
| US694308KL02 / Pacific Gas and Electric Co | 0.50 | -25.30 | 0.0012 | -0.0004 | |||||
| SHR TR 2024-LXRY TSFR1M+195 10/15/2041 144A / ABS-MBS (US784234AA47) | 0.50 | -0.40 | 0.0012 | -0.0000 | |||||
| US912810SU34 / United States Treasury Note/Bond | 0.50 | -7.26 | 0.0012 | -0.0001 | |||||
| US85236FAA12 / SRM Escrow Issuer, LLC | 0.50 | -0.60 | 0.0012 | -0.0000 | |||||
| US483007AJ91 / Kaiser Aluminum Corp 4.625% 03/01/2028 144A | 0.50 | 0.61 | 0.0012 | 0.0000 | |||||
| US12625XAA54 / Commercial Mortgage Trust, Series 2013-300P, Class A1 | 0.50 | 0.81 | 0.0012 | 0.0000 | |||||
| US124857AN39 / ViacomCBS Inc | 0.50 | -4.97 | 0.0012 | -0.0001 | |||||
| US718172DC02 / Philip Morris International, Inc. | 0.50 | 0.20 | 0.0012 | 0.0000 | |||||
| US3140LLAH48 / FNMA, Other | 0.50 | -0.80 | 0.0012 | -0.0000 | |||||
| CITIGROUP MTG LN TR 2024-RP2 4.17631% 02/25/2063 144A / ABS-CBDO (US173106AB13) | 0.50 | -3.31 | 0.0012 | -0.0000 | |||||
| US049362AA49 / Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl | 0.50 | 0.40 | 0.0012 | 0.0000 | |||||
| R1CL34 / Royal Caribbean Cruises Ltd. - Depositary Receipt (Common Stock) | 0.50 | -0.60 | 0.0012 | -0.0000 | |||||
| US27004GAJ22 / EagleView Technology Corporation 2018 Add On Term Loan B | 0.50 | -9.98 | 0.0012 | -0.0001 | |||||
| US3133KNRU99 / FR RA6799 | 0.50 | -7.29 | 0.0012 | -0.0001 | |||||
| D1HI34 / D.R. Horton, Inc. - Depositary Receipt (Common Stock) | 0.50 | -40.24 | 0.0012 | -0.0008 | |||||
| US45258LAA52 / Imola Merger Corp | 0.50 | -0.40 | 0.0012 | -0.0000 | |||||
| XS2170852847 / Synlab Bondco PLC | 0.50 | -1.00 | 0.0012 | -0.0000 | |||||
| US46115HBZ91 / Intesa Sanpaolo SpA | 0.50 | -0.80 | 0.0012 | -0.0000 | |||||
| US05548WAA53 / BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 TALL A 144A | 0.49 | 34.24 | 0.0012 | 0.0003 | |||||
| US3140LFXN90 / FNMA, Other | 0.49 | -1.00 | 0.0012 | -0.0000 | |||||
| US126438AE09 / CSMC 2020-NET | 0.49 | 1.44 | 0.0012 | 0.0000 | |||||
| US00790RAA23 / Advanced Drainage Systems Inc | 0.49 | 0.20 | 0.0012 | 0.0000 | |||||
| US30295VAN29 / FREMF Mortgage Trust, Series 2018-KSL1, Class C | 0.49 | 0.20 | 0.0012 | 0.0000 | |||||
| US928563AC98 / VMware Inc | 0.49 | 0.61 | 0.0012 | 0.0000 | |||||
| US3140QDAS32 / Fannie Mae Pool | 0.49 | -2.96 | 0.0012 | -0.0000 | |||||
| US3140M7PU92 / Fannie Mae Pool | 0.49 | -4.28 | 0.0012 | -0.0001 | |||||
| US75907UAA79 / Regional Management Issuance Trust 2021-2 | 0.49 | 0.41 | 0.0012 | 0.0000 | |||||
| DOWSON 2024-1 E PLC SONIO+395 08/20/2031 REGS / ABS-CBDO (XS2919892252) | 0.49 | 10.59 | 0.0012 | 0.0001 | |||||
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL A TSFR1M+154.123 05/15/2037 144A / ABS-MBS (US403956AA32) | 0.49 | -0.20 | 0.0012 | -0.0000 | |||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 0.49 | -2.58 | 0.0012 | -0.0000 | |||||
| XS2066744231 / Carnival PLC | 0.49 | 33.79 | 0.0012 | 0.0003 | |||||
| US105756CF53 / Brazilian Government International Bond | 0.49 | 1.24 | 0.0012 | 0.0000 | |||||
| US31418DHL91 / Fannie Mae Pool | 0.49 | -4.30 | 0.0012 | -0.0001 | |||||
| US31417ES441 / FNMA 30YR 3.0% 01/01/2043#AB7738 | 0.49 | -5.23 | 0.0012 | -0.0001 | |||||
| US91324PDY51 / UNITEDHEALTH GROUP INC 2.75% 05/15/2040 | 0.49 | -76.32 | 0.0012 | -0.0039 | |||||
| US55336VBT61 / MPLX LP | 0.49 | -6.14 | 0.0012 | -0.0001 | |||||
| US07274NAN30 / Bayer US Finance II LLC | 0.49 | -0.61 | 0.0012 | -0.0000 | |||||
| US82650BAD82 / Sierra Timeshare 2023-2 Receivables Funding LLC | 0.49 | -10.62 | 0.0012 | -0.0001 | |||||
| JYSK / Jyske Bank A/S | 0.49 | 0.0012 | 0.0012 | ||||||
| US225401AT54 / Credit Suisse Group AG | 0.49 | 0.83 | 0.0012 | 0.0000 | |||||
| US927804FA70 / Virginia Elec & Power 6% Notes Due 1/15/36 | 0.49 | -1.81 | 0.0012 | -0.0000 | |||||
| US31417CVK88 / FNMA 30YR 3.5% 08/01/2042#AB6017 | 0.49 | -3.37 | 0.0012 | -0.0000 | |||||
| US436440AP62 / Hologic Inc | 0.49 | 3.39 | 0.0012 | 0.0000 | |||||
| US3137H5J572 / FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 | 0.49 | -3.94 | 0.0012 | -0.0000 | |||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | 0.49 | 0.0012 | 0.0012 | ||||||
| ARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A / ABS-CBDO (US04033HAB15) | 0.49 | -18.43 | 0.0012 | -0.0003 | |||||
| US694308JT56 / Pacific Gas and Electric Co | 0.49 | -0.81 | 0.0012 | -0.0000 | |||||
| US3133KMRW72 / FNCL UMBS 3.0 RA5901 09-01-51 | 0.49 | -4.70 | 0.0012 | -0.0001 | |||||
| US3140KSAG27 / FANNIE MAE POOL UMBS P#BQ6306 2.00000000 | 0.49 | -3.18 | 0.0012 | -0.0000 | |||||
| US314382AA01 / Fells Point Funding Trust | 0.49 | 0.62 | 0.0012 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.49 | 0.0012 | 0.0012 | ||||||
| PORT BEAUMONT T 10% 7/1/2026 / DBT (US73360CAS35) | 0.49 | -0.41 | 0.0012 | -0.0000 | |||||
| US25470XBE40 / DISH DBS Corp | 0.49 | -1.82 | 0.0012 | -0.0000 | |||||
| US591539AA97 / METHODIST HOSPITAL 2.705% 12/01/2050 | 0.49 | -7.44 | 0.0012 | -0.0001 | |||||
| US3128MFWM63 / Freddie Mac Gold Pool | 0.49 | -5.09 | 0.0012 | -0.0001 | |||||
| KENYA REPUBLIC OF 9.5% 03/05/2036 144A / DBT (US491798AN42) | 0.49 | -5.64 | 0.0012 | -0.0001 | |||||
| US3140FXC425 / FNMA, Other | 0.49 | -2.81 | 0.0012 | -0.0000 | |||||
| DSG TopCo / EC (N/A) | 0.03 | 0.49 | 0.0012 | 0.0012 | |||||
| US913017CY37 / United Technologies Corp | 0.48 | 0.41 | 0.0012 | 0.0000 | |||||
| US126694S412 / COUNTRYWIDE ALTERNATIVE LOAN TRUST | 0.48 | -2.22 | 0.0012 | -0.0000 | |||||
| US61765TAE38 / MSBAM 15-C25 3.372% 10/28 | 0.48 | -78.88 | 0.0012 | -0.0043 | |||||
| US83189DAD21 / SMB 2017 B B 144A | 0.48 | 0.00 | 0.0012 | 0.0000 | |||||
| US3132XFJZ25 / FHLMC Gold Pools, Other | 0.48 | -0.62 | 0.0012 | -0.0000 | |||||
| US341081FD42 / Florida Power & Light Co. | 0.48 | -2.42 | 0.0012 | -0.0000 | |||||
| US3140XF2T78 / Fannie Mae Pool | 0.48 | -2.82 | 0.0012 | -0.0000 | |||||
| US666807BH45 / Northrop Grumman Corp. | 0.48 | -3.40 | 0.0012 | -0.0000 | |||||
| US3133KYU560 / FR RB5104 | 0.48 | -2.63 | 0.0012 | -0.0000 | |||||
| US3140QBLF36 / FNMA 15YR 3.5% 07/01/2034#CA3925 | 0.48 | -5.86 | 0.0012 | -0.0001 | |||||
| US172967NE72 / Citigroup Inc | 0.48 | 188.62 | 0.0012 | 0.0008 | |||||
| US3138W1TR84 / FNMA 30YR 4.0% 02/01/2043#AR4159 | 0.48 | -7.31 | 0.0012 | -0.0001 | |||||
| US12667G4T78 / Alternative Loan Trust 2005-42CB | 0.48 | 1.47 | 0.0012 | 0.0000 | |||||
| US31397QAV05 / FNR 2010-150 ZC 4.75% 01/41 | 0.48 | -2.82 | 0.0012 | -0.0000 | |||||
| US3137H7QH94 / Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates | 0.48 | 0.21 | 0.0012 | 0.0000 | |||||
| US303250AF16 / Fair Isaac Corp | 0.48 | 0.63 | 0.0012 | 0.0000 | |||||
| US31418DXQ05 / Fannie Mae Pool | 0.48 | -2.63 | 0.0012 | -0.0000 | |||||
| US74456QBA31 / Public Service Electric & Gas Co. | 0.48 | -3.61 | 0.0012 | -0.0000 | |||||
| N1WL34 / Newell Brands Inc. - Depositary Receipt (Common Stock) | 0.48 | 0.0012 | 0.0012 | ||||||
| US36179UZS40 / Ginnie Mae II Pool | 0.48 | -4.38 | 0.0012 | -0.0001 | |||||
| US3133D4JZ76 / FHLG 20YR 2% 11/01/2041#QK1180 | 0.48 | -5.34 | 0.0012 | -0.0001 | |||||
| US71677KAA60 / PetSmart Inc / PetSmart Finance Corp | 0.48 | 1.70 | 0.0012 | 0.0000 | |||||
| CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.21% 09/01/2031 / DBT (US21071BAB18) | 0.48 | -0.83 | 0.0012 | -0.0000 | |||||
| US33767PAL22 / FirstKey Homes Trust, Series 2022-SFR2, Class E2 | 0.48 | -0.21 | 0.0012 | -0.0000 | |||||
| VEGAS 2024-GCS C VAR 07/10/2036 144A / ABS-MBS (US92254BAA35) | 0.48 | 0.00 | 0.0012 | 0.0000 | |||||
| TOWD PT MTG TR 2016-1 VAR 02/25/2055 144A / ABS-CBDO (US89172EAL83) | 0.48 | -0.83 | 0.0012 | -0.0000 | |||||
| RESIDEO FUNDING INC 6.5% 07/15/2032 144A / DBT (US76119LAD38) | 0.48 | -0.21 | 0.0012 | 0.0000 | |||||
| US529043AF83 / LXP INDUSTRIAL TRUST 6.75% 11/15/2028 | 0.48 | -0.83 | 0.0012 | -0.0000 | |||||
| SAAVI ENERGIA SARL 8.875% 02/10/2035 144A / DBT (US78518PAA30) | 0.48 | 1.06 | 0.0011 | 0.0000 | |||||
| US55284DAA00 / MF1 2021-W10X SER 2021-W10 CL A V/R REGD 144A P/P 1.12287700 | 0.48 | 0.21 | 0.0011 | 0.0000 | |||||
| US3140J5M306 / Fannie Mae Pool | 0.48 | -3.63 | 0.0011 | -0.0000 | |||||
| US880591EX64 / Tennessee Valley Authority | 0.48 | 0.21 | 0.0011 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.48 | -4.41 | 0.0011 | -0.0001 | |||||
| US49326EEN94 / KEYCORP | 0.48 | -0.83 | 0.0011 | -0.0000 | |||||
| US92564RAD70 / VICI PROPERTIES / NOTE 3.75% 02/15/2027 144A | 0.48 | 0.42 | 0.0011 | 0.0000 | |||||
| FR0013283371 / RCI Banque SA | 0.48 | 8.66 | 0.0011 | 0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.48 | -4.80 | 0.0011 | -0.0001 | |||||
| US29717PAY34 / Essex Portfolio LP | 0.48 | 0.85 | 0.0011 | 0.0000 | |||||
| FR001400KHH8 / ENGIE SA 4.25% 09/06/2034 REGS | 0.48 | 7.69 | 0.0011 | 0.0001 | |||||
| US38380GF255 / GNR 2017-134 BA 2.5% 11/46 | 0.48 | -3.84 | 0.0011 | -0.0000 | |||||
| US3140QLZG45 / Fannie Mae Pool | 0.48 | -11.55 | 0.0011 | -0.0001 | |||||
| US3140LKP802 / FNMA, Other | 0.47 | -0.84 | 0.0011 | -0.0000 | |||||
| US3140XFTR23 / FNMA 30YR 5.5% 09/01/2048#FS0559 | 0.47 | -3.27 | 0.0011 | -0.0000 | |||||
| US682357AA69 / Senior Unsecured | 0.47 | 1.94 | 0.0011 | 0.0000 | |||||
| XS2630465875 / WERFENLIFE SA 4.625% 06/06/2028 REGS | 0.47 | 9.47 | 0.0011 | 0.0001 | |||||
| US694308JJ74 / Pacific Gas and Electric Co | 0.47 | 116.44 | 0.0011 | 0.0006 | |||||
| DVAI34 / DaVita Inc. - Depositary Receipt (Common Stock) | 0.47 | 0.0011 | 0.0011 | ||||||
| US445545AM86 / HUNGARY REPUBLIC OF 2.125% 09/22/2031 144A | 0.47 | 0.64 | 0.0011 | 0.0000 | |||||
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.69% 04/15/2030 / ABS-CBDO (US30185AAC53) | 0.47 | 0.0011 | 0.0011 | ||||||
| US3133BS6E75 / FHLMC UMBS, 30 Year | 0.47 | -3.47 | 0.0011 | -0.0000 | |||||
| US45378YAA29 / Independence Plaza Trust, Series 2018-INDP, Class A | 0.47 | 0.42 | 0.0011 | 0.0000 | |||||
| US200447AH32 / Comision Federal de Electricidad | 0.47 | 2.16 | 0.0011 | 0.0000 | |||||
| US071734AN72 / Bausch Health Cos Inc | 0.47 | -5.96 | 0.0011 | -0.0001 | |||||
| US267475AD30 / Dycom Industries Inc | 0.47 | 1.50 | 0.0011 | 0.0000 | |||||
| US649322AA29 / New York and Presbyterian Hospital | 0.47 | -7.62 | 0.0011 | -0.0001 | |||||
| US3137H5FF91 / FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 | 0.47 | -4.26 | 0.0011 | -0.0000 | |||||
| US3137H5J242 / FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049 | 0.47 | -4.26 | 0.0011 | -0.0000 | |||||
| US3138LGTL00 / FNMA, Other | 0.47 | -0.21 | 0.0011 | 0.0000 | |||||
| US25470XAY13 / DISH DBS CORP 7.75% 07/01/2026 | 0.47 | -3.67 | 0.0011 | -0.0000 | |||||
| US31418DW401 / Fannie Mae Pool | 0.47 | -2.68 | 0.0011 | -0.0000 | |||||
| US45567YAN58 / MH Sub I, LLC 2023 Term Loan | 0.47 | 883.33 | 0.0011 | 0.0010 | |||||
| US14044CAC64 / Capital One Prime Auto Receivables Trust 2021-1 | 0.47 | -70.43 | 0.0011 | -0.0027 | |||||
| SG RESIDENTIAL MTG TR 2022-2 VAR 08/25/2062 144A / ABS-CBDO (US78434KAD90) | 0.47 | -1.05 | 0.0011 | -0.0000 | |||||
| BBD.A / Bombardier Inc. | 0.47 | 0.0011 | 0.0011 | ||||||
| US281020AN70 / EDISON INTERNATIONAL SR UNSECURED 06/27 5.75 | 0.47 | -54.71 | 0.0011 | -0.0014 | |||||
| US716973AG71 / Pfizer Investment Enterprises Pte Ltd | 0.47 | 33.81 | 0.0011 | 0.0003 | |||||
| US037833EK23 / Apple Inc | 0.47 | -5.05 | 0.0011 | -0.0001 | |||||
| US3138WXSS75 / FNMA 30YR 3.0% 07/01/2043#AT9528 | 0.47 | -3.49 | 0.0011 | -0.0000 | |||||
| US31418DQZ86 / Fannie Mae Pool | 0.47 | -3.50 | 0.0011 | -0.0000 | |||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 0.47 | 0.00 | 0.0011 | 0.0000 | |||||
| OTEX / Open Text Corporation | 0.47 | 1.08 | 0.0011 | 0.0000 | |||||
| US30293HAE53 / FREMF Mortgage Trust, Series 2015-K48, Class B | 0.47 | 0.21 | 0.0011 | 0.0000 | |||||
| US3132DN7F49 / FHLMC UMBS, 30 Year | 0.47 | -2.50 | 0.0011 | -0.0000 | |||||
| MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC 6.75% 04/01/2032 144A / DBT (US60672JAA79) | 0.47 | -1.06 | 0.0011 | -0.0000 | |||||
| US3140XCSG46 / FNMA 15YR 2.5% 10/01/2035#FM8618 | 0.47 | -5.45 | 0.0011 | -0.0001 | |||||
| US64134JAA16 / Neuberger Berman Loan Advisers Clo 40 Ltd | 0.47 | -3.70 | 0.0011 | -0.0000 | |||||
| BHCCN / Bausch Health Cos Inc | 0.47 | 54.46 | 0.0011 | 0.0004 | |||||
| US3132A9SS77 / Freddie Mac Pool | 0.47 | -5.26 | 0.0011 | -0.0001 | |||||
| US030981AL88 / AMERIGAS PART/FIN CORP SR UNSECURED 05/27 5.75 | 0.47 | 1.30 | 0.0011 | 0.0000 | |||||
| AMERIGAS PARTN LP/AMERIGAS FIN 9.5% 06/01/2030 144A / DBT (US030981AP92) | 0.47 | 0.0011 | 0.0011 | ||||||
| US00178UAF66 / AMSR TRUST AMSR 2020 SFR2 E2 144A | 0.47 | 0.21 | 0.0011 | 0.0000 | |||||
| HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A / DBT (US417558AB90) | 0.47 | -1.89 | 0.0011 | -0.0000 | |||||
| AU3FN0029609 / AAI Ltd | 0.47 | -0.43 | 0.0011 | -0.0000 | |||||
| US716973AE24 / Pfizer Investment Enterprises Pte Ltd | 0.47 | 1.74 | 0.0011 | 0.0000 | |||||
| TAURS 2025-UK2X SONIO+320 02/18/2035 REGS / ABS-CBDO (XS3025431191) | 0.47 | 0.0011 | 0.0011 | ||||||
| US3138MRLJ81 / Fannie Mae Pool | 0.47 | -4.70 | 0.0011 | -0.0001 | |||||
| US867224AE71 / Suncor Energy Inc | 0.47 | -6.99 | 0.0011 | -0.0001 | |||||
| US3140X5YQ05 / FNMA 15YR 2.5% 02/01/2035#FM2518 | 0.47 | -3.72 | 0.0011 | -0.0000 | |||||
| US04352EAB11 / Ascension Health | 0.47 | -3.32 | 0.0011 | -0.0000 | |||||
| US36179WDQ87 / Ginnie Mae II Pool | 0.47 | -4.12 | 0.0011 | -0.0000 | |||||
| US097023DC69 / Boeing Co/The | 0.47 | 0.87 | 0.0011 | 0.0000 | |||||
| US06849RAK86 / Barrick North America Finance LLC | 0.47 | -3.73 | 0.0011 | -0.0000 | |||||
| US053332BG66 / AutoZone Inc | 0.47 | 0.43 | 0.0011 | 0.0000 | |||||
| US48241FAC86 / KBC Group NV | 0.46 | -45.67 | 0.0011 | -0.0009 | |||||
| US3133BQY674 / FHLMC UMBS, 30 Year | 0.46 | -3.53 | 0.0011 | -0.0000 | |||||
| ELM TRUST 2024-ELM VAR 06/10/2027 144A / ABS-MBS (US26860XAA90) | 0.46 | -0.85 | 0.0011 | -0.0000 | |||||
| ELM TRUST 2024-ELM VAR 06/10/2027 144A / ABS-MBS (US26860XAU54) | 0.46 | -0.85 | 0.0011 | -0.0000 | |||||
| US133434AC43 / Cameron LNG LLC | 0.46 | -0.64 | 0.0011 | -0.0000 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.46 | 9.69 | 0.0011 | 0.0001 | |||||
| US11135FBV22 / Broadcom, Inc. | 0.46 | 268.25 | 0.0011 | 0.0008 | |||||
| US31417F3F33 / FNMA 30YR 3.0% 04/01/2043#AB8897 | 0.46 | -4.34 | 0.0011 | -0.0000 | |||||
| US37045VAL45 / General Motors Co | 0.46 | -4.73 | 0.0011 | -0.0001 | |||||
| US86765LAQ05 / Sunoco LP / Sunoco Finance Corp 6% 04/15/2027 | 0.46 | -0.22 | 0.0011 | -0.0000 | |||||
| US3140X8S812 / FNMA 20YR 2% 12/01/2040#FM5042 | 0.46 | -4.14 | 0.0011 | -0.0000 | |||||
| US31402Q2V25 / Fannie Mae Pool | 0.46 | -4.54 | 0.0011 | -0.0001 | |||||
| ACHV ABS TRUST 2024-3AL 5.01% 12/26/2031 144A / ABS-CBDO (US00092KAA25) | 0.46 | -11.66 | 0.0011 | -0.0001 | |||||
| US36179SB711 / Ginnie Mae II Pool | 0.46 | -4.55 | 0.0011 | -0.0001 | |||||
| US46647PBT21 / JPMORGAN CHASE and CO 1.045%/VAR 11/19/2026 | 0.46 | 0.66 | 0.0011 | 0.0000 | |||||
| US61764BAA17 / MORGAN STANLEY CAPITAL I TRUST 3.912% 09/09/2032 144A 2014-150E A | 0.46 | -1.50 | 0.0011 | -0.0000 | |||||
| US3133KLCL99 / FHLG 30YR 2.5% 02/01/2051#RA4575 | 0.46 | -4.16 | 0.0011 | -0.0000 | |||||
| US3140HSEN78 / FNMA, Other | 0.46 | 0.22 | 0.0011 | 0.0000 | |||||
| BX TR 2024-BRBK A TSFR1M+287.964 10/15/2041 144A / ABS-MBS (US05613NAA54) | 0.46 | -0.22 | 0.0011 | -0.0000 | |||||
| US36179R7J23 / Ginnie Mae II Pool | 0.46 | -5.14 | 0.0011 | -0.0001 | |||||
| MTN / Vail Resorts, Inc. | 0.46 | 0.22 | 0.0011 | 0.0000 | |||||
| US31335ASE90 / Freddie Mac Gold Pool | 0.46 | -4.37 | 0.0011 | -0.0000 | |||||
| DE000A3E5XN1 / Kreditanstalt fuer Wiederaufbau | 0.46 | 0.0011 | 0.0011 | ||||||
| PROJECT INFINITY 5% 09/13/2027 / DBT (N/A) | 0.46 | 0.0011 | 0.0011 | ||||||
| US3138WHRR51 / FNMA 15YR 2.5% 08/01/2031#AS7695 | 0.46 | -4.76 | 0.0011 | -0.0001 | |||||
| CNO GLOBAL FUNDING 5.875% 06/04/2027 144A / DBT (US18977W2D15) | 0.46 | -0.22 | 0.0011 | -0.0000 | |||||
| US89469AAD63 / TreeHouse Foods Inc | 0.46 | -0.86 | 0.0011 | -0.0000 | |||||
| UST NOTES 3.875% 03/15/2028 / DBT (US91282CMS79) | 0.46 | 0.0011 | 0.0011 | ||||||
| US143658BQ44 / Carnival Corp | 0.46 | 0.44 | 0.0011 | 0.0000 | |||||
| US465685AR63 / ITC Holdings Corp. | 0.46 | 0.00 | 0.0011 | 0.0000 | |||||
| US31377U2Q51 / FNMA, Other | 0.46 | -0.22 | 0.0011 | -0.0000 | |||||
| US36179RVC05 / Ginnie Mae II Pool | 0.46 | -4.99 | 0.0011 | -0.0001 | |||||
| CR8C5U / Commerzbank AG - Equity Warrant | 0.46 | 9.33 | 0.0011 | 0.0001 | |||||
| US3140XLU557 / FNMA 30YR 4.5% 08/01/2050#FS5103 | 0.46 | -4.39 | 0.0011 | -0.0001 | |||||
| US449691AC82 / Iliad Holding SASU | 0.46 | 0.00 | 0.0011 | -0.0000 | |||||
| T1OW34 / American Tower Corporation - Depositary Receipt (Common Stock) | 0.46 | 0.0011 | 0.0011 | ||||||
| OHIO EDISON CO 4.95% 12/15/2029 144A / DBT (US677347CJ38) | 0.46 | 0.0011 | 0.0011 | ||||||
| US14732FAB85 / Cascade MH Asset Trust, Series 2019-MH1, Class B | 0.46 | 0.44 | 0.0011 | 0.0000 | |||||
| US3133D4KQ58 / Freddie Mac Pool | 0.46 | -3.80 | 0.0011 | -0.0000 | |||||
| P3 GROUP SARL 4% 04/19/2032 REGS / DBT (XS2901491261) | 0.46 | 8.57 | 0.0011 | 0.0001 | |||||
| US3133KL2V82 / FNCL UMBS 2.0 RA5288 05-01-51 | 0.46 | -4.21 | 0.0011 | -0.0000 | |||||
| US312944PQ84 / FHLG 4.50% 12/40 #A95831 | 0.46 | -3.81 | 0.0011 | -0.0000 | |||||
| US3138A2WZ84 / FNMA 4.00% 1/41 #AH1563 | 0.46 | -4.01 | 0.0011 | -0.0000 | |||||
| US3136AWWF08 / FNMA ACES, Series 2017-M5, Class A2 | 0.45 | -4.62 | 0.0011 | -0.0001 | |||||
| NEW YORK AUTH 2.69% 5/1/2033 / DBT (US64972JRH31) | 0.45 | 0.0011 | 0.0011 | ||||||
| DNB BANK ASA 3%/VAR 11/29/2030 REGS / DBT (XS2950722616) | 0.45 | 0.0011 | 0.0011 | ||||||
| US3140QMDF82 / FNMA UMBS, 30 Year | 0.45 | -4.82 | 0.0011 | -0.0001 | |||||
| US3140XG3F48 / FNMA 15YR 3% 04/01/2037#FS1697 | 0.45 | -3.81 | 0.0011 | -0.0000 | |||||
| US36297GX967 / GNMA 30YR 3.5% 09/15/2043#711804 | 0.45 | -1.52 | 0.0011 | -0.0000 | |||||
| US78449QAC15 / SMB PRIVATE EDUCATION LOAN TRUST 2018-C SER 2018-C CL A2B V/R REGD 144A P/P 2.51538000 | 0.45 | -13.69 | 0.0011 | -0.0002 | |||||
| US3138XDCL24 / FNMA 30YR 4% 12/01/2038#AV1874 | 0.45 | -2.79 | 0.0011 | -0.0000 | |||||
| US6935A2K126 / PPL ELECTRIC UTILITIES | 0.45 | -1.09 | 0.0011 | -0.0000 | |||||
| US3133G7XF56 / Freddie Mac Pool | 0.45 | -4.23 | 0.0011 | -0.0000 | |||||
| US59909TAC80 / Milano Acqusition/DXC State & Local HHS First-lien Term Loan 400 2027-08-03 | 0.45 | -32.89 | 0.0011 | -0.0005 | |||||
| US3136BMAC24 / FANNIE MAE 3% 05/25/2048 | 0.45 | -3.82 | 0.0011 | -0.0000 | |||||
| US31418DT936 / Fannie Mae Pool | 0.45 | -2.58 | 0.0011 | -0.0000 | |||||
| US05549GAA94 / BHMS 2018-ATLS | 0.45 | 0.22 | 0.0011 | 0.0000 | |||||
| US3140XJJ463 / Fannie Mae Pool | 0.45 | -4.84 | 0.0011 | -0.0001 | |||||
| US713448CC02 / Pepsico Inc. 3.6% 08/13/42 | 0.45 | -3.83 | 0.0011 | -0.0000 | |||||
| US3138WHXF40 / FNMA 30YR 2.5% 09/01/2046#AS7877 | 0.45 | -3.42 | 0.0011 | -0.0000 | |||||
| IVORY COAST (COTE D'IVOIRE) 8.075% 04/01/2036 144A / DBT (US221625AV83) | 0.45 | 0.0011 | 0.0011 | ||||||
| OHA CREDIT FUNDING 5 LTD AR TSFR3M+135 10/18/2037 144A / ABS-CBDO (US67113GAS66) | 0.45 | 0.00 | 0.0011 | -0.0000 | |||||
| US382550BJ95 / Goodyear Tire & Rubber Co. (The) | 0.45 | 1.12 | 0.0011 | 0.0000 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 0.45 | -4.25 | 0.0011 | -0.0000 | |||||
| CSMC 2022-NQM6 TRUST VAR 12/25/2067 144A / ABS-CBDO (US12663YAM03) | 0.45 | -5.45 | 0.0011 | -0.0001 | |||||
| US36168QAN43 / GFL Environmental Inc | 0.45 | 1.35 | 0.0011 | 0.0000 | |||||
| ACTION TERM B5B 1LN 07/01/2031 / LON (XAN6872NAN65) | 0.45 | 0.0011 | 0.0011 | ||||||
| US06738EBY05 / Barclays PLC | 0.45 | -0.22 | 0.0011 | -0.0000 | |||||
| US12660WAA36 / Credit Suisse Mortgage Capital Certificates | 0.45 | 0.45 | 0.0011 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.45 | -2.59 | 0.0011 | -0.0000 | |||||
| VOYA CLO 2019-2 LLC AR TSFR3M+120 07/20/2032 144A / ABS-CBDO (US92917RAL33) | 0.45 | -1.53 | 0.0011 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.45 | -6.82 | 0.0011 | -0.0001 | |||||
| US31418BL796 / Fannie Mae Pool | 0.45 | -7.79 | 0.0011 | -0.0001 | |||||
| KGS / Kodiak Gas Services, Inc. | 0.45 | -0.88 | 0.0011 | -0.0000 | |||||
| ESAB / ESAB Corporation | 0.45 | 0.00 | 0.0011 | 0.0000 | |||||
| US07317QAJ40 / Baytex Energy Corp | 0.45 | -5.47 | 0.0011 | -0.0001 | |||||
| US3140JACC06 / FN BM5466 | 0.45 | -3.23 | 0.0011 | -0.0000 | |||||
| US606822BY90 / Mitsubishi UFJ Financial Group Inc | 0.45 | 0.67 | 0.0011 | 0.0000 | |||||
| US3134A4KX12 / Federal Home Loan Mortgage Corp | 0.45 | -0.66 | 0.0011 | -0.0000 | |||||
| US3132AAVK77 / Freddie Mac Pool | 0.45 | -4.48 | 0.0011 | -0.0000 | |||||
| US3140QNY971 / FNMA 15YR 2.5% 05/01/2037#CB3435 | 0.45 | -4.68 | 0.0011 | -0.0001 | |||||
| AU3CB0299816 / AUSNET SERVICES | 0.45 | 0.0011 | 0.0011 | ||||||
| US92858RAA86 / Vmed O2 UK Financing I PLC | 0.45 | 4.20 | 0.0011 | 0.0000 | |||||
| US3133AUTM09 / Freddie Mac Pool | 0.45 | -4.28 | 0.0011 | -0.0000 | |||||
| US36253PAB85 / GS Mortgage Securities Trust 2017-GS6 | 0.45 | 0.45 | 0.0011 | 0.0000 | |||||
| US84858DAA63 / Spirit Airlines Pass Through Trust 2015-1A | 0.45 | -6.49 | 0.0011 | -0.0001 | |||||
| US74333YAJ73 / Progress Residential 2022-SFR1 Trust | 0.45 | -2.19 | 0.0011 | -0.0000 | |||||
| US378272BP27 / Glencore Funding LLC | 0.45 | -0.45 | 0.0011 | -0.0000 | |||||
| QUIKRETE HOLDINGS INC 6.75% 03/01/2033 144A / DBT (US74843PAB67) | 0.45 | -12.03 | 0.0011 | -0.0001 | |||||
| US09951LAA17 / Booz Allen Hamilton Inc | 0.45 | 46.71 | 0.0011 | 0.0003 | |||||
| US12429TAD63 / Mauser Packaging Solutions Holding Co | 0.45 | -31.49 | 0.0011 | -0.0005 | |||||
| US143658BR27 / Carnival Corp | 0.45 | -61.98 | 0.0011 | -0.0017 | |||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | 0.45 | 0.0011 | 0.0011 | ||||||
| US31403DAT63 / FNMA 30YR 5% 12/01/2034#745318 | 0.45 | -9.74 | 0.0011 | -0.0001 | |||||
| US3136B4QB72 / FNMA ACES, Series 2019-M7, Class A2 | 0.45 | 0.23 | 0.0011 | 0.0000 | |||||
| US68389XBY04 / Oracle Corp | 0.45 | 315.89 | 0.0011 | 0.0008 | |||||
| IGT/EVERI TERM B 1LN 5/9/2032 / LON (92921HAC9) | 0.45 | 0.0011 | 0.0011 | ||||||
| US91324PDL31 / UnitedHealth Group Inc | 0.44 | -19.86 | 0.0011 | -0.0003 | |||||
| US08162YAK82 / BENCHMARK 2019-B14 XA MORTGAGE TRUST VAR 12/15/2061 | 0.44 | -5.53 | 0.0011 | -0.0001 | |||||
| US87264ACX19 / T-Mobile USA Inc | 0.44 | -60.98 | 0.0011 | -0.0017 | |||||
| US3140XAJJ20 / Fannie Mae Pool | 0.44 | -4.52 | 0.0011 | -0.0001 | |||||
| FOUNDRY JV HOLDCO LLC 6.2% 01/25/2037 144A / DBT (US350930AJ29) | 0.44 | 110.95 | 0.0011 | 0.0006 | |||||
| US880591DM19 / Tennessee Valley Auth 7 1/8% Bonds 5/1/2030 | 0.44 | -0.23 | 0.0011 | -0.0000 | |||||
| US836205AY00 / Republic of South Africa Government International Bond | 0.44 | -5.34 | 0.0011 | -0.0001 | |||||
| US31418BXZ48 / Fannie Mae Pool | 0.44 | -4.32 | 0.0011 | -0.0000 | |||||
| US03690AAF30 / Antero Midstream Corporation | 0.44 | -0.45 | 0.0011 | -0.0000 | |||||
| BP CAP MARKETS AMERICA INC 5.227% 11/17/2034 / DBT (US10373QCA67) | 0.44 | -1.34 | 0.0011 | -0.0000 | |||||
| US3132KFMW93 / Freddie Mac Gold Pool | 0.44 | -4.74 | 0.0011 | -0.0001 | |||||
| US3138LGZJ89 / FNMA, Other | 0.44 | -0.23 | 0.0011 | -0.0000 | |||||
| US629377CH34 / NRG Energy, Inc. | 0.44 | 0.68 | 0.0011 | 0.0000 | |||||
| US00737WAA71 / ADTALEM GLOBAL EDUCATION REGD 144A P/P 5.50000000 | 0.44 | 0.00 | 0.0011 | 0.0000 | |||||
| US26442CBC73 / Duke Energy Carolinas LLC | 0.44 | -18.48 | 0.0011 | -0.0002 | |||||
| US185899AH46 / Cleveland-Cliffs Inc | 0.44 | -1.34 | 0.0011 | -0.0000 | |||||
| US404119BZ18 / HCA Inc | 0.44 | -3.50 | 0.0011 | -0.0000 | |||||
| JYSK / Jyske Bank A/S | 0.44 | 87.66 | 0.0011 | 0.0005 | |||||
| OHA CREDIT FUNDING 22 LTD A1 TSFR3M+ 07/20/2038 144A / ABS-CBDO (US67121HAA32) | 0.44 | 0.0011 | 0.0011 | ||||||
| US373334JW27 / Georgia Power Company 4.3% 03/15/42 | 0.44 | -3.72 | 0.0011 | -0.0000 | |||||
| US3140N1ZZ99 / FNMA POOL BW8859 FN 09/52 FIXED 4 | 0.44 | -2.65 | 0.0011 | -0.0000 | |||||
| US58013MFT62 / McDonald's Corp | 0.44 | -4.76 | 0.0011 | -0.0001 | |||||
| S1TT34 / State Street Corporation - Depositary Receipt (Common Stock) | 0.44 | -0.23 | 0.0011 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.44 | 0.0011 | 0.0011 | ||||||
| US3140J8DE00 / Fannie Mae Pool | 0.44 | -4.36 | 0.0011 | -0.0000 | |||||
| DAR / DATRON AG | 0.44 | -0.23 | 0.0011 | -0.0000 | |||||
| US12543RAS85 / Countrywide Home Loan Mortgage Pass-Through Trust | 0.44 | -4.99 | 0.0011 | -0.0001 | |||||
| US000876AC64 / ACHV ABS TRUST 2023-3PL | 0.44 | -64.16 | 0.0011 | -0.0019 | |||||
| US3140LKBK84 / FNMA, Other | 0.44 | -0.68 | 0.0011 | -0.0000 | |||||
| US55916AAA25 / Magic Mergeco Inc | 0.44 | 553.73 | 0.0011 | 0.0009 | |||||
| US36202FP759 / Ginnie Mae II Pool | 0.44 | -2.89 | 0.0011 | -0.0000 | |||||
| US674599ED34 / Occidental Petroleum Corp | 0.44 | -1.35 | 0.0011 | -0.0000 | |||||
| US59447TXX61 / Michigan Finance Authority | 0.44 | -3.96 | 0.0011 | -0.0000 | |||||
| US12657VAA08 / CSWF 2021-SOP2 | 0.44 | -31.18 | 0.0011 | -0.0005 | |||||
| ANGEL OAK MORTGAGE TRUST 2023-7 4.8% 11/25/2067 144A / ABS-CBDO (US03466DAA00) | 0.44 | -4.39 | 0.0010 | -0.0000 | |||||
| US842400FZ13 / Southern California Edison Co. Bond 4.65% Due 10/1/2043 | 0.44 | 0.0010 | 0.0010 | ||||||
| US26884LAM19 / EQT CORP 3.125% 05/15/2026 144A | 0.44 | 0.00 | 0.0010 | 0.0000 | |||||
| US3128MFUA44 / Freddie Mac Gold Pool | 0.44 | -5.84 | 0.0010 | -0.0001 | |||||
| GS MTG SECS CORP TR 2024-RVR E VAR 08/10/2029 144A / ABS-MBS (US36272JAL70) | 0.44 | -1.14 | 0.0010 | -0.0000 | |||||
| MSCS SWAP PAY 4.075 04/24/30 / DIR (N/A) | 0.44 | 0.0010 | 0.0010 | ||||||
| US11283YAD22 / Brookfield Residential Properties Inc / Brookfield Residential US Corp | 0.43 | -4.19 | 0.0010 | -0.0000 | |||||
| US3133B0QV87 / FHLG 30YR 2% 12/01/2051#QD3168 | 0.43 | -4.19 | 0.0010 | -0.0000 | |||||
| US3140HU2Z80 / FNMA, Other | 0.43 | 0.46 | 0.0010 | 0.0000 | |||||
| US3133KLH267 / FHLG 30YR 2.5% 03/01/2051#RA4749 | 0.43 | -5.24 | 0.0010 | -0.0001 | |||||
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1 B1 3.172% 02/25/2049 144A / ABS-CBDO (US10569TAE82) | 0.43 | -0.46 | 0.0010 | -0.0000 | |||||
| CSTL COMMERCIAL MORTGAGE TRUST 2024-GATE A VAR 11/10/2029 144A / ABS-MBS (US22945JAA88) | 0.43 | -0.46 | 0.0010 | -0.0000 | |||||
| US3137FNAG57 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.43 | -6.90 | 0.0010 | -0.0001 | |||||
| US883556CM25 / Thermo Fisher Scientific Inc | 0.43 | -3.79 | 0.0010 | -0.0000 | |||||
| XS2398746227 / BLACKSTONE PROP PARTNERS EUR HOLD 2.625% 10/20/2028 REGS | 0.43 | 7.20 | 0.0010 | 0.0001 | |||||
| US31418DHK19 / Fannie Mae Pool | 0.43 | -4.00 | 0.0010 | -0.0000 | |||||
| US84265VAJ44 / Southern Copper Corp | 0.43 | -3.58 | 0.0010 | -0.0000 | |||||
| US98162JAA43 / Worldwide Plaza Trust 2017-WWP | 0.43 | -1.60 | 0.0010 | -0.0000 | |||||
| US836205BE37 / Republic of South Africa Government International Bond | 0.43 | -5.27 | 0.0010 | -0.0001 | |||||
| CECV / Ceconomy AG | 0.43 | 9.69 | 0.0010 | 0.0001 | |||||
| US38869AAA51 / Graphic Packaging International LLC | 0.43 | -1.38 | 0.0010 | -0.0000 | |||||
| US3138WG5R14 / FNMA 30YR 3% 05/01/2046#AS7155 | 0.43 | -4.44 | 0.0010 | -0.0000 | |||||
| ARES COMMERCIAL MORTGAGE TRUST 2024-IND A TSFR1M+169.163 07/15/2041 144A / ABS-MBS (US03990DAA54) | 0.43 | 0.00 | 0.0010 | -0.0000 | |||||
| US31292L4F94 / Freddie Mac Gold Pool | 0.43 | -2.49 | 0.0010 | -0.0000 | |||||
| USB / U.S. Bancorp - Depositary Receipt (Common Stock) | 0.43 | 0.23 | 0.0010 | 0.0000 | |||||
| US912810SW99 / United States Treasury Note/Bond | 0.43 | -4.66 | 0.0010 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.43 | -4.87 | 0.0010 | -0.0001 | |||||
| US842400FT52 / Southern Cal Edison 3.9% 12/01/41 | 0.43 | -7.33 | 0.0010 | -0.0001 | |||||
| VOLKSWAGEN GROUP AMER FIN LLC 5.8% 03/27/2035 144A / DBT (US928668CS92) | 0.43 | 0.0010 | 0.0010 | ||||||
| US61747YFG52 / Morgan Stanley | 0.43 | -0.92 | 0.0010 | -0.0000 | |||||
| US14688EAC30 / CRVNA_23-P1 | 0.43 | -25.78 | 0.0010 | -0.0004 | |||||
| US30231GBF81 / Exxon Mobil Corp | 0.43 | -2.50 | 0.0010 | -0.0000 | |||||
| US35640YAK38 / Freedom Mortgage Corp | 0.43 | -1.15 | 0.0010 | -0.0000 | |||||
| US05578QAF00 / BPCE SA | 0.43 | 0.23 | 0.0010 | 0.0000 | |||||
| US93935QAB32 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA2 Trust | 0.43 | -1.15 | 0.0010 | -0.0000 | |||||
| US25466AAJ07 / Discover Bank | 0.43 | 0.23 | 0.0010 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.43 | 0.0010 | 0.0010 | ||||||
| US30322MAD11 / FREED ABS TRUST 2021-3FP SER 2021-3FP CL D REGD 144A P/P 2.37000000 | 0.43 | -39.38 | 0.0010 | -0.0007 | |||||
| US20030NCU37 / Comcast Corp | 0.43 | 0.47 | 0.0010 | 0.0000 | |||||
| US61690VAY48 / MORGAN STANLEY BK AMER MERRILL LYNCH TR 2015-C26 3.252% 11/15/2048 | 0.43 | -79.03 | 0.0010 | -0.0039 | |||||
| US398433AP71 / Griffon Corp | 0.43 | 0.23 | 0.0010 | 0.0000 | |||||
| BRAVO RESIDENTIAL FUNDING TRUST 2024-CES2 5.549% 09/25/2054 144A / ABS-CBDO (US10570PAA12) | 0.43 | -4.25 | 0.0010 | -0.0000 | |||||
| US3138XPDT70 / FNMA 30YR 4% 06/01/2039#AW0113 | 0.43 | -2.95 | 0.0010 | -0.0000 | |||||
| US50212YAD67 / LPL Holdings Inc | 0.43 | 0.47 | 0.0010 | 0.0000 | |||||
| US053332BA96 / AUTOZONE INC 1.65% 01/15/2031 | 0.43 | 0.71 | 0.0010 | 0.0000 | |||||
| US3138WMFC06 / Fannie Mae Pool | 0.43 | -4.26 | 0.0010 | -0.0000 | |||||
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-6 VAR 12/25/2054 144A / ABS-MBS (US92261BAE65) | 0.43 | -0.93 | 0.0010 | -0.0000 | |||||
| US56085UAB98 / BANK LOAN NOTE | 0.43 | 140.68 | 0.0010 | 0.0006 | |||||
| US05526DBP96 / BAT CAPITAL CORP COMPANY GUAR 04/27 4.7 | 0.43 | 0.00 | 0.0010 | 0.0000 | |||||
| US225401AC20 / Credit Suisse Group AG | 0.43 | -0.23 | 0.0010 | -0.0000 | |||||
| US538034AR08 / Live Nation Entertainment Inc 4.75% 10/15/2027 144A | 0.43 | 0.71 | 0.0010 | 0.0000 | |||||
| US46650FAA03 / J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2018-PHH A | 0.43 | 0.24 | 0.0010 | 0.0000 | |||||
| US3140FXSX18 / FNMA, Other | 0.42 | -3.20 | 0.0010 | -0.0000 | |||||
| US3140QSAQ45 / FNMA UMBS, 30 Year | 0.42 | -5.57 | 0.0010 | -0.0001 | |||||
| US70016RAL96 / PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2018-1 | 0.42 | -86.15 | 0.0010 | -0.0063 | |||||
| US36202FZY59 / Ginnie Mae II Pool | 0.42 | -3.64 | 0.0010 | -0.0000 | |||||
| US30259RAE53 / FMC GMSR Issuer Trust | 0.42 | -0.47 | 0.0010 | -0.0000 | |||||
| US05605HAC43 / BWX Technologies Inc | 0.42 | 2.17 | 0.0010 | 0.0000 | |||||
| US842400FF58 / Southern California Edison 5.55% Due 1/15/37 | 0.42 | -39.57 | 0.0010 | -0.0007 | |||||
| XS2492482828 / Barclays PLC | 0.42 | 6.30 | 0.0010 | 0.0001 | |||||
| NSIT / Insight Enterprises, Inc. | 0.42 | 0.00 | 0.0010 | 0.0000 | |||||
| US85434VAC28 / Stanford Health Care | 0.42 | -9.64 | 0.0010 | -0.0001 | |||||
| GGAM FINANCE LTD 5.875% 03/15/2030 144A / DBT (US36170JAE64) | 0.42 | 0.24 | 0.0010 | 0.0000 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.42 | 17.93 | 0.0010 | 0.0002 | |||||
| WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP 8.25% 10/01/2031 144A / DBT (US97381AAA07) | 0.42 | -36.31 | 0.0010 | -0.0006 | |||||
| AMER SPORTS CO 6.75% 02/16/2031 144A / DBT (US02352NAA72) | 0.42 | 1.45 | 0.0010 | 0.0000 | |||||
| US3138EP5H31 / Fannie Mae Pool | 0.42 | -4.98 | 0.0010 | -0.0001 | |||||
| US00135TAD63 / AIB Group PLC | 0.42 | -0.71 | 0.0010 | -0.0000 | |||||
| US31417BF287 / FNMA 3.50% 3/42 #AB4684 | 0.42 | -2.33 | 0.0010 | -0.0000 | |||||
| US3132QQTW22 / Freddie Mac Gold Pool | 0.42 | -4.76 | 0.0010 | -0.0001 | |||||
| US14985VAE11 / CCM Merger Inc | 0.42 | 0.24 | 0.0010 | 0.0000 | |||||
| TOTALENERGIES CAPITAL SA 5.488% 04/05/2054 / DBT (US89157XAB73) | 0.42 | -5.42 | 0.0010 | -0.0001 | |||||
| US3132HPS214 / FHLG 30YR 3.5% 11/01/2042#Q13237 | 0.42 | -2.33 | 0.0010 | -0.0000 | |||||
| US501044DE89 / Kroger Co. (The) | 0.42 | 0.48 | 0.0010 | 0.0000 | |||||
| US3133KQF849 / FHLG 30YR 5% 12/01/2052#RA8291 | 0.42 | -6.05 | 0.0010 | -0.0001 | |||||
| US86562MDG24 / Sumitomo Mitsui Financial Group, Inc. | 0.42 | 0.00 | 0.0010 | 0.0000 | |||||
| US3138LGCX21 / FNMA, Other | 0.42 | 0.72 | 0.0010 | 0.0000 | |||||
| US17888HAC79 / Civitas Resources Inc | 0.42 | -6.26 | 0.0010 | -0.0001 | |||||
| US55348UAS78 / MRCD 2019-MARK Mortgage Trust | 0.42 | -2.79 | 0.0010 | -0.0000 | |||||
| US3132DWGF41 / FR SD8298 | 0.42 | -4.35 | 0.0010 | -0.0000 | |||||
| US3138MCMT85 / FNMA 30YR 3% 11/42#AP8469 | 0.42 | -2.79 | 0.0010 | -0.0000 | |||||
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC 6.2153% 07/15/2043 144A / ABS-MBS (US95004AAE38) | 0.42 | -1.42 | 0.0010 | -0.0000 | |||||
| US3617YWBB56 / GNMA II | 0.42 | 1.46 | 0.0010 | 0.0000 | |||||
| US539830BK40 / Lockheed Martin Corp | 0.42 | 197.86 | 0.0010 | 0.0007 | |||||
| US88233FAK66 / Vistra Operations Co. LLC, Term Loan | 0.42 | 869.77 | 0.0010 | 0.0009 | |||||
| US03217CAB28 / ams-OSRAM AG | 0.42 | -1.42 | 0.0010 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.42 | 0.0010 | 0.0010 | ||||||
| US73358WJA36 / PORT AUTH OF NEW YORK & NEW JERSEY NY | 0.42 | -7.96 | 0.0010 | -0.0001 | |||||
| US04364VAR42 / Ascent Resources Utica Holdings LLC / ARU Finance Corp | 0.42 | -0.72 | 0.0010 | -0.0000 | |||||
| CITI SWAP PAY 4.03 04/25/30 / DIR (N/A) | 0.42 | 0.0010 | 0.0010 | ||||||
| PANAMA / Panama Government International Bond | 0.42 | -3.26 | 0.0010 | -0.0000 | |||||
| XS2569069375 / Lloyds Banking Group plc | 0.42 | 9.50 | 0.0010 | 0.0001 | |||||
| US36179XQV19 / Ginnie Mae II Pool | 0.42 | -4.60 | 0.0010 | -0.0000 | |||||
| C1RR34 / Carrier Global Corporation - Depositary Receipt (Common Stock) | 0.41 | -2.82 | 0.0010 | -0.0000 | |||||
| NGD / New Gold Inc. | 0.41 | 0.0010 | 0.0010 | ||||||
| XS2356311139 / AIA GROUP LTD 0.88%/VAR 09/09/2033 REGS | 0.41 | 9.84 | 0.0010 | 0.0001 | |||||
| US3140GTWR72 / FNMA 30YR 3.5% 09/01/2047#BH5155 | 0.41 | -5.50 | 0.0010 | -0.0001 | |||||
| DELIVERY HERO TERM B 1LN 12/12/2029 / LON (XAD2007ZAE79) | 0.41 | -0.48 | 0.0010 | -0.0000 | |||||
| US00287YCB39 / AbbVie Inc | 0.41 | -5.72 | 0.0010 | -0.0001 | |||||
| US28415LAA17 / Elastic NV | 0.41 | -0.72 | 0.0010 | -0.0000 | |||||
| US05530QAQ38 / BAT International Finance plc | 0.41 | 0.24 | 0.0010 | 0.0000 | |||||
| US87470LAG68 / Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp | 0.41 | 0.00 | 0.0010 | -0.0000 | |||||
| DANSKE / Danske Bank A/S | 0.41 | 0.24 | 0.0010 | 0.0000 | |||||
| US10373QBV14 / BP Capital Markets America Inc | 0.41 | -0.48 | 0.0010 | -0.0000 | |||||
| USP3579ECE51 / Dominican Republic International Bond | 0.41 | -4.20 | 0.0010 | -0.0000 | |||||
| WHITEBOX CLO I LTD A1RR TSFR3M+132 07/24/2036 144A / ABS-CBDO (US96467FAU49) | 0.41 | -38.20 | 0.0010 | -0.0006 | |||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 0.41 | -8.26 | 0.0010 | -0.0001 | |||||
| US36179TAL98 / Ginnie Mae II Pool | 0.41 | -5.30 | 0.0010 | -0.0001 | |||||
| US05492PAG37 / BAMLL COML MTG SECS TR 2019-BPR CNM CSTR 11/05/2032 144A | 0.41 | 7.33 | 0.0010 | 0.0001 | |||||
| US606822CT96 / MITSUBISHI UFJ FINANCIAL GROUP INC | 0.41 | -0.24 | 0.0010 | -0.0000 | |||||
| US266233AH80 / Duquesne Light Holdings Inc | 0.41 | -0.97 | 0.0010 | -0.0000 | |||||
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2 B2 SOFR30A+135 10/20/2032 144A / ABS-CBDO (US44644NAH26) | 0.41 | -12.21 | 0.0010 | -0.0001 | |||||
| US3618BJGA48 / GNMA 30YR 5.5% 06/20/2063#CU1093 | 0.41 | -22.68 | 0.0010 | -0.0003 | |||||
| BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC BR TSFR3M+185 10/25/2030 144A / ABS-CBDO (US09630AAS50) | 0.41 | -0.24 | 0.0010 | -0.0000 | |||||
| US15089QAP90 / Celanese US Holdings LLC | 0.41 | -1.92 | 0.0010 | -0.0000 | |||||
| US3136AA2T18 / FEDERAL NAT MTG ASN GTD REM PA 2012-149 GA 1.75% 06/25/2042 | 0.41 | -3.76 | 0.0010 | -0.0000 | |||||
| AU3FN0029609 / AAI Ltd | 0.41 | 0.00 | 0.0010 | 0.0000 | |||||
| US28504DAD57 / Electricite de France SA | 0.41 | -5.12 | 0.0010 | -0.0001 | |||||
| ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 25-BTR1 A TSFR1M+192.5 01/18/2041 144A / ABS-CBDO (US03881UAA97) | 0.41 | 0.0010 | 0.0010 | ||||||
| US3140XB6C98 / FNMA 20YR 2% 07/01/2041#FM8066 | 0.41 | -3.09 | 0.0010 | -0.0000 | |||||
| US00081TAK43 / ACCO Brands Corp | 0.41 | -4.00 | 0.0010 | -0.0000 | |||||
| US20826FBC95 / ConocoPhillips Co | 0.41 | -4.00 | 0.0010 | -0.0000 | |||||
| US538034AV10 / Live Nation Entertainment Inc | 0.41 | -0.49 | 0.0010 | -0.0000 | |||||
| DANSKE / Danske Bank A/S | 0.41 | 0.25 | 0.0010 | 0.0000 | |||||
| US65558RAD17 / Nordea Bank Abp | 0.41 | 0.00 | 0.0010 | 0.0000 | |||||
| US09259GAC78 / Blackstone Mortgage Trust, Inc. 2019 Term Loan B | 0.41 | 0.00 | 0.0010 | -0.0000 | |||||
| US86765LAT44 / Sunoco LP / Sunoco Finance Corp | 0.41 | 0.25 | 0.0010 | 0.0000 | |||||
| ATRIUM HOTEL PORTFOLIO TR 2024-ATRM 5.58952% 11/10/2029 144A / ABS-MBS (US04963XAA28) | 0.41 | -1.69 | 0.0010 | -0.0000 | |||||
| US914455UF50 / UNIV OF MICHIGAN MI | 0.41 | -48.80 | 0.0010 | -0.0009 | |||||
| US72584DAF15 / KFC Holding Co | 0.41 | 0.25 | 0.0010 | 0.0000 | |||||
| ACRISURE TERM B1 1LN 02/16/2027 / LON (US00488PAT21) | 0.41 | -0.49 | 0.0010 | -0.0000 | |||||
| MSCS SWAP REC 4.075 04/24/30 / DIR (N/A) | 0.41 | 0.0010 | 0.0010 | ||||||
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4 STEP 02/25/2030 144A / ABS-CBDO (US79584CAA99) | 0.41 | 0.25 | 0.0010 | 0.0000 | |||||
| US64035DAC02 / Nelnet Student Loan Trust 2021-A | 0.41 | -1.46 | 0.0010 | -0.0000 | |||||
| US3132WWZB15 / FHLMC Gold Pools, Other | 0.41 | -0.74 | 0.0010 | -0.0000 | |||||
| MODVQ / ModivCare Inc. | 0.41 | -15.62 | 0.0010 | -0.0002 | |||||
| SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB 2.25% 07/12/2027 REGS / DBT (XS2962827312) | 0.41 | 11.57 | 0.0010 | 0.0001 | |||||
| US74456QAZ90 / Public Service Electric & Gas Co. | 0.41 | -4.71 | 0.0010 | -0.0000 | |||||
| US75281ABJ79 / Range Resources Corp | 0.40 | -0.25 | 0.0010 | -0.0000 | |||||
| US92943GAD34 / WR Grace Holdings LLC | 0.40 | 1.25 | 0.0010 | 0.0000 | |||||
| WAYFAIR LLC 7.25% 10/31/2029 144A / DBT (US94419NAA54) | 0.40 | -4.04 | 0.0010 | -0.0000 | |||||
| US59259YBY41 / MET TRANSPRTN AUTH NY REVENUE | 0.40 | -3.81 | 0.0010 | -0.0000 | |||||
| US50203JAJ79 / LFT CRE Ltd., Series 2021-FL1, Class D | 0.40 | -0.25 | 0.0010 | -0.0000 | |||||
| US3140XCZ431 / FNMA 20YR 2% 09/01/2041#FM8862 | 0.40 | -3.82 | 0.0010 | -0.0000 | |||||
| US455780CK06 / Indonesia Government International Bond | 0.40 | 1.77 | 0.0010 | 0.0000 | |||||
| US37940XAH52 / Global Payments Inc | 0.40 | -0.98 | 0.0010 | -0.0000 | |||||
| US694308KJ55 / Pacific Gas and Electric Co. | 0.40 | -5.19 | 0.0010 | -0.0001 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.40 | -4.96 | 0.0010 | -0.0001 | |||||
| US3128MJXK11 / Freddie Mac Gold Pool | 0.40 | -4.51 | 0.0010 | -0.0000 | |||||
| US78009PEH01 / NatWest Group PLC | 0.40 | 0.00 | 0.0010 | -0.0000 | |||||
| US26443TAD81 / Duke Energy Indiana LLC | 0.40 | -4.96 | 0.0010 | -0.0001 | |||||
| US3136F1EQ99 / Federal National Mortgage Association | 0.40 | 1.26 | 0.0010 | 0.0000 | |||||
| PG and E RECOVERY FUNDING LLC 5.529% 06/01/2051 / DBT (US71710TAJ79) | 0.40 | -4.52 | 0.0010 | -0.0000 | |||||
| US842587DR51 / Southern Co/The | 0.40 | 129.89 | 0.0010 | 0.0005 | |||||
| GOVERNMENT NAT MTG ASSN HECM 20-H08 FC TSFR1M+76.448 02/20/2070 / ABS-CBDO (US38380L7K33) | 0.40 | -11.31 | 0.0010 | -0.0001 | |||||
| N1RG34 / NRG Energy, Inc. - Depositary Receipt (Common Stock) | 0.40 | -33.55 | 0.0010 | -0.0005 | |||||
| US52608JAC99 / Lendmark Funding Trust, Series 2022-1A, Class C | 0.40 | -1.23 | 0.0010 | -0.0000 | |||||
| US36179RLS66 / GNII II 5.0% 08/20/2045#MA3037 | 0.40 | -2.44 | 0.0010 | -0.0000 | |||||
| US76680RAJ68 / CORP. NOTE | 0.40 | 0.25 | 0.0010 | 0.0000 | |||||
| US92926SAE63 / WaMu Asset-Backed Certificates WaMu Series | 0.40 | -2.68 | 0.0010 | -0.0000 | |||||
| US3140QK2W77 / FNMA 30YR 1.5% 06/01/2051#CB0788 | 0.40 | -6.99 | 0.0010 | -0.0001 | |||||
| US3140E9CW41 / FNMA 30YR 4.0% 12/01/2045#BA4584 | 0.40 | -10.96 | 0.0010 | -0.0001 | |||||
| US3137BYKR04 / FHR 4683 LM 3% 05/15/2047 | 0.40 | -6.57 | 0.0010 | -0.0001 | |||||
| US3138ERSD31 / FNMA 30YR 3.5% 07/01/2046#AL9515 | 0.40 | -3.40 | 0.0010 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.40 | 0.0010 | 0.0010 | ||||||
| US98138HAG65 / Workday Inc | 0.40 | 0.25 | 0.0010 | 0.0000 | |||||
| GPEF / Great Portland Estates Plc - Equity Right | 0.40 | 6.43 | 0.0010 | 0.0001 | |||||
| DTE ELEC CO 4.25% 05/14/2027 / DBT (US23338VAW63) | 0.40 | 0.0010 | 0.0010 | ||||||
| COMM 2024-WCL1 MTG TR TSFR1M+184.1 07/15/2034 144A / ABS-MBS (US20047DAA28) | 0.40 | -0.25 | 0.0010 | -0.0000 | |||||
| US92564RAH84 / VICI PROPERTIES LP/VICI NOTE CO | 0.40 | 0.00 | 0.0010 | 0.0000 | |||||
| US3138M7CD50 / FNMA 30YR 3.5% 10/01/2042#AP3667 | 0.40 | -2.46 | 0.0010 | -0.0000 | |||||
| ELMWOOD CLO III LTD ERR TSFR3M+595 07/18/2037 144A / ABS-CBDO (US29002JAL98) | 0.40 | -2.70 | 0.0010 | -0.0000 | |||||
| US55284DAG79 / MF1 2021-W10X SER 2021-W10 CL B V/R REGD 144A P/P 1.42287700 | 0.40 | 0.25 | 0.0010 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.40 | -7.04 | 0.0010 | -0.0001 | |||||
| US98877DAD75 / ZF North America Capital Inc | 0.40 | -1.98 | 0.0010 | -0.0000 | |||||
| US3140LGBJ00 / FNMA, Other | 0.40 | 0.00 | 0.0010 | -0.0000 | |||||
| US36179SWW33 / Ginnie Mae II Pool | 0.40 | -4.35 | 0.0010 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.40 | 0.0010 | 0.0010 | ||||||
| US36179SYT85 / Ginnie Mae II Pool | 0.40 | -5.28 | 0.0010 | -0.0001 | |||||
| MCR 2024-HTL MORTGAGE TRUST TSFR1M+240.75 02/15/2037 144A / ABS-MBS (US55286PAC77) | 0.40 | -0.75 | 0.0010 | -0.0000 | |||||
| US914886AC07 / University of Southern California GO | 0.40 | -7.93 | 0.0009 | -0.0001 | |||||
| US22003BAP13 / CORPORATE OFFICE PPTYS LP 2.9% 12/01/2033 | 0.40 | -0.75 | 0.0009 | -0.0000 | |||||
| US3140L4HK81 / Fannie Mae Pool | 0.40 | -5.50 | 0.0009 | -0.0001 | |||||
| US02209SAV51 / Altria Group Inc | 0.39 | -3.90 | 0.0009 | -0.0000 | |||||
| US632525AU59 / National Australia Bank Ltd | 0.39 | 0.77 | 0.0009 | 0.0000 | |||||
| US031162CF59 / Amgen Inc | 0.39 | -5.06 | 0.0009 | -0.0001 | |||||
| US19416MAB54 / Colgate Energy Partners III LLC | 0.39 | -1.01 | 0.0009 | -0.0000 | |||||
| US544445UD92 / LA CA AIRPT 2.063% 5/15/2034 | 0.39 | -1.75 | 0.0009 | -0.0000 | |||||
| DE0001135432 / Bundesrepublik Deutschland Bundesanleihe | 0.39 | -85.74 | 0.0009 | -0.0057 | |||||
| KMIC34 / Kinder Morgan, Inc. - Depositary Receipt (Common Stock) | 0.39 | 0.0009 | 0.0009 | ||||||
| US3138A3TZ05 / FNMA 4.00% 1/41 #AH2367 | 0.39 | -2.72 | 0.0009 | -0.0000 | |||||
| PRPM 2024-NQM1 6.265% 12/25/2068 144A / ABS-CBDO (US693977AA82) | 0.39 | -7.11 | 0.0009 | -0.0001 | |||||
| US78410GAD60 / SBA Communications Corp | 0.39 | 0.77 | 0.0009 | 0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.39 | -4.40 | 0.0009 | -0.0000 | |||||
| US361841AP42 / GLP Capital LP / GLP Financing II Inc | 0.39 | -0.51 | 0.0009 | -0.0000 | |||||
| US50247VAB53 / LYB International Finance BV | 0.39 | -6.47 | 0.0009 | -0.0001 | |||||
| US3136BPHK08 / Fannie Mae-Aces | 0.39 | -0.51 | 0.0009 | -0.0000 | |||||
| US693475AZ80 / PNC FINANCIAL SERVICES | 0.39 | 1.04 | 0.0009 | 0.0000 | |||||
| OBX 2024-HYB2 TRUST VAR 04/25/2053 144A / ABS-CBDO (US67118RAA68) | 0.39 | -4.66 | 0.0009 | -0.0000 | |||||
| XS2286012849 / Logicor Financing Sarl | 0.39 | 9.27 | 0.0009 | 0.0001 | |||||
| US3132DMX756 / Federal Home Loan Mortgage Corp. | 0.39 | -4.42 | 0.0009 | -0.0000 | |||||
| US172967NG21 / Citigroup Inc | 0.39 | 0.26 | 0.0009 | 0.0000 | |||||
| US36178DZE48 / Ginnie Mae II Pool | 0.39 | -1.77 | 0.0009 | -0.0000 | |||||
| US02209SAM52 / Altria Group Inc 4.25% 08/09/2042 | 0.39 | -37.72 | 0.0009 | -0.0006 | |||||
| US3133ANTU81 / Freddie Mac Pool | 0.39 | -3.24 | 0.0009 | -0.0000 | |||||
| US3140J9VB42 / Fannie Mae Pool | 0.39 | -5.37 | 0.0009 | -0.0001 | |||||
| 94YZ / Egypt Government International Bond | 0.39 | -3.24 | 0.0009 | -0.0000 | |||||
| US575718AA93 / Massachusetts Institute of Technology | 0.39 | -8.29 | 0.0009 | -0.0001 | |||||
| XS2300185613 / Galaxy Pipeline Assets Bidco Ltd | 0.39 | -4.68 | 0.0009 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.39 | -2.52 | 0.0009 | -0.0000 | |||||
| BX COML MTG TR 2023-XL3 C TSFR1M+283.988 12/09/2040 144A / ABS-MBS (US12434GAE52) | 0.39 | 0.00 | 0.0009 | 0.0000 | |||||
| CMS.PRB / Consumers Energy Company - Preferred Stock | 0.39 | 0.0009 | 0.0009 | ||||||
| US26442EAH36 / Duke Energy Ohio Inc | 0.39 | 0.0009 | 0.0009 | ||||||
| CHARTER COMMUNICATIONS TERM B5 1LN 12/15/2031 / LON (US16117LCE74) | 0.39 | 0.0009 | 0.0009 | ||||||
| US61747YEK73 / Morgan Stanley | 0.39 | 0.52 | 0.0009 | 0.0000 | |||||
| DGZ / DB Gold Short ETN | 0.39 | 0.26 | 0.0009 | 0.0000 | |||||
| BSTN COMMERCIAL MORTGAGE TRUST 2025-1C A VAR 06/15/2044 144A / ABS-MBS (US05615EAA38) | 0.39 | 0.0009 | 0.0009 | ||||||
| BX 2024 VLT4 F TSFR1M+393.788 07/15/2029 144A / ABS-MBS (US05612TAL98) | 0.39 | 0.00 | 0.0009 | 0.0000 | |||||
| US544445UE75 / LA CA AIRPT 2.163% 5/15/2035 | 0.39 | -2.28 | 0.0009 | -0.0000 | |||||
| US857691AG41 / STATION CASINOS LLC SR UNSECURED 144A 02/28 4.5 | 0.39 | 0.52 | 0.0009 | 0.0000 | |||||
| US826944AD28 / SIERRA TIMESHARE 2023-3 RECEIVABLES FUNDING LLC 9.44% 09/20/2040 144A | 0.38 | -13.71 | 0.0009 | -0.0001 | |||||
| US345397ZR75 / Ford Motor Credit Co., LLC | 0.38 | -1.03 | 0.0009 | -0.0000 | |||||
| EFMT 2025-INV1 A1 VAR 03/25/2070 144A / ABS-CBDO (US26846XAA81) | 0.38 | -3.27 | 0.0009 | -0.0000 | |||||
| US03882KAJ16 / AMMST 2021-MF3 | 0.38 | 0.00 | 0.0009 | 0.0000 | |||||
| US785592AV86 / Sabine Pass Liquefaction LLC | 0.38 | -29.80 | 0.0009 | -0.0004 | |||||
| US3132DNFP33 / FHLG 30YR 3.5% 07/01/2052#SD1074 | 0.38 | -4.73 | 0.0009 | -0.0000 | |||||
| US96950FAK03 / Williams Cos. Inc. | 0.38 | -4.49 | 0.0009 | -0.0000 | |||||
| US682691AA80 / OneMain Finance Corp | 0.38 | 0.00 | 0.0009 | 0.0000 | |||||
| US30297MAS98 / FREMF 2018-K733 Mortgage Trust | 0.38 | 0.26 | 0.0009 | 0.0000 | |||||
| US3140HUZT65 / FNMA, Other | 0.38 | -0.78 | 0.0009 | -0.0000 | |||||
| US92840VAF94 / Vistra Operations Co LLC | 0.38 | 0.79 | 0.0009 | 0.0000 | |||||
| M1GM34 / MGM Resorts International - Depositary Receipt (Common Stock) | 0.38 | -0.26 | 0.0009 | -0.0000 | |||||
| US35708RAQ48 / FREMF 2017-KL1P Mortgage Trust | 0.38 | 0.79 | 0.0009 | 0.0000 | |||||
| US06051GKD06 / Bank of America Corp | 0.38 | 0.26 | 0.0009 | 0.0000 | |||||
| US312942G901 / FHLM 30YR 4.0% 09/01/2040#A93824 | 0.38 | -4.75 | 0.0009 | -0.0000 | |||||
| P1FG34 / Principal Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.38 | 0.0009 | 0.0009 | ||||||
| ANGEL OAK MORTGAGE TRUST 2024-4 6.197% 01/25/2069 144A / ABS-CBDO (US034943AA80) | 0.38 | -6.86 | 0.0009 | -0.0001 | |||||
| XS1713463559 / ENEL SOCIETA PER AZIONI 3.375%/VAR 11/24/2081 REGS | 0.38 | 9.51 | 0.0009 | 0.0001 | |||||
| US3140MP5Y39 / FNMA 15YR 3% 05/01/2037#BV9862 | 0.38 | -6.86 | 0.0009 | -0.0001 | |||||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 0.38 | -0.26 | 0.0009 | -0.0000 | |||||
| BAIN CAPITAL CREDIT CLO, LIMIT A1 TSFR3M+152 07/15/2037 144A / ABS-CBDO (US056921AA71) | 0.38 | -0.78 | 0.0009 | -0.0000 | |||||
| JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product | 0.38 | 0.53 | 0.0009 | 0.0000 | |||||
| US3132XUAD70 / FHLG 30YR 3.5% 11/01/2047#Q51803 | 0.38 | -2.82 | 0.0009 | -0.0000 | |||||
| US36202FQ666 / Ginnie Mae II Pool | 0.38 | -3.32 | 0.0009 | -0.0000 | |||||
| US3140EY3V17 / FNMA 15YR 3.5% 03/01/2031#BC4411 | 0.38 | -7.13 | 0.0009 | -0.0001 | |||||
| US69351UAM53 / PPL Electric Utilities Corp. | 0.38 | -2.83 | 0.0009 | -0.0000 | |||||
| US3140XC5A24 / FNMA 15YR UMBS SUPER | 0.38 | -6.90 | 0.0009 | -0.0001 | |||||
| CLOVER CLO 2021-1 LLC AR TSFR3M+95 04/22/2034 144A / ABS-CBDO (US18914KAA07) | 0.38 | -0.53 | 0.0009 | -0.0000 | |||||
| US3617YWBP43 / GNMA II | 0.38 | 2.17 | 0.0009 | 0.0000 | |||||
| US718172AM11 / Philip Morris Intl Inc 4.375% 11/15/41 | 0.38 | -3.09 | 0.0009 | -0.0000 | |||||
| US62886EAY41 / NCR CORPORATION NEW 5% 10/01/2028 144A | 0.38 | 1.62 | 0.0009 | 0.0000 | |||||
| US3132WGNE32 / FHLG 30YR 3.5% 07/01/2046#Q43088 | 0.38 | -4.58 | 0.0009 | -0.0000 | |||||
| US30259RAP01 / FMC GMSR Issuer Trust, Series 2022-GT2, Class A | 0.38 | -0.79 | 0.0009 | -0.0000 | |||||
| US03969AAR14 / Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc | 0.38 | -10.93 | 0.0009 | -0.0001 | |||||
| US149791AP09 / Cayuga Park CLO Ltd | 0.38 | 0.00 | 0.0009 | -0.0000 | |||||
| US3132CWQ496 / FHLG 15YR 3% 01/01/2036#SB0475 | 0.38 | -4.82 | 0.0009 | -0.0000 | |||||
| US36179TSJ50 / Ginnie Mae II Pool | 0.37 | -4.10 | 0.0009 | -0.0000 | |||||
| US31417C3W39 / FNMA 30YR 3% 09/01/2042#AB6212 | 0.37 | -3.61 | 0.0009 | -0.0000 | |||||
| US3140HYAC28 / FNMA, Other | 0.37 | 0.00 | 0.0009 | -0.0000 | |||||
| US053773BC09 / Avis Budget Car Rental LLC / Avis Budget Finance Inc | 0.37 | 0.54 | 0.0009 | 0.0000 | |||||
| US3140F3BS66 / FNMA 30YR 3.5% 09/01/2046#BC7248 | 0.37 | -3.12 | 0.0009 | -0.0000 | |||||
| US698299BB98 / Panama Government International Bond | 0.37 | -3.12 | 0.0009 | -0.0000 | |||||
| US3140QSLY59 / FNMA 30YR 5.5% 06/01/2053#CB6642 | 0.37 | -4.60 | 0.0009 | -0.0000 | |||||
| US09659W2M50 / BNP Paribas SA | 0.37 | 0.54 | 0.0009 | 0.0000 | |||||
| LYRA MUSIC ASSETS DELAWARE LP 24-2A A2 5.76% 12/22/2064 144A / ABS-CBDO (US552339AA18) | 0.37 | -2.36 | 0.0009 | -0.0000 | |||||
| XS1140961563 / JOHN LEWIS PLC SR UNSECURED REGS 12/34 4.25 | 0.37 | 218.80 | 0.0009 | 0.0006 | |||||
| US31417GA303 / FNMA 3 4/43 #AB9025 | 0.37 | -2.36 | 0.0009 | -0.0000 | |||||
| US048303CJ83 / Atlantic City Electric Co | 0.37 | 0.81 | 0.0009 | 0.0000 | |||||
| US75049XAB82 / Radnor RE 2022-1 Ltd | 0.37 | -3.63 | 0.0009 | -0.0000 | |||||
| US78409VBK98 / S&P Global, Inc. | 0.37 | 1.09 | 0.0009 | 0.0000 | |||||
| US126650DM98 / CVS Health Corp | 0.37 | 1.09 | 0.0009 | 0.0000 | |||||
| FLUTTER TREASURY DESIGNATED ACTIVITY CO 5.875% 06/04/2031 144A / DBT (US344045AB55) | 0.37 | 0.0009 | 0.0009 | ||||||
| US89055FAC77 / TopBuild Corp. | 0.37 | 0.27 | 0.0009 | 0.0000 | |||||
| US3140H9DR16 / UMBS, 30 Year | 0.37 | -5.36 | 0.0009 | -0.0000 | |||||
| US70932MAD92 / PennyMac Financial Services Inc | 0.37 | 0.0009 | 0.0009 | ||||||
| CITI SWAP REC 4.03 04/25/30 / DIR (N/A) | 0.37 | 0.0009 | 0.0009 | ||||||
| US3138WJMK10 / Fannie Mae Pool | 0.37 | -3.39 | 0.0009 | -0.0000 | |||||
| US40435WAB63 / HTA Group Ltd/Mauritius | 0.37 | -9.51 | 0.0009 | -0.0001 | |||||
| US3140XGDV81 / Fannie Mae Pool | 0.37 | -3.90 | 0.0009 | -0.0000 | |||||
| BX COML MTG TR 2024-XL4 D TSFR1M+353.903 02/15/2039 144A / ABS-MBS (US05611VAG68) | 0.37 | -2.37 | 0.0009 | -0.0000 | |||||
| US3140F96S94 / FNMA 30YR 4.5% 06/01/2046#BD2680 | 0.37 | -2.89 | 0.0009 | -0.0000 | |||||
| SOLV / Solventum Corporation | 0.37 | 0.0009 | 0.0009 | ||||||
| US90932JAA07 / United Airlines 2019-2 Class AA Pass Through Trust | 0.37 | -4.39 | 0.0009 | -0.0000 | |||||
| US74166MAF32 / Prime Security Services Borrower LLC / Prime Finance Inc | 0.37 | 1.10 | 0.0009 | 0.0000 | |||||
| US91087BAT70 / Mexico Government International Bond | 0.37 | 0.27 | 0.0009 | 0.0000 | |||||
| US42704LAA26 / Herc Holdings, Inc. | 0.37 | 0.00 | 0.0009 | -0.0000 | |||||
| US3137FPJ554 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.37 | -6.11 | 0.0009 | -0.0001 | |||||
| US46115HBS58 / Intesa Sanpaolo SpA | 0.37 | -4.91 | 0.0009 | -0.0000 | |||||
| US31334YGE14 / UMBS, 30 Year | 0.37 | -4.17 | 0.0009 | -0.0000 | |||||
| US3138YKK933 / FNMA 30YR 4.5% 03/01/2045#AY5719 | 0.37 | -16.93 | 0.0009 | -0.0002 | |||||
| I1RM34 / Iron Mountain Incorporated - Depositary Receipt (Common Stock) | 0.37 | 0.27 | 0.0009 | 0.0000 | |||||
| US20030NCJ81 / Comcast Corp. | 0.37 | -2.39 | 0.0009 | -0.0000 | |||||
| US534187BJ76 / Lincoln National Corp. | 0.37 | -18.40 | 0.0009 | -0.0002 | |||||
| US00179WAG96 / AMSR Trust, Series 2022-SFR1 | 0.37 | -0.81 | 0.0009 | -0.0000 | |||||
| US00179VAG14 / AMSR Trust | 0.37 | 0.82 | 0.0009 | 0.0000 | |||||
| US3140X5H480 / Fannie Mae | 0.37 | -3.42 | 0.0009 | -0.0000 | |||||
| US92873EAA82 / VOLT_21-NP10 | 0.37 | -35.95 | 0.0009 | -0.0005 | |||||
| US95001XBF24 / Wells Fargo Commercial Mortgage Trust 2019-C50 | 0.37 | -6.63 | 0.0009 | -0.0001 | |||||
| US3128MJW977 / Freddie Mac Gold Pool | 0.37 | -4.20 | 0.0009 | -0.0000 | |||||
| US3140F5DA88 / Fannie Mae Pool | 0.36 | -4.21 | 0.0009 | -0.0000 | |||||
| RAIZEN FUELS FINANCE SA 5.7% 01/17/2035 144A / DBT (US75102XAD84) | 0.36 | -2.15 | 0.0009 | -0.0000 | |||||
| US3138LHPB47 / FNMA, Other | 0.36 | -0.55 | 0.0009 | -0.0000 | |||||
| US31402RJV24 / Fannie Mae Pool | 0.36 | -5.21 | 0.0009 | -0.0000 | |||||
| US912810RT79 / United States Treas Bds Bond | 0.36 | -6.19 | 0.0009 | -0.0001 | |||||
| US595620AY17 / MidAmerican Energy Co | 0.36 | -26.17 | 0.0009 | -0.0003 | |||||
| US126307AS68 / CSC Holdings LLC | 0.36 | 6.14 | 0.0009 | 0.0001 | |||||
| US573284AV89 / Martin Marietta Materials Inc | 0.36 | 1.11 | 0.0009 | 0.0000 | |||||
| US022249AU09 / Aluminum Co Of America 6.75% Notes 1/15/28 | 0.36 | -0.27 | 0.0009 | -0.0000 | |||||
| US3138Y8GU83 / FNMA 30YR 4.5% 11/01/2044#AX6510 | 0.36 | -3.71 | 0.0009 | -0.0000 | |||||
| US3128MJY536 / Freddie Mac Gold Pool | 0.36 | -3.71 | 0.0009 | -0.0000 | |||||
| US26442CAS35 / Duke Energy Carolinas LLC | 0.36 | 0.55 | 0.0009 | 0.0000 | |||||
| LCH OIS SOFRV3.25% MAC 06/18/27 / DIR (N/A) | 0.36 | 0.0009 | 0.0009 | ||||||
| US00908PAA57 / Air Canada 2017-1 Class AA Pass Through Trust | 0.36 | -0.82 | 0.0009 | -0.0000 | |||||
| US3140LGA281 / FNMA, Other | 0.36 | 0.56 | 0.0009 | 0.0000 | |||||
| US93934FHC95 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 AR1 A1A | 0.36 | -3.72 | 0.0009 | -0.0000 | |||||
| US131347CK09 / Calpine Corp. Bond | 0.36 | 0.0009 | 0.0009 | ||||||
| US404280DG12 / HSBC Holdings PLC | 0.36 | 0.00 | 0.0009 | 0.0000 | |||||
| US12527GAD51 / CF Industries Inc | 0.36 | -4.75 | 0.0009 | -0.0000 | |||||
| ROCC 2024-CNTR E 8.81906% 11/13/2041 144A / ABS-MBS (US74970WAJ99) | 0.36 | -23.68 | 0.0009 | -0.0003 | |||||
| OCTAGON INVESTMENT PARTNERS 39 LTD BR TSFR3M+180 10/20/2030 144A / ABS-CBDO (US67592CAN65) | 0.36 | -0.28 | 0.0009 | -0.0000 | |||||
| US31398SE823 / FNR 2010-135 ZA 4.5% 12/40 | 0.36 | 0.56 | 0.0009 | 0.0000 | |||||
| US753272AA11 / Rand Parent LLC | 0.36 | 63.18 | 0.0009 | 0.0003 | |||||
| US3140XFHM63 / FANNIE MAE POOL FN FS0235 | 0.36 | -3.75 | 0.0009 | -0.0000 | |||||
| US3140QBR426 / Fannie Mae Pool | 0.36 | -4.77 | 0.0009 | -0.0000 | |||||
| US3140QFNP04 / Federal National Mortgage Association | 0.36 | -5.03 | 0.0009 | -0.0000 | |||||
| US988498AN16 / Yum! Brands, Inc. | 0.36 | 0.56 | 0.0009 | 0.0000 | |||||
| US31418CDH43 / Fannie Mae Pool | 0.36 | -5.54 | 0.0009 | -0.0000 | |||||
| US882926AA67 / TEXAS INSTRUMENTS INC | 0.36 | -5.54 | 0.0009 | -0.0000 | |||||
| US23311VAH06 / DCP Midstream Operating LP | 0.36 | 0.28 | 0.0009 | 0.0000 | |||||
| US3140LHD986 / FNMA, Other | 0.36 | -1.10 | 0.0009 | -0.0000 | |||||
| US3133BQXF80 / FHLMC UMBS, 30 Year | 0.36 | -2.46 | 0.0009 | -0.0000 | |||||
| US36202FSE78 / Ginnie Mae II Pool | 0.36 | -2.99 | 0.0009 | -0.0000 | |||||
| US3137BE3R33 / FEDERAL HOME LN MTG CORP 4.5% 11/15/2040 | 0.36 | -3.25 | 0.0009 | -0.0000 | |||||
| US36179UCB61 / Ginnie Mae II Pool | 0.36 | -5.57 | 0.0009 | -0.0000 | |||||
| US29261AAB61 / ENCOMPASS HEALTH CORP COMPANY GUAR 02/30 4.75 | 0.36 | 0.56 | 0.0009 | 0.0000 | |||||
| OBX 2025-NQM3 A1 TR VAR 12/01/2064 144A / ABS-CBDO (US67448YAC84) | 0.36 | -3.52 | 0.0009 | -0.0000 | |||||
| US040104MY49 / Argent Mortgage Loan Trust 2005-W1 | 0.36 | -1.11 | 0.0009 | -0.0000 | |||||
| US341081FU66 / Florida Power & Light Co. | 0.36 | -5.57 | 0.0009 | -0.0000 | |||||
| US58013MFK53 / McDonald's Corp | 0.36 | 0.0009 | 0.0009 | ||||||
| US163851AF58 / Chemours Co/The | 0.36 | -5.57 | 0.0009 | -0.0001 | |||||
| US3137H7ZB24 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.36 | 0.00 | 0.0009 | -0.0000 | |||||
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A / DBT (US58506DAA63) | 0.36 | 0.28 | 0.0009 | 0.0000 | |||||
| PKN / Orlen S.A. | 0.36 | -0.84 | 0.0009 | -0.0000 | |||||
| US36178DQZ77 / GNMA II 3.0% 12/20/2042#AA5872 | 0.36 | -2.47 | 0.0009 | -0.0000 | |||||
| US92564RAE53 / VICI PROPERTIES / NOTE 4.125% 08/15/2030 144A | 0.36 | -51.63 | 0.0009 | -0.0009 | |||||
| ACCENTURE CAPITAL INC 4.5% 10/04/2034 / DBT (US00440KAD54) | 0.36 | -0.84 | 0.0009 | -0.0000 | |||||
| GOVERNMENT NAT MTG ASSN HECM KF TSFR12M+96.513 11/20/2066 / ABS-CBDO (US38376RG340) | 0.36 | -11.91 | 0.0009 | -0.0001 | |||||
| PENSKE TRUCK LEASING CO LP /CORP 5.25% 07/01/2029 144A / DBT (US709599CA09) | 0.35 | 0.00 | 0.0009 | -0.0000 | |||||
| US031162DC10 / Amgen Inc | 0.35 | -90.07 | 0.0009 | -0.0064 | |||||
| US3138WHRP95 / Fannie Mae Pool | 0.35 | -4.07 | 0.0009 | -0.0000 | |||||
| US44891ABW62 / Hyundai Capital America | 0.35 | 0.57 | 0.0009 | 0.0000 | |||||
| US89239MAC10 / Toyota Lease Owner Trust, Series 2023-A, Class A3 | 0.35 | -77.92 | 0.0009 | -0.0030 | |||||
| US3138EQDM12 / FNMA 30YR 5.0% 11/01/2044#AL7307 | 0.35 | -4.84 | 0.0009 | -0.0000 | |||||
| US10554TAD72 / Braskem Netherlands Finance BV | 0.35 | -3.28 | 0.0009 | -0.0000 | |||||
| US50203JAL26 / LFT CRE Ltd., Series 2021-FL1, Class E | 0.35 | -0.28 | 0.0009 | -0.0000 | |||||
| US36179QJT94 / Ginnie Mae II Pool | 0.35 | -3.29 | 0.0008 | -0.0000 | |||||
| US698299BN37 / Panama Government International Bond | 0.35 | 0.86 | 0.0008 | 0.0000 | |||||
| US06051GHV41 / Bank of America Corp | 0.35 | 0.0008 | 0.0008 | ||||||
| NLT 2025-INV1 TR CSTR 02/25/2070 / ABS-CBDO (US62916TAE91) | 0.35 | 0.0008 | 0.0008 | ||||||
| SCE.PRK / SCE Trust V - Preferred Security | 0.35 | 98.31 | 0.0008 | 0.0004 | |||||
| US001807AG13 / AMSR Trust, Series 2020-SFR3, Class F | 0.35 | 0.57 | 0.0008 | 0.0000 | |||||
| US92332YAC57 / Venture Global LNG Inc | 0.35 | -3.30 | 0.0008 | -0.0000 | |||||
| US3140N4DC81 / FNMA UMBS, 30 Year | 0.35 | -5.38 | 0.0008 | -0.0000 | |||||
| C1DN34 / Cadence Design Systems, Inc. - Depositary Receipt (Common Stock) | 0.35 | 0.57 | 0.0008 | 0.0000 | |||||
| US3140XMAR74 / FNMA 30YR 3% 12/01/2047#FS5415 | 0.35 | -3.83 | 0.0008 | -0.0000 | |||||
| CLF / Cleveland-Cliffs Inc. | 0.35 | -14.36 | 0.0008 | -0.0001 | |||||
| US007589AC83 / Advocate Health & Hospitals Corp | 0.35 | -6.90 | 0.0008 | -0.0001 | |||||
| COLLEGE AVE STUDENT LOANS TRUST 2024-A SOFR30A+175 06/25/2054 144A / ABS-CBDO (US19424RAB42) | 0.35 | -4.62 | 0.0008 | -0.0000 | |||||
| FIEMEX ENERGIA 7.25% 01/31/2041 144A / DBT (US05974EAA82) | 0.35 | -1.40 | 0.0008 | -0.0000 | |||||
| US3132QP5H38 / Freddie Mac Gold Pool | 0.35 | -3.57 | 0.0008 | -0.0000 | |||||
| CLOVER CLO 2018-1 LLC A1RR TSFR3M+153 04/20/2037 144A / ABS-CBDO (US18914GAC50) | 0.35 | -0.28 | 0.0008 | -0.0000 | |||||
| US3140KYF822 / Fannie Mae Pool | 0.35 | -3.31 | 0.0008 | -0.0000 | |||||
| US06541RAZ64 / BANK 2019-BNK23 | 0.35 | -5.15 | 0.0008 | -0.0000 | |||||
| US674599EC50 / OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028 | 0.35 | -0.85 | 0.0008 | -0.0000 | |||||
| TRIMARAN CAVU 2024-1 LTD A TSFR3M+138 01/25/2038 144A / ABS-CBDO (US895971AA71) | 0.35 | 0.00 | 0.0008 | -0.0000 | |||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 0.35 | -0.28 | 0.0008 | -0.0000 | |||||
| GPOR / Gulfport Energy Corporation | 0.35 | -0.85 | 0.0008 | -0.0000 | |||||
| US46284VAG68 / Iron Mountain Inc | 0.35 | 0.58 | 0.0008 | 0.0000 | |||||
| US44267DAF42 / HOWARD HUGHES CORP 4.375% 02/01/2031 144A | 0.35 | 1.75 | 0.0008 | 0.0000 | |||||
| US43730XAF15 / Home Partners of America Trust, Series 2021-3, Class E2 | 0.35 | -0.29 | 0.0008 | -0.0000 | |||||
| US296006AA71 / ERO Copper Corp | 0.35 | -3.32 | 0.0008 | -0.0000 | |||||
| US3138A7FX17 / FNMA 4.50% 2/41 #AH5581 | 0.35 | -2.51 | 0.0008 | -0.0000 | |||||
| US698299BT07 / PANAMA (REPUBLIC OF) | 0.35 | -0.29 | 0.0008 | -0.0000 | |||||
| US615394AM52 / Moog Inc | 0.35 | 0.58 | 0.0008 | 0.0000 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.35 | 0.0008 | 0.0008 | ||||||
| US01741RAH57 / Allegheny Technologies Inc | 0.35 | 0.00 | 0.0008 | 0.0000 | |||||
| HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A / DBT (US432833AP66) | 0.35 | 0.29 | 0.0008 | 0.0000 | |||||
| US172967NA50 / Citigroup Inc | 0.35 | 0.87 | 0.0008 | 0.0000 | |||||
| US35906ABE73 / Frontier Communications Corp | 0.35 | 0.29 | 0.0008 | 0.0000 | |||||
| US87901JAH86 / TEGNA Inc | 0.35 | 0.58 | 0.0008 | 0.0000 | |||||
| XS2629470761 / BOSCH (ROBERT) GMBH 4.375% 06/02/2043 REGS | 0.35 | 6.44 | 0.0008 | 0.0001 | |||||
| ST / Sensata Technologies Holding plc | 0.35 | 0.87 | 0.0008 | 0.0000 | |||||
| US037833EF38 / Apple Inc | 0.35 | 9.81 | 0.0008 | 0.0001 | |||||
| US3133L8W437 / Freddie Mac Pool | 0.35 | -3.08 | 0.0008 | -0.0000 | |||||
| US3617YCTV64 / GNMA II, 30 Year | 0.35 | -5.21 | 0.0008 | -0.0000 | |||||
| US3138YS3T15 / FNMA 30YR 4.5% 06/01/2045#AZ1709 | 0.35 | -2.81 | 0.0008 | -0.0000 | |||||
| US058498AX40 / Ball Corp | 0.35 | 0.87 | 0.0008 | 0.0000 | |||||
| US3140QPZK60 / FNMA 30YR 4.5% 08/01/2052#CB4345 | 0.35 | -3.62 | 0.0008 | -0.0000 | |||||
| US81728XAA63 / Sentara Healthcare | 0.35 | -8.47 | 0.0008 | -0.0001 | |||||
| USP75744AF25 / Paraguay Government International Bond | 0.35 | -3.62 | 0.0008 | -0.0000 | |||||
| DUKB34 / Duke Energy Corporation - Depositary Receipt (Common Stock) | 0.35 | 8.83 | 0.0008 | 0.0001 | |||||
| CRC / California Resources Corporation | 0.35 | -2.54 | 0.0008 | -0.0000 | |||||
| US08163MAE75 / Benchmark 2021-B31 Mortgage Trust | 0.35 | -0.29 | 0.0008 | -0.0000 | |||||
| 1345 TR 2025-AOA E TSFR1M+450 06/15/2030 144A / ABS-MBS (US68271CAJ18) | 0.35 | 0.0008 | 0.0008 | ||||||
| US43118DAA81 / Hightower Holding LLC | 0.35 | 1.47 | 0.0008 | 0.0000 | |||||
| STAB / Standard Chartered PLC - Preferred Security | 0.35 | -0.29 | 0.0008 | -0.0000 | |||||
| BSTN COMMERCIAL MORTGAGE TRUST 2025-1C VAR 06/15/2044 144A / ABS-MBS (US05615EAE59) | 0.34 | 0.0008 | 0.0008 | ||||||
| US3138WGAE49 / FNMA 30YR 4% 12/01/2045#AS6304 | 0.34 | -3.37 | 0.0008 | -0.0000 | |||||
| US126307BA42 / CSC Holdings, LLC | 0.34 | 212.73 | 0.0008 | 0.0006 | |||||
| US3138WC2Q58 / FNMA 30YR 4% 10/01/2039#AS3482 | 0.34 | -2.82 | 0.0008 | -0.0000 | |||||
| XS1577950311 / Jordan Government International Bond | 0.34 | -3.37 | 0.0008 | -0.0000 | |||||
| OTEX / Open Text Corporation | 0.34 | 1.18 | 0.0008 | 0.0000 | |||||
| US749571AJ42 / RHP Hotel Properties LP / RHP Finance Corp | 0.34 | -0.58 | 0.0008 | -0.0000 | |||||
| US3138E2K793 / Fannie Mae Pool | 0.34 | -7.28 | 0.0008 | -0.0001 | |||||
| US3133AVBM73 / Freddie Mac Pool | 0.34 | -3.38 | 0.0008 | -0.0000 | |||||
| US812127AA61 / Sealed Air Corp. | 0.34 | 0.00 | 0.0008 | 0.0000 | |||||
| HUDSON RIVER TRADING TERM B 1LN 03/18/2030 / LON (US44413EAJ73) | 0.34 | 0.00 | 0.0008 | 0.0000 | |||||
| US81211KBA79 / Sealed Air Corp | 0.34 | 0.59 | 0.0008 | 0.0000 | |||||
| CEBB / Nationwide Building Society - Preferred Security | 0.34 | 0.0008 | 0.0008 | ||||||
| US12545AAM62 / CHL Mortgage Pass-Through Trust 2007-8 | 0.34 | -2.28 | 0.0008 | -0.0000 | |||||
| XS2259808702 / National Express Group PLC | 0.34 | -11.60 | 0.0008 | -0.0001 | |||||
| US13063A5G50 / CALIFORNIA ST | 0.34 | -1.72 | 0.0008 | -0.0000 | |||||
| US02406PBA75 / American Axle & Manufacturing Inc | 0.34 | 0.00 | 0.0008 | -0.0000 | |||||
| THE BAHA TRUST 24-MAR B VAR 12/10/2029 144A / ABS-MBS (US05493XAE04) | 0.34 | -3.12 | 0.0008 | -0.0000 | |||||
| US34355JAB44 / Flowserve Corp | 0.34 | -2.29 | 0.0008 | -0.0000 | |||||
| US379928AG90 / GLS Auto Receivables Issuer Trust, Series 2023-2A, Class C | 0.34 | -0.58 | 0.0008 | -0.0000 | |||||
| XS2685873908 / HSBC Holdings plc | 0.34 | 5.88 | 0.0008 | 0.0000 | |||||
| US3132D9DY70 / FHLG 20YR 2.5% 01/01/2041#SC0119 | 0.34 | -3.12 | 0.0008 | -0.0000 | |||||
| PROTECTIVE LIFE GLOBAL FUNDING 5.467% 12/08/2028 144A / DBT (US74368CBV54) | 0.34 | 0.00 | 0.0008 | 0.0000 | |||||
| US3132J72F85 / FHLG 30YR 3.0% 03/01/2043#Q16673 | 0.34 | -4.20 | 0.0008 | -0.0000 | |||||
| US882722KF74 / TEXAS ST | 0.34 | -2.56 | 0.0008 | -0.0000 | |||||
| US89153VAU35 / Total Capital International SA | 0.34 | -5.80 | 0.0008 | -0.0000 | |||||
| US00038RAB24 / Aaset 2019-2 Trust | 0.34 | -57.69 | 0.0008 | -0.0011 | |||||
| US65342QAM42 / NEXTERA ENERGY OPERATING REGD 144A P/P 7.25000000 | 0.34 | 1.19 | 0.0008 | 0.0000 | |||||
| US3132J2SA26 / FHLG 20YR 3.5% 05/01/2033#K90513 | 0.34 | -3.94 | 0.0008 | -0.0000 | |||||
| US30300HAG11 / FREMF Mortgage Trust, Series 2017-K63, Class B | 0.34 | 0.00 | 0.0008 | 0.0000 | |||||
| US202795JG61 / COMMONWEALTH EDISON CO 1ST MORTGAGE 11/45 4.35 | 0.34 | -3.94 | 0.0008 | -0.0000 | |||||
| US3137H7ZC07 / FHLMC, Multi-Family Structured Pass-Through Certificates, Series K146, Class AM | 0.34 | 0.00 | 0.0008 | -0.0000 | |||||
| US3132D9EH39 / FHLG 20YR 2% 03/01/2041#SC0136 | 0.34 | -3.12 | 0.0008 | -0.0000 | |||||
| CARLYLE US CLO 2017-3 LTD A1R2 TSFR3M+140 10/21/2037 144A / ABS-CBDO (US14314FAY43) | 0.34 | -0.58 | 0.0008 | -0.0000 | |||||
| US513272AC82 / Lamb Weston Holdings Inc | 0.34 | 0.89 | 0.0008 | 0.0000 | |||||
| US761143AB28 / Residential Asset Securitization Trust 2007-A9 | 0.34 | 3.34 | 0.0008 | 0.0000 | |||||
| US172967NF48 / Citigroup Inc | 0.34 | -4.23 | 0.0008 | -0.0000 | |||||
| US3137FXBN71 / FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040 | 0.34 | -3.68 | 0.0008 | -0.0000 | |||||
| US80307AAB52 / SAPPHIRE AVIATION FINANCE II LTD | 0.34 | -11.23 | 0.0008 | -0.0001 | |||||
| US3136AVYL74 / FNMA ACES, Series 2017-M3, Class A2 | 0.34 | 0.00 | 0.0008 | -0.0000 | |||||
| PG and E RECOVERY FUNDING LLC 5.231% 06/01/2042 / DBT (US71710TAH14) | 0.34 | -2.58 | 0.0008 | -0.0000 | |||||
| US458140BG44 / Intel Corp | 0.34 | -4.51 | 0.0008 | -0.0000 | |||||
| US3138LEX308 / FNMA, Other | 0.34 | -0.29 | 0.0008 | -0.0000 | |||||
| US87264ACT07 / T-Mobile USA Inc | 0.34 | -5.31 | 0.0008 | -0.0000 | |||||
| US552704AF51 / MEG Energy Corp | 0.34 | 0.89 | 0.0008 | 0.0000 | |||||
| US36179M2P47 / Ginnie Mae II Pool | 0.34 | -3.42 | 0.0008 | -0.0000 | |||||
| US600814AN71 / Millicom International Cellular SA | 0.34 | 1.19 | 0.0008 | 0.0000 | |||||
| CITI SWAP PAY 3.753 10/31/29 / DIR (N/A) | 0.34 | 0.0008 | 0.0008 | ||||||
| US31410LWY46 / UMBS, 30 Year | 0.34 | -5.06 | 0.0008 | -0.0000 | |||||
| XAC0787FAB85 / Bausch + Lomb Corp | 0.34 | 28.03 | 0.0008 | 0.0002 | |||||
| RAIN CITY MORTGAGE TRUST 2024-RTL1 6.53% 11/25/2029 144A / ABS-CBDO (US75079KAA16) | 0.34 | -0.29 | 0.0008 | -0.0000 | |||||
| FS LUXEMBOURG SARL 8.875% 02/12/2031 144A / DBT (US30315XAC83) | 0.34 | 0.0008 | 0.0008 | ||||||
| F1AN34 / Diamondback Energy, Inc. - Depositary Receipt (Common Stock) | 0.34 | 0.0008 | 0.0008 | ||||||
| US00115AAN90 / AEP Transmission Co LLC | 0.34 | 193.04 | 0.0008 | 0.0005 | |||||
| US3132DWAW38 / Freddie Mac Pool | 0.34 | -4.26 | 0.0008 | -0.0000 | |||||
| US896522AJ82 / Trinity Industries Inc | 0.34 | -0.59 | 0.0008 | -0.0000 | |||||
| VOYA CLO 2018-3 LTD A1R2 TSFR3M+120 10/15/2031 144A / ABS-CBDO (US92917KAQ76) | 0.34 | -0.30 | 0.0008 | -0.0000 | |||||
| US3138ENNE54 / Fannie Mae Pool | 0.34 | -3.72 | 0.0008 | -0.0000 | |||||
| US3137H5ZA84 / FEDERAL HOME LN MTG MLT CTF GT 3% 01/25/2049 | 0.34 | -3.17 | 0.0008 | -0.0000 | |||||
| US005095AA29 / Acushnet Co | 0.34 | -0.88 | 0.0008 | -0.0000 | |||||
| XS2254262285 / Travis Perkins PLC | 0.34 | -54.41 | 0.0008 | -0.0010 | |||||
| US458140CJ73 / Intel Corp | 0.34 | -4.55 | 0.0008 | -0.0000 | |||||
| VANTAGE DATA CENTERS GERMANY BORROWER LUX SARL 25-1X A2 4.292% 06/28/2050 REGS / ABS-CBDO (XS3039164580) | 0.34 | 0.0008 | 0.0008 | ||||||
| BSTN COMMERCIAL MORTGAGE TRUST 2025-1C D CSTR 06/15/2044 144A / ABS-MBS (US05615EAG08) | 0.34 | 0.0008 | 0.0008 | ||||||
| US79466LAK08 / salesforce.com Inc | 0.34 | 0.0008 | 0.0008 | ||||||
| US3140Q75R48 / Fannie Mae Pool | 0.34 | -3.74 | 0.0008 | -0.0000 | |||||
| US18064PAC32 / Clarivate Science Holdings Corp | 0.34 | 1.52 | 0.0008 | 0.0000 | |||||
| USP3143NBP89 / Corp. Nacional del Cobre de Chile | 0.33 | -0.89 | 0.0008 | -0.0000 | |||||
| US718546AW42 / Phillips 66 | 0.33 | 0.30 | 0.0008 | 0.0000 | |||||
| US31417AEL98 / Fannie Mae Pool | 0.33 | -7.99 | 0.0008 | -0.0001 | |||||
| US161175CC60 / CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 12/01/2061 | 0.33 | 0.0008 | 0.0008 | ||||||
| XS2342732562 / VOLKSWAGEN INTL FINANCE NV 3.748%/VAR PERP REGS | 0.33 | 9.51 | 0.0008 | 0.0001 | |||||
| US14732KAB70 / Cascade MH Asset Trust, Series 2022-MH1, Class M | 0.33 | -0.60 | 0.0008 | -0.0000 | |||||
| NYMT 2024-RR1 TRUST 7.375% 05/25/2064 144A / ABS-CBDO (US62956VAA35) | 0.33 | -1.47 | 0.0008 | -0.0000 | |||||
| US3140J8CB79 / UMBS, 30 Year | 0.33 | -5.13 | 0.0008 | -0.0000 | |||||
| US3138WQF561 / Fannie Mae Pool | 0.33 | -2.63 | 0.0008 | -0.0000 | |||||
| US3140LYNN99 / Fannie Mae Pool | 0.33 | -3.20 | 0.0008 | -0.0000 | |||||
| LEG / LEG Immobilien SE | 0.33 | 7.07 | 0.0008 | 0.0001 | |||||
| US3140J9G219 / Fannie Mae Pool | 0.33 | -8.52 | 0.0008 | -0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.33 | -3.49 | 0.0008 | -0.0000 | |||||
| US22822VAT89 / CROWN CASTLE INTL CORP SR UNSECURED 01/31 2.25 | 0.33 | -74.22 | 0.0008 | -0.0022 | |||||
| PRPM 2025-RPL1 A3 4% 03/25/2055 144A / ABS-CBDO (US74390WAC64) | 0.33 | 0.0008 | 0.0008 | ||||||
| US00109LAA17 / ADT Security Corp. | 0.33 | 0.91 | 0.0008 | 0.0000 | |||||
| US26443TAA43 / Duke Energy Indiana LLC | 0.33 | -4.34 | 0.0008 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.33 | -4.61 | 0.0008 | -0.0000 | |||||
| US78500AAA60 / SWF Escrow Issuer Corp | 0.33 | -31.04 | 0.0008 | -0.0004 | |||||
| US842587DS35 / Southern Co. (The) | 0.33 | 0.61 | 0.0008 | 0.0000 | |||||
| US00108WAN02 / AEP TEXAS INC 3.45% 05/15/2051 | 0.33 | 80.87 | 0.0008 | 0.0004 | |||||
| US3138XJJ327 / FNMA 30YR 4% 03/01/2039#AV6581 | 0.33 | -2.94 | 0.0008 | -0.0000 | |||||
| US31418DZ214 / FNMA UMBS, 15 Year | 0.33 | -3.23 | 0.0008 | -0.0000 | |||||
| US312946ZJ89 / FHLG 4.50% 4/41 #A97945 | 0.33 | -2.08 | 0.0008 | -0.0000 | |||||
| US01883LAB99 / Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | 0.33 | 0.92 | 0.0008 | 0.0000 | |||||
| US131347CK09 / Calpine Corp. Bond | 0.33 | 0.0008 | 0.0008 | ||||||
| OCP CLO 2020-19 LTD / OCP CLO 2020-19 LLC A1R2 TSFR3M+118 04/20/2038 144A / ABS-CBDO (US670881AU57) | 0.33 | 0.0008 | 0.0008 | ||||||
| US03969AAP57 / Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc | 0.33 | -11.08 | 0.0008 | -0.0001 | |||||
| SIXTH STR CLO XVII LTD / SIXTH STR CLO XVII LLC A1R TSFR3M+115 04/17/2038 144A / ABS-CBDO (US83012FAL22) | 0.33 | 0.0008 | 0.0008 | ||||||
| SCULPTOR CLO XXXV LTD A1 TSFR3M+125 04/27/2038 144A / ABS-CBDO (US81125MAA99) | 0.33 | 0.0008 | 0.0008 | ||||||
| XS2182055009 / ELM BV for Firmenich International SA | 0.33 | 9.33 | 0.0008 | 0.0001 | |||||
| US428040DA42 / Hertz Corp/The | 0.33 | 1.86 | 0.0008 | 0.0000 | |||||
| US3132WKB491 / Freddie Mac Gold Pool | 0.33 | -3.24 | 0.0008 | -0.0000 | |||||
| US3138EQWR97 / Fannie Mae Pool | 0.33 | -3.53 | 0.0008 | -0.0000 | |||||
| US31419AXD44 / FNMA 30YR 4.5% 12/01/2040#AE0675 | 0.33 | -2.09 | 0.0008 | -0.0000 | |||||
| VFQS / Vodafone Qatar P.Q.S.C. | 0.33 | -4.39 | 0.0008 | -0.0000 | |||||
| US019736AF46 / Allison Transmission, Inc. | 0.33 | 0.62 | 0.0008 | 0.0000 | |||||
| US037833BY53 / Apple Inc Bond | 0.33 | 0.31 | 0.0008 | 0.0000 | |||||
| US546676AU17 / LOUISVILLE GAS 5.125% 11/40 | 0.33 | -2.69 | 0.0008 | -0.0000 | |||||
| US13034VAD64 / California Institute of Technology | 0.33 | -8.17 | 0.0008 | -0.0001 | |||||
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 VAR 02/25/2063 144A / ABS-CBDO (US173106AC95) | 0.33 | -3.55 | 0.0008 | -0.0000 | |||||
| US25470XBB01 / DISH DBS CORPORATION 07/28 7.375 | 0.33 | -7.39 | 0.0008 | -0.0001 | |||||
| US36241LUU87 / GINNIE MAE I POOL P#783295 4.50000000 | 0.33 | -3.26 | 0.0008 | -0.0000 | |||||
| PRPM 2025-RPL1 M1A 4% 03/25/2055 144A / ABS-CBDO (US74390WAD48) | 0.33 | 0.0008 | 0.0008 | ||||||
| US382550BN08 / Goodyear Tire & Rubber Co/The | 0.33 | 0.62 | 0.0008 | 0.0000 | |||||
| US586054AA68 / Memorial Sloan-Kettering Cancer Center New York GO | 0.33 | -4.69 | 0.0008 | -0.0000 | |||||
| US852060AD48 / Sprint Capital Corp 6.875% Notes 11/15/2028 | 0.33 | 0.00 | 0.0008 | 0.0000 | |||||
| US3140XGLQ05 / FNMA 15YR 3% 02/01/2031#FS1234 | 0.33 | -7.67 | 0.0008 | -0.0001 | |||||
| US38382VHH50 / Government National Mortgage Association, Series 2021-97, Class LI | 0.33 | -2.40 | 0.0008 | -0.0000 | |||||
| FHLMC REMI 30YR 6.5% 03/01/2055#RJ3700 / ABS-MBS (US3142GUDE00) | 0.32 | 0.0008 | 0.0008 | ||||||
| US131347CR51 / Calpine Corp | 0.32 | -69.17 | 0.0008 | -0.0017 | |||||
| BX TR 2024-PAT C TSFR1M+443.9 03/15/2026 144A / ABS-MBS (US05612FAE51) | 0.32 | 0.62 | 0.0008 | 0.0000 | |||||
| US12544RBY36 / CHL MORTGAGE PASS-THROUGH TRUST 2007-4 SER 2007-4 CL 1A47 REGD 6.00000000 | 0.32 | -1.22 | 0.0008 | -0.0000 | |||||
| US694308KD85 / Pacific Gas and Electric Co | 0.32 | 9.09 | 0.0008 | 0.0001 | |||||
| US92838TAF84 / Vista Point Securitization Trust 2020-2 | 0.32 | -3.87 | 0.0008 | -0.0000 | |||||
| LCH OIS SOFRV3.25% MAC 06/18/29 / DIR (N/A) | 0.32 | 0.0008 | 0.0008 | ||||||
| US26441CAY12 / Duke Energy Corp | 0.32 | 92.26 | 0.0008 | 0.0004 | |||||
| US3140J95F47 / FNMA 15YR 3% 12/01/2032#BM5345 | 0.32 | -6.10 | 0.0008 | -0.0000 | |||||
| US362341LS64 / GSMPS Mortgage Loan Trust 2005-RP3 | 0.32 | -3.58 | 0.0008 | -0.0000 | |||||
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 M1 VAR 01/25/2065 144A / ABS-CBDO (US64832DAF87) | 0.32 | -0.92 | 0.0008 | -0.0000 | |||||
| RENAISSANCE LEARNING TERM B 1LN 4/5/2030 / LON (US75972JAK07) | 0.32 | 0.0008 | 0.0008 | ||||||
| US36202FX761 / Ginnie Mae II Pool | 0.32 | -3.88 | 0.0008 | -0.0000 | |||||
| US3133L8E278 / FHLG 15YR 2% 05/01/2036#RC1953 | 0.32 | -3.01 | 0.0008 | -0.0000 | |||||
| US364760AP35 / Gap Inc/The | 0.32 | 0.00 | 0.0008 | -0.0000 | |||||
| US36179SSN89 / Ginnie Mae II Pool | 0.32 | -3.01 | 0.0008 | -0.0000 | |||||
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-4 LTD A1RR TSFR3M+122 07/20/2032 144A / ABS-CBDO (US14311NAU81) | 0.32 | -43.21 | 0.0008 | -0.0006 | |||||
| MODVQ / ModivCare Inc. | 0.32 | -21.27 | 0.0008 | -0.0002 | |||||
| US47987EAC12 / JONAH ENERGY ABS I LLC JONAH 2022-1 A1 | 0.32 | -9.58 | 0.0008 | -0.0001 | |||||
| US451102BZ91 / CORP. NOTE | 0.32 | -2.13 | 0.0008 | -0.0000 | |||||
| T1SO34 / The Southern Company - Depositary Receipt (Common Stock) | 0.32 | -76.06 | 0.0008 | -0.0025 | |||||
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 6.75% 08/15/2032 144A / DBT (US82453AAB35) | 0.32 | 16.73 | 0.0008 | 0.0001 | |||||
| US373334KR13 / GEORGIA POWER COMPANY | 0.32 | 47.93 | 0.0008 | 0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.32 | -4.18 | 0.0008 | -0.0000 | |||||
| US31335BW286 / FHLMC Gold Pools, 30 Year | 0.32 | -4.75 | 0.0008 | -0.0000 | |||||
| OCP CLO 2017-13 LTD / OCP CLO 2017-13 LLC AR2 TSFR3M+134 11/26/2037 144A / ABS-CBDO (US67097LAV80) | 0.32 | 0.00 | 0.0008 | -0.0000 | |||||
| US00178XAH61 / AMSR Trust, Series 2019-SFR1, Class H | 0.32 | -2.44 | 0.0008 | -0.0000 | |||||
| X TERM 1LN 10/26/2029 / LON (US90184NAK46) | 0.32 | 0.0008 | 0.0008 | ||||||
| CALI 2024-SUN TSFR1M+189.107 07/15/2041 144A / ABS-MBS (US12988DAA00) | 0.32 | 0.00 | 0.0008 | -0.0000 | |||||
| US403950AG32 / HGI_22-FL3 | 0.32 | -0.62 | 0.0008 | -0.0000 | |||||
| US59565JAA97 / MIDAS OPCO HOLDINGS LLC | 0.32 | -3.04 | 0.0008 | -0.0000 | |||||
| US3138LBBL05 / FNMA, Other | 0.32 | 0.31 | 0.0008 | 0.0000 | |||||
| US3138WDER84 / FNMA 15YR 2.5% 11/01/2029#AS3743 | 0.32 | -6.45 | 0.0008 | -0.0001 | |||||
| US64972FY341 / New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 0.32 | -3.63 | 0.0008 | -0.0000 | |||||
| CONE TR 2024-DFW1 A TSFR1M+164.173 08/15/2026 144A / ABS-MBS (US20682AAA88) | 0.32 | -0.62 | 0.0008 | -0.0000 | |||||
| US29366WAD83 / Entergy Mississippi LLC | 0.32 | -1.55 | 0.0008 | -0.0000 | |||||
| US23346TAB70 / DTE Electric Securitization Funding II LLC | 0.32 | -2.15 | 0.0008 | -0.0000 | |||||
| ARI FLEET LEASE TRUST 2025-A 4.38% 01/17/2034 144A / ABS-CBDO (US04033CAB28) | 0.32 | 0.0008 | 0.0008 | ||||||
| US3133GCH629 / FHLG 15YR 2% 03/01/2036#QN5653 | 0.32 | -2.45 | 0.0008 | -0.0000 | |||||
| XS2306517876 / DNB Bank ASA | 0.32 | 10.42 | 0.0008 | 0.0001 | |||||
| US3132DM3L70 / FHLG 30YR 3% 01/01/2052#SD0803 | 0.32 | -5.07 | 0.0008 | -0.0000 | |||||
| US57638P1049 / MasterBrand, Inc. | 0.32 | -2.15 | 0.0008 | -0.0000 | |||||
| CWABS AST BKD CTF TR SER 06 14 STEP 02/25/2037 / ABS-CBDO (US23243LAE20) | 0.32 | -3.05 | 0.0008 | -0.0000 | |||||
| MODVQ / ModivCare Inc. | 0.32 | 0.0008 | 0.0008 | ||||||
| TESLA 2024-A A3 5.37% 06/22/2026 144A / ABS-CBDO (US88166VAB27) | 0.32 | -57.56 | 0.0008 | -0.0010 | |||||
| XS2576550672 / Thames Water Utilities Finance plc | 0.32 | 1.93 | 0.0008 | 0.0000 | |||||
| US3133ALZD37 / FHLG 30YR 2.5% 06/01/2051#QC2540 | 0.32 | -3.35 | 0.0008 | -0.0000 | |||||
| US161175BY99 / CHARTER COMM OPER LLC/CAP CORP 3.85% 04/01/2061 | 0.32 | 133.09 | 0.0008 | 0.0004 | |||||
| US3138X4JF85 / FNMA 30YR 4% 09/01/2038#AU4761 | 0.32 | -2.76 | 0.0008 | -0.0000 | |||||
| US3136AA4A09 / FEDERAL NAT MTG ASN GTD REM PA 2012-149 DA 1.75% 01/25/2043 | 0.32 | -7.04 | 0.0008 | -0.0001 | |||||
| US3140XLUN67 / FNMA 30YR 3.5% 04/01/2053#FS5088 | 0.32 | -3.07 | 0.0008 | -0.0000 | |||||
| GRACIE POINT INTERNATIONAL FUNDING 2024-1A A LLC SOFR90A+170 03/01/2028 144A / ABS-CBDO (US38410KAA79) | 0.32 | -0.63 | 0.0008 | -0.0000 | |||||
| US05368VAA44 / Avient Corp | 0.32 | 0.00 | 0.0008 | 0.0000 | |||||
| US00249XAA63 / ADMT 2023-NQM5 A1 7.049% 11/25/2068 144A | 0.32 | -5.11 | 0.0008 | -0.0000 | |||||
| US83368RBS04 / Societe Generale SA | 0.32 | -0.63 | 0.0008 | -0.0000 | |||||
| BPR 2023-STON MTG TR 7.497% 12/05/2039 144A / ABS-MBS (US05593GAA40) | 0.32 | -0.94 | 0.0008 | -0.0000 | |||||
| US698813AA06 / Papa John's International Inc | 0.32 | -1.87 | 0.0008 | -0.0000 | |||||
| ANGLIAN WATER SVCS FINANC PLC 6.25% 09/12/2044 REGS / DBT (XS2898771774) | 0.32 | 2.61 | 0.0008 | 0.0000 | |||||
| US69754AAA88 / Palomino Funding Trust I | 0.32 | -0.32 | 0.0008 | -0.0000 | |||||
| US36179R7H66 / Ginnie Mae II Pool | 0.31 | -4.56 | 0.0008 | -0.0000 | |||||
| US3140XHB977 / FN30 | 0.31 | -4.27 | 0.0008 | -0.0000 | |||||
| XS2176897754 / Egypt Government International Bond | 0.31 | 1.62 | 0.0008 | 0.0000 | |||||
| US75575RAA59 / Ready Capital Mortgage Financing 2023-FL11 LLC | 0.31 | -27.88 | 0.0008 | -0.0003 | |||||
| US29362UAC80 / ENTEGRIS INC 4.375% 04/15/2028 144A | 0.31 | 0.00 | 0.0008 | 0.0000 | |||||
| US36179SQY62 / Ginnie Mae II Pool | 0.31 | -3.69 | 0.0008 | -0.0000 | |||||
| US11120VAA17 / Brixmor Operating Partnership LP | 0.31 | -1.88 | 0.0008 | -0.0000 | |||||
| US251526CS67 / Deutsche Bank AG/New York NY | 0.31 | -0.32 | 0.0008 | -0.0000 | |||||
| US3140J6EZ63 / FNMA 20YR 2.5% 10/01/2037#BM1951 | 0.31 | -3.11 | 0.0008 | -0.0000 | |||||
| US726503AE55 / Plains All American Pipeline, LP | 0.31 | 27.87 | 0.0008 | 0.0002 | |||||
| US3132GUST24 / FHLG 30YR 4% 07/01/2042#Q09230 | 0.31 | -4.59 | 0.0008 | -0.0000 | |||||
| CONE TR 2024-DFW1 E TSFR1M+388.79 08/15/2026 144A / ABS-MBS (US20682AAN00) | 0.31 | -0.64 | 0.0008 | -0.0000 | |||||
| US36168QAL86 / GFL Environmental Inc | 0.31 | 1.30 | 0.0008 | 0.0000 | |||||
| US103557AC88 / Boyne USA Inc | 0.31 | 0.65 | 0.0008 | 0.0000 | |||||
| US59151KAM09 / Methanex Corp | 0.31 | -0.95 | 0.0008 | -0.0000 | |||||
| US87264ACY91 / T-Mobile USA Inc | 0.31 | -0.64 | 0.0008 | -0.0000 | |||||
| US3140LPTT98 / Fannie Mae Pool | 0.31 | -3.11 | 0.0008 | -0.0000 | |||||
| US36179XVN38 / GNMA II 3% 03/20/2053#MA8721 | 0.31 | -4.88 | 0.0008 | -0.0000 | |||||
| RFR USD SOFR-3.64159 04-07-25-30Y* LCH / DIR (N/A) | 0.31 | 0.0008 | 0.0008 | ||||||
| SUN / Sunoco LP - Limited Partnership | 0.31 | -0.64 | 0.0007 | -0.0000 | |||||
| S2TW34 / Starwood Property Trust, Inc. - Depositary Receipt (Common Stock) | 0.31 | 0.00 | 0.0007 | 0.0000 | |||||
| US29254BAA52 / Encino Acquisition Partners Holdings LLC | 0.31 | 0.00 | 0.0007 | 0.0000 | |||||
| BLDR / Builders FirstSource, Inc. | 0.31 | 0.0007 | 0.0007 | ||||||
| US693475BS39 / PNC FINANCIAL SERVICES GROUP INC | 0.31 | -1.27 | 0.0007 | -0.0000 | |||||
| SW FINANCE I PLC 7.375% 12/12/2041 REGS / DBT (XS2731297235) | 0.31 | 3.33 | 0.0007 | 0.0000 | |||||
| CIFC FUNDING 2019-VI LTD A1R TSFR3M+145 07/16/2037 144A / ABS-CBDO (US12555XAN12) | 0.31 | -0.64 | 0.0007 | -0.0000 | |||||
| US38378UQY63 / GNMA 13-149 MA 2.5% 5/20/40 | 0.31 | -12.92 | 0.0007 | -0.0001 | |||||
| US912810QS06 / United States Treas Bds Bond | 0.31 | 0.0007 | 0.0007 | ||||||
| PRET 2024-NPL4 LLC 6.9961% 07/25/2054 144A / ABS-CBDO (US74143RAA14) | 0.31 | -4.32 | 0.0007 | -0.0000 | |||||
| US651290AR99 / Newfield Exploration Co | 0.31 | 0.00 | 0.0007 | -0.0000 | |||||
| US3137AWAE53 / FEDERAL HOME LN MTG MLT CTF GT 4135 AB 1.75% 06/15/2042 | 0.31 | -4.63 | 0.0007 | -0.0000 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.31 | -55.79 | 0.0007 | -0.0009 | |||||
| XS2385390724 / HIME SARLU 0.625% 09/16/2028 REGS | 0.31 | 10.75 | 0.0007 | 0.0001 | |||||
| COMM 2024-WCL1 E MTG TR TSFR1M+448.7 07/15/2034 144A / ABS-MBS (US20047DAJ37) | 0.31 | -1.28 | 0.0007 | -0.0000 | |||||
| US12543DBG43 / CHS/Community Health Systems Inc | 0.31 | 2.32 | 0.0007 | 0.0000 | |||||
| KMIC34 / Kinder Morgan, Inc. - Depositary Receipt (Common Stock) | 0.31 | 0.0007 | 0.0007 | ||||||
| US3140KLDQ29 / Fannie Mae Pool | 0.31 | -3.75 | 0.0007 | -0.0000 | |||||
| US3138WGGZ14 / Fannie Mae Pool | 0.31 | -4.35 | 0.0007 | -0.0000 | |||||
| US3132D6A834 / FHLG 15YR 1.5% 12/01/2036#SB8131 | 0.31 | -2.84 | 0.0007 | -0.0000 | |||||
| US3138ATCW87 / FNMA 30YR 3.5% 02/01/2042#AJ1884 | 0.31 | -2.22 | 0.0007 | -0.0000 | |||||
| US36179WP937 / Government National Mortgage Association (GNMA) | 0.31 | -4.05 | 0.0007 | -0.0000 | |||||
| US3136BHV896 / FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2051 | 0.31 | -3.45 | 0.0007 | -0.0000 | |||||
| INTC / Intel Corporation - Depositary Receipt (Common Stock) | 0.31 | 0.0007 | 0.0007 | ||||||
| DE000A254YS5 / ACCENTRO REAL ESTATE AG 3.625% 02/13/2023 REGS | 0.31 | -10.98 | 0.0007 | -0.0001 | |||||
| US38016LAC90 / Go Daddy Operating Co LLC / GD Finance Co Inc | 0.31 | 0.98 | 0.0007 | 0.0000 | |||||
| US3140XL6J25 / FNMA 30YR 3.5% 07/01/2049#FS5372 | 0.31 | -4.36 | 0.0007 | -0.0000 | |||||
| CFMT 2024-R1 A1 LLC 4% 10/25/2054 144A / ABS-CBDO (US12530YAA73) | 0.31 | -7.25 | 0.0007 | -0.0001 | |||||
| CROWN AMERICAS LLC 5.875% 06/01/2033 144A / DBT (US228180AC96) | 0.31 | 0.0007 | 0.0007 | ||||||
| US35671DCD57 / Freeport-McMoRan Inc | 0.31 | 0.33 | 0.0007 | 0.0000 | |||||
| SNX / TD SYNNEX Corporation | 0.31 | -2.54 | 0.0007 | -0.0000 | |||||
| VK / Vallourec S.A. | 0.31 | 0.0007 | 0.0007 | ||||||
| US28035QAA04 / Edgewell Personal Care Co | 0.31 | -0.65 | 0.0007 | -0.0000 | |||||
| US36179SQX89 / Ginnie Mae II Pool | 0.31 | -5.25 | 0.0007 | -0.0000 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 0.31 | 0.00 | 0.0007 | 0.0000 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 0.31 | -0.32 | 0.0007 | -0.0000 | |||||
| US3140XAPT38 / FN FM6733 | 0.31 | -6.40 | 0.0007 | -0.0001 | |||||
| US44332PAH47 / HUB International Ltd | 0.31 | 0.99 | 0.0007 | 0.0000 | |||||
| US3140LGDE94 / FNMA, Other | 0.31 | 0.00 | 0.0007 | -0.0000 | |||||
| US853254CS76 / Standard Chartered plc | 0.31 | -0.32 | 0.0007 | -0.0000 | |||||
| US682189AQ81 / ON Semiconductor Corp | 0.31 | 0.99 | 0.0007 | 0.0000 | |||||
| P1EG34 / Public Service Enterprise Group Incorporated - Depositary Receipt (Common Stock) | 0.31 | 0.33 | 0.0007 | 0.0000 | |||||
| US842400GU17 / Southern California Edison Co | 0.31 | -25.06 | 0.0007 | -0.0002 | |||||
| US498894AA29 / Knife River Holding Co | 0.31 | -0.33 | 0.0007 | -0.0000 | |||||
| US31418DW732 / FNMA 20YR 2.5% 02/01/2041#MA4269 | 0.31 | -2.24 | 0.0007 | -0.0000 | |||||
| HON / Honeywell International Inc. - Depositary Receipt (Common Stock) | 0.31 | -4.09 | 0.0007 | -0.0000 | |||||
| US25461LAA08 / DIRECTV Holdings LLC/DIRECTV Financing Co., Inc. | 0.31 | 0.00 | 0.0007 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.31 | -0.97 | 0.0007 | -0.0000 | |||||
| US3617GSS913 / Ginnie Mae II Pool | 0.30 | -3.49 | 0.0007 | -0.0000 | |||||
| US3132J6PY43 / FHLG 3% 2/43 #Q15438 | 0.30 | -3.80 | 0.0007 | -0.0000 | |||||
| PENSKE TRUCK LEASING CO LP /CORP 5.35% 03/30/2029 144A / DBT (US709599BZ68) | 0.30 | -0.33 | 0.0007 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.30 | 0.0007 | 0.0007 | ||||||
| US3132DPUF34 / FHLG 30YR 3.5% 08/01/2052#SD2382 | 0.30 | -3.49 | 0.0007 | -0.0000 | |||||
| D1TE34 / DTE Energy Company - Depositary Receipt (Common Stock) | 0.30 | 0.33 | 0.0007 | 0.0000 | |||||
| US171484AG30 / Churchill Downs Inc | 0.30 | 0.00 | 0.0007 | 0.0000 | |||||
| US797440CD44 / San Diego Gas & Electric Co. | 0.30 | -5.90 | 0.0007 | -0.0000 | |||||
| US3132GSDB25 / FHLG 30YR 3.5% 03/01/2042#Q06998 | 0.30 | -4.42 | 0.0007 | -0.0000 | |||||
| BHCCN / Bausch Health Cos Inc | 0.30 | 1,494.74 | 0.0007 | 0.0007 | |||||
| US36297GYU83 / GNMA 30YR 3.5% 11/15/2043#711823 | 0.30 | -1.62 | 0.0007 | -0.0000 | |||||
| KOREA NATL OIL CORP 4.875% 04/03/2029 144A / DBT (US50065LAH33) | 0.30 | 0.00 | 0.0007 | -0.0000 | |||||
| GTN / Gray Media, Inc. | 0.30 | 3.41 | 0.0007 | 0.0000 | |||||
| US30312DAG60 / FREMF 2019-K98 Mortgage Trust | 0.30 | 0.33 | 0.0007 | 0.0000 | |||||
| US3132DQNQ54 / Freddie Mac Pool | 0.30 | -4.43 | 0.0007 | -0.0000 | |||||
| LSEG US FIN CORP 4.875% 03/28/2027 144A / DBT (US50222CAA80) | 0.30 | 0.00 | 0.0007 | 0.0000 | |||||
| IHRT / iHeartMedia, Inc. | 0.30 | -2.27 | 0.0007 | -0.0000 | |||||
| US29362UAD63 / Entegris Inc | 0.30 | 0.67 | 0.0007 | 0.0000 | |||||
| US3128MJZB93 / Freddie Mac Gold Pool | 0.30 | -3.83 | 0.0007 | -0.0000 | |||||
| US68249DAA72 / One New York Plaza Trust 2020-1NYP | 0.30 | 0.00 | 0.0007 | 0.0000 | |||||
| CEBB / Nationwide Building Society - Preferred Security | 0.30 | 0.33 | 0.0007 | 0.0000 | |||||
| US3128MJXR63 / Freddie Mac Gold Pool | 0.30 | -4.44 | 0.0007 | -0.0000 | |||||
| US12529YBA91 / Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK58 | 0.30 | 1.35 | 0.0007 | 0.0000 | |||||
| CITIBANK NA FRN SOFRINDX+59 04/30/2026 / DBT (US17325FBE79) | 0.30 | 0.00 | 0.0007 | -0.0000 | |||||
| ANCHORAGE CAPITAL CLO 6 LTD AR3 TSFR3M+144 04/22/2034 144A / ABS-CBDO (US03328QBL41) | 0.30 | 0.00 | 0.0007 | 0.0000 | |||||
| US865592AA73 / SUMIT Mortgage Trust | 0.30 | 1.01 | 0.0007 | 0.0000 | |||||
| US92332YAB74 / Venture Global LNG, Inc. | 0.30 | -2.60 | 0.0007 | -0.0000 | |||||
| US95000U2Q52 / Wells Fargo & Co | 0.30 | -3.23 | 0.0007 | -0.0000 | |||||
| US720186AN51 / Piedmont Natural Gas Co Inc | 0.30 | -39.39 | 0.0007 | -0.0005 | |||||
| US3133L8CR49 / Freddie Mac Pool | 0.30 | -3.54 | 0.0007 | -0.0000 | |||||
| US30311NAG51 / FREMF Mortgage Trust, Series 2019-KL05, Class CHG | 0.30 | 1.01 | 0.0007 | 0.0000 | |||||
| US3140XLXT01 / FNMA 30YR 3.5% 05/01/2052#FS5189 | 0.30 | -4.78 | 0.0007 | -0.0000 | |||||
| TOTALENERGIES CAPITAL SA 5.275% 09/10/2054 / DBT (US89157XAE13) | 0.30 | -5.38 | 0.0007 | -0.0000 | |||||
| US3140HU4K93 / FNMA, Other | 0.30 | 0.00 | 0.0007 | -0.0000 | |||||
| US22534QAG64 / Credit Acceptance Auto Loan Trust, Series 2022-3A, Class D | 0.30 | -0.66 | 0.0007 | -0.0000 | |||||
| US26442CAZ77 / Duke Energy Carolinas LLC | 0.30 | -11.28 | 0.0007 | -0.0001 | |||||
| US81744MAM47 / Sequoia Mortgage Trust 2007-3 | 0.30 | -3.24 | 0.0007 | -0.0000 | |||||
| EQUIPMENTSHARE.COM INC 8.625% 05/15/2032 144A / DBT (US29450YAB56) | 0.30 | -1.00 | 0.0007 | -0.0000 | |||||
| US81172QAA22 / Seadrill Finance Ltd. | 0.30 | -4.18 | 0.0007 | -0.0000 | |||||
| IVW / Meta Platforms, Inc. - Depositary Receipt (Common Stock) | 0.30 | -5.10 | 0.0007 | -0.0000 | |||||
| US3140XLSN95 / FNMA 30YR 4% 08/01/2050#FS5024 | 0.30 | -3.56 | 0.0007 | -0.0000 | |||||
| US92539DAA63 / Verus Securitization Trust 2023-2 | 0.30 | -10.24 | 0.0007 | -0.0001 | |||||
| US882667AZ12 / Texas Private Activity Bond Surface Transportation Corp | 0.30 | -6.29 | 0.0007 | -0.0000 | |||||
| US31418CRE65 / Fannie Mae Pool | 0.30 | -6.01 | 0.0007 | -0.0000 | |||||
| US3140J8H979 / FNMA 30YR 4% 03/01/2048#BM3855 | 0.30 | -5.11 | 0.0007 | -0.0000 | |||||
| US785592AU04 / Sabine Pass Liquefaction LLC | 0.30 | 0.34 | 0.0007 | 0.0000 | |||||
| US12529YCJ91 / Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK99 | 0.30 | 2.77 | 0.0007 | 0.0000 | |||||
| US3132DNNU36 / FHLMC UMBS, 30 Year | 0.30 | -6.03 | 0.0007 | -0.0000 | |||||
| US81105DAA37 / SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875 | 0.30 | 20.82 | 0.0007 | 0.0001 | |||||
| US3128MMXK40 / Freddie Mac Gold Pool | 0.30 | -4.21 | 0.0007 | -0.0000 | |||||
| US3140EWWY70 / Fannie Mae Pool | 0.30 | -8.64 | 0.0007 | -0.0001 | |||||
| US74456QBT22 / Public Service Electric & Gas Co | 0.30 | -4.82 | 0.0007 | -0.0000 | |||||
| US91087BAQ32 / Mexico Government International Bond | 0.30 | -2.95 | 0.0007 | -0.0000 | |||||
| US3133KNE823 / FHLMC UMBS, 30 Year | 0.30 | -4.84 | 0.0007 | -0.0000 | |||||
| US89115A2E11 / Toronto-Dominion Bank/The | 0.30 | 0.34 | 0.0007 | 0.0000 | |||||
| BAMLL TRUST 2025-ASHF E TSFR1M+525 02/15/2040 144A / ABS-MBS (US05494CAJ45) | 0.30 | -1.99 | 0.0007 | -0.0000 | |||||
| US02156LAF85 / Altice France SA/France | 0.30 | 8.86 | 0.0007 | 0.0001 | |||||
| US31307VJ801 / FHLG 15YR 3% 01/01/2033#J38387 | 0.30 | -2.64 | 0.0007 | -0.0000 | |||||
| US349553AM97 / Fortis Inc/Canada | 0.29 | 0.34 | 0.0007 | 0.0000 | |||||
| US3138LEAN19 / FNMA 30YR 3.13% 07/01/2036#AN1812 | 0.29 | -1.67 | 0.0007 | -0.0000 | |||||
| US3132D9JP00 / Freddie Mac Pool | 0.29 | -3.61 | 0.0007 | -0.0000 | |||||
| XS1953057061 / Egypt Government International Bond | 0.29 | 1.38 | 0.0007 | 0.0000 | |||||
| US623115AE21 / Mount Sinai Hospital Taxable | 0.29 | -5.77 | 0.0007 | -0.0000 | |||||
| CIFC FUNDING 2019-I LTD A1R2 TSFR3M+136 10/20/2037 144A / ABS-CBDO (US12553DAS62) | 0.29 | -0.34 | 0.0007 | -0.0000 | |||||
| US161630AL29 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 3A1 | 0.29 | -2.65 | 0.0007 | -0.0000 | |||||
| VERUS SECURITIZATION TRUST 2024-7 B1 6.496% 09/25/2069 144A / ABS-CBDO (US924925AG54) | 0.29 | -1.35 | 0.0007 | -0.0000 | |||||
| US21031HAC51 / Constant Contact, Inc. TL | 0.29 | 1.03 | 0.0007 | 0.0000 | |||||
| US3137FBBX34 / FHMS K068 A2 3.244% 08/25/2027 | 0.29 | 0.34 | 0.0007 | 0.0000 | |||||
| K8553U105 / Sunlands Online Education Group | 0.29 | 8.52 | 0.0007 | 0.0001 | |||||
| US70959WAK99 / Penske Automotive Group Inc | 0.29 | 0.69 | 0.0007 | 0.0000 | |||||
| US30306WAQ06 / FREMF Mortgage Trust, Series 2018-KW06, Class C | 0.29 | 1.74 | 0.0007 | 0.0000 | |||||
| US21036PBC14 / Constellation Brands Inc | 0.29 | 0.34 | 0.0007 | 0.0000 | |||||
| US893830BX61 / Transocean Inc | 0.29 | 88.96 | 0.0007 | 0.0003 | |||||
| US576323AP42 / MasTec Inc | 0.29 | 0.34 | 0.0007 | 0.0000 | |||||
| US3137BLMZ80 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.29 | -50.26 | 0.0007 | -0.0007 | |||||
| DUKE ENERGY OHIO INC 5.55% 03/15/2054 / DBT (US26442EAL48) | 0.29 | 212.90 | 0.0007 | 0.0005 | |||||
| US649322AD67 / New York and Presbyterian Hospital | 0.29 | -9.63 | 0.0007 | -0.0001 | |||||
| US221597CV77 / Costa Rica Government International Bond | 0.29 | -2.68 | 0.0007 | -0.0000 | |||||
| US3140F9V691 / FNMA 30YR 3.5% 01/01/2047#BD2436 | 0.29 | -3.32 | 0.0007 | -0.0000 | |||||
| US19424WAC10 / COLLEGE AVE STUDENT LOANS 2021-C LLC CASL 2021-C B | 0.29 | -3.32 | 0.0007 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.29 | -4.90 | 0.0007 | -0.0000 | |||||
| US78449LAC28 / SMB Private Education Loan Trust 2018-B | 0.29 | -13.95 | 0.0007 | -0.0001 | |||||
| NOVA CHEMICALS CORP 9% 02/15/2030 144A / DBT (US66977WAU36) | 0.29 | -0.34 | 0.0007 | -0.0000 | |||||
| IMPERIAL DADE TERM B 1LN 12/11/2030 / LON (US05550HAQ83) | 0.29 | 0.0007 | 0.0007 | ||||||
| US36184FSP44 / GNMA 30YR 3% 08/45#AL8626 | 0.29 | -3.01 | 0.0007 | -0.0000 | |||||
| XS1717011982 / Nigeria Government International Bond | 0.29 | -0.68 | 0.0007 | -0.0000 | |||||
| US3138LDUX97 / FNMA, Other | 0.29 | 0.35 | 0.0007 | 0.0000 | |||||
| BNP / BNP Paribas SA | 0.29 | 0.00 | 0.0007 | 0.0000 | |||||
| US62848FAC68 / Myers Park CLO, Ltd. | 0.29 | 0.00 | 0.0007 | -0.0000 | |||||
| D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) | 0.29 | 0.00 | 0.0007 | 0.0000 | |||||
| US02376AAA79 / American Airlines Pass Through Trust, Series 2017-2, Class AA | 0.29 | -6.45 | 0.0007 | -0.0000 | |||||
| US3137BS5N92 / FHLMC, Multifamily Structured Pass-Through Certificates, Series KS06, Class A2 | 0.29 | 0.35 | 0.0007 | 0.0000 | |||||
| US30289HAE18 / FREMF Mortgage Trust, Series 2016-K55, Class B | 0.29 | -0.34 | 0.0007 | -0.0000 | |||||
| US100743AM53 / Boston Gas Co | 0.29 | -1.03 | 0.0007 | -0.0000 | |||||
| US33767WAN39 / FirstKey Homes 2020-SFR1 Trust | 0.29 | 0.00 | 0.0007 | 0.0000 | |||||
| US31292LPX72 / Freddie Mac Gold Pool | 0.29 | -2.36 | 0.0007 | -0.0000 | |||||
| US3138LE4K44 / FNMA, Other | 0.29 | -0.34 | 0.0007 | -0.0000 | |||||
| US46646GAE70 / J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE | 0.29 | 0.00 | 0.0007 | -0.0000 | |||||
| US31417CH653 / FNMA 30YR 3.0% 07/01/2042 #AB5652 | 0.29 | -4.30 | 0.0007 | -0.0000 | |||||
| AFFIRM ASSET SECURITIZATION TR 2024-X1 6.27% 05/15/2029 144A / ABS-CBDO (US00834XAA72) | 0.29 | -60.89 | 0.0007 | -0.0011 | |||||
| ACA / Crédit Agricole S.A. | 0.29 | 0.00 | 0.0007 | 0.0000 | |||||
| US458140AY68 / Intel Corp. | 0.29 | -4.64 | 0.0007 | -0.0000 | |||||
| US3132DWBU62 / FHLG 30YR 2.5% 06/01/2051#SD8151 | 0.29 | -4.00 | 0.0007 | -0.0000 | |||||
| MF1 2025-FL19 LLC A TSFR1M+148.81 05/18/2042 144A / ABS-CBDO (US55287KAA16) | 0.29 | 0.0007 | 0.0007 | ||||||
| US25525PAB31 / Diversified Healthcare Trust | 0.29 | 3.60 | 0.0007 | 0.0000 | |||||
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 A2 VAR 01/25/2064 144A / ABS-CBDO (US17332HAD70) | 0.29 | 0.0007 | 0.0007 | ||||||
| US3132WDWH31 / FHLG 30YR 3.5% 05/01/2046#Q40647 | 0.29 | -6.51 | 0.0007 | -0.0000 | |||||
| US3138WJUZ96 / FNMA 30YR 4% 01/01/2047#AS8699 | 0.29 | -4.65 | 0.0007 | -0.0000 | |||||
| HELIOS SOFTWARE HOLDINGS INC / ION CORPORATE SOLUTIONS FINANCE SARL 8.75% 05/01/2029 144A / DBT (US42329HAB42) | 0.29 | 90.07 | 0.0007 | 0.0003 | |||||
| US36230T2C55 / GNMA 30YR 3.5% 03/15/2043#758871 | 0.29 | -1.37 | 0.0007 | -0.0000 | |||||
| US76009NAL47 / Rent-A-Center Inc/TX | 0.29 | 0.35 | 0.0007 | 0.0001 | |||||
| US651229AW64 / Newell Brands Inc | 0.29 | 1.06 | 0.0007 | 0.0000 | |||||
| US88033GDR83 / Tenet Healthcare Corp | 0.29 | 1.42 | 0.0007 | 0.0000 | |||||
| MARLETTE FUNDING TRUST 2024-1 5.95% 07/17/2034 144A / ABS-CBDO (US57108VAA08) | 0.29 | -45.83 | 0.0007 | -0.0006 | |||||
| RFR USD SOFR-3.76473 12/17/24 30Y LCH / DIR (N/A) | 0.29 | 0.0007 | 0.0007 | ||||||
| US06279JAC36 / Bank of Ireland Group PLC | 0.29 | -0.35 | 0.0007 | -0.0000 | |||||
| US36176W7E57 / Ginnie Mae I Pool | 0.29 | -2.72 | 0.0007 | -0.0000 | |||||
| US30296LAG86 / FREMF Mortgage Trust, Series 2018-K74, Class B | 0.29 | 0.00 | 0.0007 | 0.0000 | |||||
| US893574AM57 / Transcontinental Gas Pipe Line Co. LLC | 0.29 | -5.63 | 0.0007 | -0.0000 | |||||
| US31418CNE02 / Fannie Mae Pool | 0.29 | -4.68 | 0.0007 | -0.0000 | |||||
| US036752AS28 / Anthem Inc | 0.29 | 16.33 | 0.0007 | 0.0001 | |||||
| NORTHWESTERN MUTUAL GLOBAL FUNDING 5.16% 05/28/2031 144A / DBT (US66815L2S71) | 0.29 | -0.35 | 0.0007 | -0.0000 | |||||
| US19425MAA62 / College Avenue Student Loans LLC | 0.29 | -3.06 | 0.0007 | -0.0000 | |||||
| US36485MAK53 / Garda World Security Corp | 0.29 | 1.06 | 0.0007 | 0.0000 | |||||
| US3136AQCV00 / FNR 2015-70 JC 3% 10/45 | 0.28 | -4.70 | 0.0007 | -0.0000 | |||||
| REPUBLIC FIN ISSUANCE TR 24-A B 6.47% 08/20/2032 144A / ABS-CBDO (US76041RAB78) | 0.28 | -0.70 | 0.0007 | -0.0000 | |||||
| US3138ASYN67 / FNMA 30YR 3.5% 10/01/2041#AJ1616 | 0.28 | -2.74 | 0.0007 | -0.0000 | |||||
| US77342JAA16 / Rockford Tower CLO 2018-1 Ltd | 0.28 | -8.09 | 0.0007 | -0.0001 | |||||
| GOVERNMENT NATIONAL MORTGAGE 24-H04 FA SOFR30A+ 02/20/2074 / ABS-CBDO (US38383KQT24) | 0.28 | -1.73 | 0.0007 | -0.0000 | |||||
| US161175AZ73 / Charter Communications Operating LLC / Charter Communications Operating Capital | 0.28 | -88.18 | 0.0007 | -0.0051 | |||||
| US36179MNG14 / Ginnie Mae II Pool | 0.28 | -3.07 | 0.0007 | -0.0000 | |||||
| US31418DYJ52 / FNMA 20YR 2.5% 04/01/2041#MA4312 | 0.28 | -3.08 | 0.0007 | -0.0000 | |||||
| US77313LAA17 / Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc | 0.28 | 0.71 | 0.0007 | 0.0000 | |||||
| US67578KAA43 / OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A | 0.28 | -13.98 | 0.0007 | -0.0001 | |||||
| US30297NAG34 / FREMF Mortgage Trust, Series 2018-KW07, Class C | 0.28 | 4.43 | 0.0007 | 0.0000 | |||||
| US437076CQ35 / Home Depot Inc/The | 0.28 | -5.98 | 0.0007 | -0.0000 | |||||
| US67091TAA34 / OCP SA | 0.28 | -5.37 | 0.0007 | -0.0000 | |||||
| SOFI PERS LN TR 2024-1A R1 0% 02/12/2031 144A / ABS-CBDO (US83407R1059) | 0.28 | -6.31 | 0.0007 | -0.0000 | |||||
| US233331BJ54 / DTE Energy Co | 0.28 | 0.00 | 0.0007 | 0.0000 | |||||
| TAKP34 / Takeda Pharmaceutical Company Limited - Depositary Receipt (Common Stock) | 0.28 | -5.05 | 0.0007 | -0.0000 | |||||
| FLUTTER ENTERTAINMENT TERM B 1LN 05/24/2032 / LON (XAN3313EAJ90) | 0.28 | 0.0007 | 0.0007 | ||||||
| US161175CE27 / Charter Communications Operating LLC / Charter Communications Operating Capital | 0.28 | -1.05 | 0.0007 | -0.0000 | |||||
| US432833AN19 / HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A | 0.28 | 0.71 | 0.0007 | 0.0000 | |||||
| US3137FG6Q37 / FHLMC, Multifamily Structured Pass-Through Certificates, Series W5FX, Class AFX | 0.28 | 0.71 | 0.0007 | 0.0000 | |||||
| US44267DAE76 / HOWARD HUGHES CORP 4.125% 02/01/2029 144A | 0.28 | 2.55 | 0.0007 | 0.0000 | |||||
| WESTINGHOUSE TERM B 1LN 1/27/2031 / LON (US92943LAC46) | 0.28 | 126.61 | 0.0007 | 0.0004 | |||||
| US91911XAV64 / Bausch Health Americas Inc 9.25% 04/01/2026 144A | 0.28 | 108.15 | 0.0007 | 0.0004 | |||||
| US532457CH90 / ELI LILLY AND COMPANY | 0.28 | -5.70 | 0.0007 | -0.0000 | |||||
| US87724RAB87 / Taylor Morrison Communities, Inc. | 0.28 | 0.36 | 0.0007 | 0.0000 | |||||
| XS2404665460 / BNPP AM EURO CLO 2019 BV SER 2019-1A CL AR V/R REGD 144A P/P /EUR/ 0.82000000 | 0.28 | 8.91 | 0.0007 | 0.0001 | |||||
| US50249AAH68 / LYB International Finance III LLC | 0.28 | -44.25 | 0.0007 | -0.0005 | |||||
| US3140QPDV63 / Fannie Mae Pool | 0.28 | -4.75 | 0.0007 | -0.0000 | |||||
| BAMLL 2024-BHP A TSFR1M+235 08/15/2039 144A / ABS-MBS (US05493WAA09) | 0.28 | 0.36 | 0.0007 | 0.0000 | |||||
| US3131XWFH13 / FHLG 30YR 3.5% 03/01/2047#ZM2868 | 0.28 | -2.77 | 0.0007 | -0.0000 | |||||
| MARINER FINANCE ISSUANCE TRUST 2024-A 5.13% 09/22/2036 144A / ABS-CBDO (US567928AA47) | 0.28 | -0.71 | 0.0007 | -0.0000 | |||||
| US61752RAK86 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 3XS 2A4S | 0.28 | -2.78 | 0.0007 | -0.0000 | |||||
| US3140XF3D18 / FNMA UMBS, 20 Year | 0.28 | -4.76 | 0.0007 | -0.0000 | |||||
| US3140JBPU40 / FNMA, Other | 0.28 | -3.78 | 0.0007 | -0.0000 | |||||
| US084664DB47 / Berkshire Hathaway Finance Corp | 0.28 | -3.78 | 0.0007 | -0.0000 | |||||
| US458140BW93 / Intel Corp | 0.28 | 110.53 | 0.0007 | 0.0004 | |||||
| US33767WAL72 / FirstKey Homes 2020-SFR1 Trust | 0.28 | 0.00 | 0.0007 | 0.0000 | |||||
| US3617GM3Q37 / Ginnie Mae II Pool | 0.28 | -3.12 | 0.0007 | -0.0000 | |||||
| HA CR PARTNERS XVI LTD / OHA CR PARTNERS XVI LLC AR TSFR3M+135 10/18/2037 144A / ABS-CBDO (US67115LAJ35) | 0.28 | -0.71 | 0.0007 | -0.0000 | |||||
| BUCKHORN PARK CLO LTD ARR TSFR3M+107 07/18/2034 144A / ABS-CBDO (US118382BA70) | 0.28 | -0.36 | 0.0007 | -0.0000 | |||||
| US3138A53N08 / FNMA 4.00% 1/41 #AH4404 | 0.28 | -3.12 | 0.0007 | -0.0000 | |||||
| US3140J9H209 / FNMA 30YR 3.5% 03/01/2046#BM4748 | 0.28 | -3.79 | 0.0007 | -0.0000 | |||||
| ORL 2024-GLKS A MTG TR TSFR1M+149.25 12/15/2039 144A / ABS-MBS (US67120DAA37) | 0.28 | -0.71 | 0.0007 | -0.0000 | |||||
| US3140LDEB16 / FNMA, Other | 0.28 | -2.11 | 0.0007 | -0.0000 | |||||
| HUNTINGTON AUTO TR 2024-1 5.5% 03/15/2027 144A / ABS-CBDO (US446144AC16) | 0.28 | -41.84 | 0.0007 | -0.0005 | |||||
| US90276WAT45 / UBSCM 2017-C7 XA CSTR 12/50 | 0.28 | -10.32 | 0.0007 | -0.0001 | |||||
| US74736KAH41 / Qorvo Inc | 0.28 | 0.36 | 0.0007 | 0.0000 | |||||
| US38375UR939 / GNMA, Series 2017-H23, Class FA | 0.28 | -13.66 | 0.0007 | -0.0001 | |||||
| US65412JAR41 / Nigeria Government International Bond | 0.28 | -0.71 | 0.0007 | -0.0000 | |||||
| US23345MAA53 / DT MIDSTREAM INC 4.125% 06/15/2029 144A | 0.28 | 0.72 | 0.0007 | 0.0000 | |||||
| US3140X6T350 / FNMA 30YR 3% 05/50#FM3269 | 0.28 | -7.33 | 0.0007 | -0.0001 | |||||
| XS1568888777 / Petroleos Mexicanos | 0.28 | 10.76 | 0.0007 | 0.0001 | |||||
| US3133KYUN74 / Freddie Mac Pool | 0.28 | -2.81 | 0.0007 | -0.0000 | |||||
| US3137FG4P71 / FHLMC, REMIC, Series 4796, Class CZ | 0.28 | -4.81 | 0.0007 | -0.0000 | |||||
| US120568BC39 / Bunge Ltd Finance Corp | 0.28 | 0.73 | 0.0007 | 0.0000 | |||||
| US91481CAD20 / Trustees of the University of Pennsylvania (The), Series 2020 | 0.28 | -8.58 | 0.0007 | -0.0001 | |||||
| US3138EHSV56 / FNMA 30YR 4.5% 11/41#AL1431 | 0.28 | -9.80 | 0.0007 | -0.0001 | |||||
| GC / Goldcana Resources Inc. | 0.28 | 0.0007 | 0.0007 | ||||||
| US3140XBQM58 / FNMA 15YR 1.5% 05/01/2036#FM7659 | 0.28 | -3.16 | 0.0007 | -0.0000 | |||||
| US428104AA14 / Hess Midstream Operations LP | 0.28 | 0.00 | 0.0007 | -0.0000 | |||||
| L1MN34 / Lumen Technologies, Inc. - Depositary Receipt (Common Stock) | 0.28 | 8.66 | 0.0007 | 0.0001 | |||||
| US74333VAL80 / Progress Residential, Series 2021-SFR3, Class E2 | 0.28 | 0.36 | 0.0007 | 0.0000 | |||||
| NOCG34 / Northrop Grumman Corporation - Depositary Receipt (Common Stock) | 0.28 | 123.58 | 0.0007 | 0.0004 | |||||
| US3140MX2N39 / Fannie Mae Pool | 0.28 | -2.83 | 0.0007 | -0.0000 | |||||
| US105756CB40 / Brazilian Government International Bond | 0.28 | -2.48 | 0.0007 | -0.0000 | |||||
| US37185LAL62 / GENESIS ENERGY LP | 0.28 | -0.36 | 0.0007 | -0.0000 | |||||
| US3138WEH696 / FANNIE MAE POOL UMBS P#AS4752 2.50000000 | 0.28 | -6.14 | 0.0007 | -0.0000 | |||||
| US36179RJF73 / Ginnie Mae II Pool | 0.28 | -4.18 | 0.0007 | -0.0000 | |||||
| US599191AA16 / Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd | 0.28 | 18.53 | 0.0007 | 0.0001 | |||||
| VANTAGE DATA CENTERS JERSEY BORROWER SPV LTD 6.172% 05/28/2039 REGS / ABS-CBDO (XS2808281815) | 0.27 | 7.87 | 0.0007 | 0.0000 | |||||
| US3137FHWW91 / FHLMC, REMIC, Series 4830, Class WZ | 0.27 | -3.86 | 0.0007 | -0.0000 | |||||
| US31419HC832 / FNMA 4.50% 2/41 #AE6394 | 0.27 | -2.49 | 0.0007 | -0.0000 | |||||
| US3140M8HG73 / FNMA 20YR 2% 11/01/2041#BU6530 | 0.27 | -2.49 | 0.0007 | -0.0000 | |||||
| US3140XFSF93 / Federal National Mortgage Association | 0.27 | -4.20 | 0.0007 | -0.0000 | |||||
| US38382RHG65 / Government National Mortgage Association, Series 2021-58, Class IY | 0.27 | -1.79 | 0.0007 | -0.0000 | |||||
| US837004CE86 / South Carolina Elec & Gas 5.45% 02/01/41 | 0.27 | -3.86 | 0.0007 | -0.0000 | |||||
| OCWEN LN INVT TR 2024-HB1 3% 02/25/2037 144A / ABS-CBDO (US675952AA39) | 0.27 | -9.87 | 0.0007 | -0.0001 | |||||
| US3133KNAH61 / Freddie Mac Pool | 0.27 | -4.55 | 0.0007 | -0.0000 | |||||
| US12327AAC27 / Business Jet Securities LLC, Series 2022-1A, Class C | 0.27 | -4.55 | 0.0007 | -0.0000 | |||||
| US797440CB87 / San Diego Gas & Electric Co | 0.27 | 0.00 | 0.0007 | 0.0000 | |||||
| BX TR 2025-VLT6 A TSFR1M+144.32 03/15/2030 144A / ABS-MBS (US12433KAA51) | 0.27 | -27.01 | 0.0007 | -0.0002 | |||||
| US055531AA59 / BLP COMMERCIAL MORTGAGE TRUST 2023-IND SER 2023-IND CL A V/R REGD 6.22700000 | 0.27 | -45.29 | 0.0007 | -0.0005 | |||||
| US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) | 0.27 | 0.00 | 0.0007 | 0.0000 | |||||
| US92328MAC73 / Venture Global Calcasieu Pass LLC | 0.27 | 175.76 | 0.0007 | 0.0004 | |||||
| US37046US851 / General Motors Financial Co Inc | 0.27 | -1.80 | 0.0007 | -0.0000 | |||||
| US20826FAV85 / ConocoPhillips Co | 0.27 | -38.74 | 0.0007 | -0.0004 | |||||
| QSR / Restaurant Brands International Inc. | 0.27 | 0.74 | 0.0007 | 0.0000 | |||||
| US91087BAC46 / United Mexican States 4.15% 03/28/2027 Bond | 0.27 | 0.74 | 0.0007 | 0.0000 | |||||
| NORTHRIVER MIDSTREAM FIN 6.75% 07/15/2032 144A / DBT (US66679NAB64) | 0.27 | -1.09 | 0.0007 | -0.0000 | |||||
| US744330AA93 / Prudential Funding Asia PLC | 0.27 | 1.12 | 0.0007 | 0.0000 | |||||
| US3140QM6R01 / FN CB2679 | 0.27 | -4.56 | 0.0007 | -0.0000 | |||||
| US35563PLQ09 / Seasoned Credit Risk Transfer Trust, Series 2019-3, Class M55D | 0.27 | -1.81 | 0.0007 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.27 | 0.0007 | 0.0007 | ||||||
| US3132HLBQ59 / FHLG 30YR 3.5% 08/01/2042#Q10047 | 0.27 | -5.88 | 0.0007 | -0.0000 | |||||
| N1WL34 / Newell Brands Inc. - Depositary Receipt (Common Stock) | 0.27 | -7.17 | 0.0007 | -0.0001 | |||||
| US06051GHG73 / Bank of America Corp | 0.27 | -94.17 | 0.0007 | -0.0105 | |||||
| US04352EAA38 / Ascension Health | 0.27 | 0.37 | 0.0007 | 0.0000 | |||||
| US38869AAD90 / Graphic Packaging International LLC | 0.27 | 0.00 | 0.0007 | 0.0000 | |||||
| US110122DR63 / BRISTOL-MYERS SQUIBB CO 2.35% 11/13/2040 | 0.27 | -3.90 | 0.0007 | -0.0000 | |||||
| TRANSDIGM INC 6.375% 05/31/2033 144A / DBT (US893647BY22) | 0.27 | 0.0007 | 0.0007 | ||||||
| US210518DU76 / CONSUMERS ENERGY COMPANY | 0.27 | -1.09 | 0.0007 | -0.0000 | |||||
| US29365TAH77 / Entergy Texas Inc. | 0.27 | -6.55 | 0.0007 | -0.0000 | |||||
| US92535UAB08 / Vertiv Group Corp | 0.27 | 0.74 | 0.0007 | 0.0000 | |||||
| US12803RAB06 / CaixaBank SA | 0.27 | -0.37 | 0.0007 | -0.0000 | |||||
| US65473FAE79 / Nissan Auto Lease Trust 2023-B | 0.27 | -0.37 | 0.0007 | -0.0000 | |||||
| US043436AW48 / Asbury Automotive Group Inc | 0.27 | -0.37 | 0.0007 | -0.0000 | |||||
| US06540WBD48 / Bank 2019-BNK19 | 0.27 | 0.00 | 0.0007 | 0.0000 | |||||
| US96949VAL71 / Williams Scotsman Inc | 0.27 | 0.00 | 0.0007 | -0.0000 | |||||
| US02765UEK60 / AMERICAN MUNI PWR-OHIO INC OH REVENUE | 0.27 | -5.92 | 0.0007 | -0.0000 | |||||
| MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC B TSFR3M+205 04/25/2037 144A / ABS-CBDO (US55821YAC03) | 0.27 | -0.74 | 0.0006 | -0.0000 | |||||
| MSWF COMMERCIAL MORTGAGE TRUST 23-2 VAR 12/15/2056 144A / ABS-MBS (US55361AAA25) | 0.27 | -2.17 | 0.0006 | -0.0000 | |||||
| US3140Q9MV28 / FNMA, 30 Year | 0.27 | -2.89 | 0.0006 | -0.0000 | |||||
| CA135087Q236 / Canadian Government Bond | 0.27 | 3.07 | 0.0006 | 0.0000 | |||||
| OHA CREDIT FUNDING 9 LTD A1R TSFR3M+135 10/19/2037 144A / ABS-CBDO (US67690AAN19) | 0.27 | -0.74 | 0.0006 | -0.0000 | |||||
| US153527AP10 / Central Garden & Pet Co | 0.27 | 1.13 | 0.0006 | 0.0000 | |||||
| US3140JB2H88 / Fannie Mae Pool | 0.27 | -4.95 | 0.0006 | -0.0000 | |||||
| US3138LEGP03 / FNMA, Other | 0.27 | -0.37 | 0.0006 | -0.0000 | |||||
| US87157DAG43 / Synaptics Inc | 0.27 | 0.37 | 0.0006 | 0.0000 | |||||
| US02005NBS80 / Ally Financial Inc | 0.27 | -1.47 | 0.0006 | -0.0000 | |||||
| US30305EAE86 / FREMF Mortgage Trust, Series 2017-K68, Class B | 0.27 | 0.37 | 0.0006 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.27 | -0.37 | 0.0006 | -0.0000 | |||||
| NLT 2025-INV1 TR CSTR 07/25/2070 / ABS-CBDO (US62916TAF66) | 0.27 | 0.0006 | 0.0006 | ||||||
| NGL ENERGY OPER LLC/FIN CORP 8.125% 02/15/2029 144A / DBT (US62922LAC28) | 0.27 | -4.29 | 0.0006 | -0.0000 | |||||
| US43730VAC28 / Home RE 2021-2 Ltd | 0.27 | -37.53 | 0.0006 | -0.0004 | |||||
| US3140KSK550 / FNMA 20YR 2% 10/01/2041#BQ6615 | 0.27 | -3.94 | 0.0006 | -0.0000 | |||||
| US3140E9H410 / FNMA 15YR 3.5% 01/31#BA4750 | 0.27 | -7.61 | 0.0006 | -0.0001 | |||||
| US31417FNS38 / FNMA 30YR 3% 2/43 #AB8500 | 0.27 | -2.91 | 0.0006 | -0.0000 | |||||
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1 6.55% 01/25/2054 144A / ABS-MBS (US92261CAA27) | 0.27 | -12.46 | 0.0006 | -0.0001 | |||||
| US36170JAB26 / GGAM Finance Ltd | 0.27 | -0.37 | 0.0006 | -0.0000 | |||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 0.27 | -0.75 | 0.0006 | -0.0000 | |||||
| US3140XJRK10 / FNMA 30YR 4% 04/01/2050#FS3189 | 0.27 | -3.62 | 0.0006 | -0.0000 | |||||
| ALLY AUTO RECEIVABLES TRUST 2024-1 5.32% 01/15/2027 / ABS-CBDO (US02008FAB04) | 0.27 | -57.30 | 0.0006 | -0.0009 | |||||
| US038370AB82 / Aqua Finance Trust, Series 2019-A, Class B | 0.27 | -8.59 | 0.0006 | -0.0001 | |||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 0.27 | -0.38 | 0.0006 | -0.0000 | |||||
| US36202FKN59 / Ginnie Mae II Pool | 0.27 | -2.57 | 0.0006 | -0.0000 | |||||
| US92553PBB76 / Viacom, Inc. | 0.27 | -0.38 | 0.0006 | -0.0000 | |||||
| FIBERCOP SPA 6.375% 11/15/2033 144A / DBT (US683879AB65) | 0.27 | -1.49 | 0.0006 | -0.0000 | |||||
| US312934XP20 / FHLG 30YR 5.0% 08/39#A87886 | 0.27 | -2.21 | 0.0006 | -0.0000 | |||||
| US89787RAH57 / TruGreen Limited Partnership 2020 Term Loan | 0.27 | 26.19 | 0.0006 | 0.0001 | |||||
| US23311VAJ61 / DCP Midstream Operating LP | 0.26 | -0.38 | 0.0006 | -0.0000 | |||||
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC 6.4319% 07/15/2043 144A / ABS-MBS (US95004AAG85) | 0.26 | -0.75 | 0.0006 | -0.0000 | |||||
| US38528UAE64 / Grand Canyon University | 0.26 | 0.0006 | 0.0006 | ||||||
| US06541ABN90 / BANK 2021-BNK31 02/2054 | 0.26 | -3.30 | 0.0006 | -0.0000 | |||||
| UST BILLS 0% 08/21/2025 / DBT (US912797PP64) | 0.26 | 0.0006 | 0.0006 | ||||||
| US31417ECN94 / Fannie Mae Pool | 0.26 | -4.69 | 0.0006 | -0.0000 | |||||
| US38141GZR81 / Goldman Sachs Group Inc/The | 0.26 | 0.38 | 0.0006 | 0.0000 | |||||
| US3128M8UV49 / FHLG 5.00% 6/41 #G06596 | 0.26 | -5.05 | 0.0006 | -0.0000 | |||||
| US3138MQUJ08 / FANNIE MAE POOL UMBS P#AQ8684 3.00000000 | 0.26 | -2.59 | 0.0006 | -0.0000 | |||||
| PRPM 2024-RCF6 A1 LLC VAR 10/25/2054 144A / ABS-CBDO (US74390FAA75) | 0.26 | -2.95 | 0.0006 | -0.0000 | |||||
| US150190AE64 / Cedar Fair LP | 0.26 | 0.38 | 0.0006 | 0.0000 | |||||
| US36241LTS50 / Ginnie Mae I Pool | 0.26 | -2.60 | 0.0006 | -0.0000 | |||||
| US3132KFL347 / Freddie Mac Gold Pool | 0.26 | -5.07 | 0.0006 | -0.0000 | |||||
| HESS MIDSTREAM PARTNERS LP 5.875% 03/01/2028 144A / DBT (US428102AH01) | 0.26 | 0.38 | 0.0006 | 0.0000 | |||||
| US29103DAM83 / Emera US Finance LP | 0.26 | -5.42 | 0.0006 | -0.0000 | |||||
| BDS 2024-FL13 LLC A TSFR1M+157.615 09/19/2039 144A / ABS-CBDO (US05555MAA71) | 0.26 | 0.00 | 0.0006 | -0.0000 | |||||
| US47770VBQ23 / JobsOhio Beverage System | 0.26 | -2.60 | 0.0006 | -0.0000 | |||||
| WYNN RESORTS FIN LLC / CAP CORP 6.25% 03/15/2033 144A / DBT (US983133AD10) | 0.26 | -0.76 | 0.0006 | -0.0000 | |||||
| US822582AT91 / Shell International Finance B.v. 3.625% Guaranteed Notes Due 2042 | 0.26 | -4.03 | 0.0006 | -0.0000 | |||||
| US3622AB5X65 / GNMA II, 30 Year | 0.26 | -3.33 | 0.0006 | -0.0000 | |||||
| US3128MJWQ99 / Freddie Mac Gold Pool | 0.26 | -4.40 | 0.0006 | -0.0000 | |||||
| US12662JAA07 / CSMCM 2022-RPL1 CERT | 0.26 | -2.61 | 0.0006 | -0.0000 | |||||
| US25278XAQ25 / Diamondback Energy Inc | 0.26 | -36.34 | 0.0006 | -0.0004 | |||||
| US31416XJ848 / Fannie Mae Pool | 0.26 | -6.79 | 0.0006 | -0.0000 | |||||
| US3133WJAR04 / FHLG 15YR 3% 04/01/2037#QO0016 | 0.26 | -6.45 | 0.0006 | -0.0000 | |||||
| US281020AW79 / EDISON INTERNATIONAL | 0.26 | -48.01 | 0.0006 | -0.0006 | |||||
| US12510HAJ95 / CARS-DB4 LP | 0.26 | -2.61 | 0.0006 | -0.0000 | |||||
| US00404AAP49 / Acadia Healthcare Co., Inc. | 0.26 | 2.76 | 0.0006 | 0.0000 | |||||
| US3132D9F258 / FHLG 20YR 2.5% 09/01/2041#SC0185 | 0.26 | -4.04 | 0.0006 | -0.0000 | |||||
| SANTANDER UK GROUP HOLDINGS PLC 5.694%/VAR 04/15/2031 / DBT (US80281LAV71) | 0.26 | 0.0006 | 0.0006 | ||||||
| XS2560756798 / SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS | 0.26 | 5.69 | 0.0006 | 0.0000 | |||||
| US771049AA15 / RBLX 3 7/8 05/01/30 | 0.26 | 1.17 | 0.0006 | 0.0000 | |||||
| US110122CQ99 / Bristol-Myers Squibb Co | 0.26 | -2.62 | 0.0006 | -0.0000 | |||||
| US73358WRP13 / PORT AUTH OF NEW YORK & NEW JERSEY NY | 0.26 | -5.80 | 0.0006 | -0.0000 | |||||
| WHITEBOX CLO III LTD A1R TSFR3M+127 10/15/2035 144A / ABS-CBDO (US96467HAL06) | 0.26 | 0.00 | 0.0006 | -0.0000 | |||||
| GOOGL / Alphabet Inc. - Depositary Receipt (Common Stock) | 0.26 | 0.0006 | 0.0006 | ||||||
| JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product | 0.26 | 0.00 | 0.0006 | 0.0000 | |||||
| US71360HAB33 / PERATON CORP | 0.26 | 24.04 | 0.0006 | 0.0001 | |||||
| US3140X9H573 / FNMA 30YR 2.5% 01/01/2051#FM5651 | 0.26 | -6.18 | 0.0006 | -0.0000 | |||||
| US3128MMV676 / FHLG 15YR 3% 03/01/2032#G18636 | 0.26 | -5.51 | 0.0006 | -0.0000 | |||||
| US92328MAB90 / Venture Global Calcasieu Pass LLC | 0.26 | -0.77 | 0.0006 | -0.0000 | |||||
| US852234AP86 / CORPORATE BONDS | 0.26 | 22.97 | 0.0006 | 0.0001 | |||||
| US03969YAA64 / Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | 0.26 | 0.78 | 0.0006 | 0.0000 | |||||
| RDN / Radian Group Inc. | 0.26 | -0.39 | 0.0006 | -0.0000 | |||||
| US61772BAC72 / Morgan Stanley | 0.26 | -3.38 | 0.0006 | -0.0000 | |||||
| US3138WGG651 / Fannie Mae Pool | 0.26 | -4.46 | 0.0006 | -0.0000 | |||||
| FX Forward: USD/EUR settle 2025-06-03 / DFE (N/A) | 0.26 | 0.0006 | 0.0006 | ||||||
| US67052NAB10 / NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC 5% 01/27/2030 144A | 0.26 | -1.92 | 0.0006 | -0.0000 | |||||
| US373334KN09 / Georgia Power Co | 0.26 | 64.10 | 0.0006 | 0.0002 | |||||
| US3132DP4T25 / FHLG 30YR 3.5% 06/01/2052#SD2634 | 0.26 | -5.54 | 0.0006 | -0.0000 | |||||
| US19240CAE30 / Cogent Communications Group Inc | 0.26 | -0.39 | 0.0006 | -0.0000 | |||||
| US31292LW924 / FHLG 30YR 3.0% 10/01/2042#C04272 | 0.26 | -2.29 | 0.0006 | -0.0000 | |||||
| US83545GBD34 / Sonic Automotive Inc | 0.26 | 1.59 | 0.0006 | 0.0000 | |||||
| US87264ABS33 / T-MOBILE USA INC 2.625% 02/15/2029 | 0.26 | 0.39 | 0.0006 | 0.0000 | |||||
| US02209SAR40 / Altria Group Inc | 0.26 | 226.92 | 0.0006 | 0.0004 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.26 | 0.0006 | 0.0006 | ||||||
| US345370CQ17 / Ford Motor Company 4.75% 01/15/43 | 0.26 | -3.77 | 0.0006 | -0.0000 | |||||
| US05990QAB95 / Banc of America Funding Corp | 0.26 | -1.54 | 0.0006 | -0.0000 | |||||
| US43732TAJ07 / Home Partners of America Trust, Series 2019-2, Class E | 0.26 | 0.00 | 0.0006 | -0.0000 | |||||
| US237266AJ06 / Darling Ingredients Inc | 0.26 | 0.00 | 0.0006 | -0.0000 | |||||
| US20753YAF97 / Connecticut Avenue Securities Trust 2022-R04 | 0.26 | -1.16 | 0.0006 | -0.0000 | |||||
| US431571AE83 / HILLENBRAND INC 3.75% 03/01/2031 | 0.26 | -1.54 | 0.0006 | -0.0000 | |||||
| BX TR 2025-TAIL E TSFR1M+330 06/15/2035 144A / ABS-MBS (US123912AJ63) | 0.26 | 0.0006 | 0.0006 | ||||||
| ALA TRUST 2025-OANA TSFR1M+309.072 06/15/2030 144A / ABS-MBS (US009920AG42) | 0.25 | 0.0006 | 0.0006 | ||||||
| US54627RAM25 / LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH | 0.25 | -0.78 | 0.0006 | -0.0000 | |||||
| SM / SM Energy Company | 0.25 | -2.31 | 0.0006 | -0.0000 | |||||
| US37940XAD49 / Global Payments Inc | 0.25 | -33.51 | 0.0006 | -0.0003 | |||||
| US30161MAG87 / Exelon Generation Co Llc Senior Notes 6.25% 10/01/39 | 0.25 | -1.55 | 0.0006 | -0.0000 | |||||
| NTT FINANCE CORP 5.136% 07/02/2031 144A / DBT (US62954WAN56) | 0.25 | -0.78 | 0.0006 | -0.0000 | |||||
| US345397B512 / Ford Motor Credit Co LLC | 0.25 | -0.78 | 0.0006 | -0.0000 | |||||
| US698299BH68 / Panama Government International Bond | 0.25 | -3.05 | 0.0006 | -0.0000 | |||||
| US31395MT747 / FHR 2933 ZM 5.75% 02/15/2035 | 0.25 | -2.68 | 0.0006 | -0.0000 | |||||
| US458140BV11 / Intel Corp | 0.25 | 0.0006 | 0.0006 | ||||||
| US3132CWA797 / Freddie Mac Pool | 0.25 | -7.30 | 0.0006 | -0.0000 | |||||
| US071734AM99 / Bausch Health Cos Inc | 0.25 | -9.29 | 0.0006 | -0.0001 | |||||
| US03952HAD61 / Arches Buyer Inc 2021 Term Loan B | 0.25 | -0.39 | 0.0006 | -0.0000 | |||||
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL D TSFR1M+ 05/15/2037 144A / ABS-MBS (US403956AG02) | 0.25 | -0.78 | 0.0006 | -0.0000 | |||||
| ROCHE HLDGS INC 4.79% 03/08/2029 144A / DBT (US771196CJ98) | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| US3138W9BG48 / Fannie Mae Pool | 0.25 | -3.80 | 0.0006 | -0.0000 | |||||
| DRYDEN 40 SENIOR LOAN FUND AR2 TSFR3M+115 08/15/2031 144A / ABS-CBDO (US26244GAS49) | 0.25 | -7.33 | 0.0006 | -0.0000 | |||||
| US3132DPMY15 / FHLG 30YR 5% 12/01/2052#SD2175 | 0.25 | -2.69 | 0.0006 | -0.0000 | |||||
| US36209RUT84 / Ginnie Mae I Pool | 0.25 | -1.94 | 0.0006 | -0.0000 | |||||
| US3138YGEW82 / FNMA 30YR 3.0% 02/01/2045#AY2848 | 0.25 | -2.32 | 0.0006 | -0.0000 | |||||
| US3133AHB632 / FR 03/51 FIXED 2 | 0.25 | -5.60 | 0.0006 | -0.0000 | |||||
| US024747AF43 / American Builders & Contractors Supply Co., Inc. | 0.25 | 0.80 | 0.0006 | 0.0000 | |||||
| US31307G2R98 / FHLG 15YR 3.0% 04/01/2029#J27984 | 0.25 | -8.36 | 0.0006 | -0.0001 | |||||
| US225313AK19 / Credit Agricole SA | 0.25 | 0.80 | 0.0006 | 0.0000 | |||||
| US00489TAG13 / ACRE Commercial Mortgage 2021-FL4 Ltd | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| S1NN34 / Smith & Nephew plc - Depositary Receipt (Common Stock) | 0.25 | 0.00 | 0.0006 | 0.0000 | |||||
| US92939UAE64 / WEC Energy Group, Inc. | 0.25 | 1.61 | 0.0006 | 0.0000 | |||||
| US12510HAH30 / CARS-DB4 LP | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| US05490TAA07 / BBCCRE Trust, Series 2015-GTP, Class A | 0.25 | -4.55 | 0.0006 | -0.0000 | |||||
| US159864AG27 / Charles River Laboratories International Inc | 0.25 | -22.53 | 0.0006 | -0.0002 | |||||
| US929566AL19 / Wabash National Corp | 0.25 | -5.64 | 0.0006 | -0.0000 | |||||
| BNP / BNP Paribas SA | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| US85172FAQ28 / Springleaf Finance Corp 6.625% 01/15/2028 | 0.25 | 0.0006 | 0.0006 | ||||||
| US31335BEU61 / Freddie Mac Gold Pool | 0.25 | -4.92 | 0.0006 | -0.0000 | |||||
| TOORAK MORTGAGE TRUST 2024-2 6.329% 10/25/2031 144A / ABS-CBDO (US89055KAA07) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| US31417CAZ86 / Fannie Mae Pool | 0.25 | -5.64 | 0.0006 | -0.0000 | |||||
| US3138EAEZ63 / FNMA 30YR 4% 04/42#AK5551 | 0.25 | -2.71 | 0.0006 | -0.0000 | |||||
| US50188YAE41 / LCM XXIV Ltd | 0.25 | -75.46 | 0.0006 | -0.0019 | |||||
| HPS LN MGMT 2024-20 LTD/LLC C TSFR3M+220 07/25/2037 144A / ABS-CBDO (US40443WAE03) | 0.25 | 0.40 | 0.0006 | 0.0000 | |||||
| US05578AE465 / BPCE SA | 0.25 | 0.00 | 0.0006 | 0.0000 | |||||
| OCP CLO 2024-37 LTD / OCPCLO 2024-37 LLC A1 TSFR3M+136 10/15/2037 144A / ABS-CBDO (US67120AAA97) | 0.25 | 0.40 | 0.0006 | 0.0000 | |||||
| HPS LN MGMT 2024-20 LTD/LLC D1 TSFR3M+330 07/25/2037 144A / ABS-CBDO (US40443WAG50) | 0.25 | -0.79 | 0.0006 | -0.0000 | |||||
| US3138E6VH69 / Fannie Mae Pool | 0.25 | -3.83 | 0.0006 | -0.0000 | |||||
| US665531AG42 / Northern Oil and Gas Inc | 0.25 | 0.0006 | 0.0006 | ||||||
| US36210EFB02 / GNMA 4.00% 11/41 #489862 | 0.25 | -1.57 | 0.0006 | -0.0000 | |||||
| US31335BLX28 / FHLG 30YR 4.5% 12/01/2045#G61242 | 0.25 | -7.06 | 0.0006 | -0.0000 | |||||
| US03769HAG20 / APIDOS CLO 37A D TSFR3M+331.161 10/22/2034 144A | 0.25 | 0.00 | 0.0006 | 0.0000 | |||||
| SIGNAL PEAK CLO 5 LTD / SIGNAL PEAK CLO 5 LLC A1R TSFR3M+155 04/25/2037 144A / ABS-CBDO (US82666VAA26) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| ANCHORAGE CAP CLO 29 LTD / ANCHORAGE CAP CLO 29 LLC A1 TSFR3M+160 07/20/2037 144A / ABS-CBDO (US03332QAA31) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| CARLYLE US CLO 2017-3 LTD BR2 TSFR3M+178 10/21/2037 144A / ABS-CBDO (US14314FBC14) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| 1988 CLO 5 LTD / 1988 CLO 5 LLC A1 TSFR3M+154 07/15/2037 144A / ABS-CBDO (US68252PAA49) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R05 2M2 SOFR30A+170 07/25/2044 144A / ABS-CBDO (US20754XAC74) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| GENERATE CLO 7 LTD / GENERATE CLO 7 LLC A1R TSFR3M+162 04/22/2037 144A / ABS-CBDO (US37149LAL18) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| OHA CREDIT FUNDING 9 LTD B1R TSFR3M+170 10/19/2037 144A / ABS-CBDO (US67690AAS06) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| XS2290544068 / CPI Property Group SA | 0.25 | 8.23 | 0.0006 | 0.0000 | |||||
| ELMWOOD CLO 30 LTD / ELMWOOD CLO 30 LLC A TSFR3M+143 07/17/2037 144A / ABS-CBDO (US29001JAA43) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| OHA LOAN FUNDING 2016-1 LTD A1R2 TSFR3M+146 07/20/2037 144A / ABS-CBDO (US67110UAW99) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| US12529YBN13 / Cascade Funding Mortgage Trust, Series 2021-FRR1, Class CKW1 | 0.25 | 1.63 | 0.0006 | 0.0000 | |||||
| SAGARD-HALSEYPOINT CLO 8 LTD A1 TSFR3M+139 01/30/2038 144A / ABS-CBDO (US78662AAA07) | 0.25 | 0.0006 | 0.0006 | ||||||
| OCP CLO 2016-12 LTD BAR3 TSFR3M+168 10/18/2037 144A / ABS-CBDO (US67092RBC16) | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| US03768WAL90 / Apidos CLO XXXIV, Series 2020-34A, Class A1R | 0.25 | 0.00 | 0.0006 | 0.0000 | |||||
| EQUINIX EUROPE 2 FINANCING CORP LLC 5.5% 06/15/2034 / DBT (US29390XAA28) | 0.25 | -37.97 | 0.0006 | -0.0003 | |||||
| ELMWOOD CLO VI LTD ARR TSFR3M+138 07/18/2037 144A / ABS-CBDO (US29001VAU35) | 0.25 | -50.20 | 0.0006 | -0.0006 | |||||
| OWL ROCK CLO XVIII LLC A TSFR3M+170 07/24/2036 144A / ABS-CBDO (US69122HAA86) | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| OHA CR FDG 17 LLC A TSFR3M+148 04/20/2037 144A / ABS-CBDO (US67109SAA50) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| RAD CLO 7 LTD CR TSFR3M+260 04/17/2036 144A / ABS-CBDO (US74936GAE89) | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| REGATTA XXVII FUNDING LTD A1 TSFR3M+153 04/26/2037 144A / ABS-CBDO (US758970AA56) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| OCP CLO LTD AR2 TSFR3M+140 07/20/2037 144A / ABS-CBDO (US67113LAW63) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| US55817HAN98 / Madison Park Funding LXII Ltd | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| REGATTA 30 FDG LTD / REGATTA 30 FDG LLC A1 TSFR3M+132 01/25/2038 144A / ABS-CBDO (US75903UAA16) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| GCBSL 2020-48A A1R TSFR3M+131 04/17/2038 144A / ABS-CBDO (US38177DAQ16) | 0.25 | 0.0006 | 0.0006 | ||||||
| US25260WAD39 / Diamond Foreign Asset Co / Diamond Finance LLC | 0.25 | -3.47 | 0.0006 | -0.0000 | |||||
| SIXTH STR CLO IX LTD/LLC AR TSFR3M+138 07/21/2037 144A / ABS-CBDO (US83012CAC91) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| OHA CREDIT FUNDING 5 LTD B1R TSFR3M+170 10/18/2037 144A / ABS-CBDO (US67113GAW78) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| RAD CLO 7 LTD B1R TSFR3M+190 04/17/2036 144A / ABS-CBDO (US74936GAC24) | 0.25 | 0.00 | 0.0006 | 0.0000 | |||||
| FLATIRON CLO LT A2R TSFR3M+158 10/19/2037 144A / ABS-CBDO (US33883PAS65) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| SYCAMORE TREE CLO LTD B TSFR3M+225 04/20/2036 144A / ABS-CBDO (US87122YAE59) | 0.25 | 0.00 | 0.0006 | 0.0000 | |||||
| US896215AH37 / TriMas Corp | 0.25 | 0.40 | 0.0006 | 0.0000 | |||||
| SANDSTONE PEAK LTD A2R TSFR3M+168 10/15/2034 144A / ABS-CBDO (US800130AQ97) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| SYMPHONY CLO 46 LTD A2 TSFR3M+159 01/20/2038 144A / ABS-CBDO (US87170WAC47) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| OCP CLO 2024-38 LTD / OCP CLO 2024-38 LLC A TSFR3M+133 01/21/2038 144A / ABS-CBDO (US67120KAA79) | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| US12598YAA64 / Cifc Funding 2023-III Ltd | 0.25 | -0.79 | 0.0006 | -0.0000 | |||||
| CIFC FUNDING 2021-1 LTD BR TSFR3M+175 07/25/2037 144A / ABS-CBDO (US12563EAQ61) | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| ACA / Crédit Agricole S.A. | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| US263534CR89 / EIDP INC SR UNSEC 4.8% 05-15-33 | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| US69700GAJ13 / Palmer Square CLO 2019-1 Ltd | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| PALMER SQUARE 2024-2 LLC B TSFR3M+165 07/20/2037 144A / ABS-CBDO (US69703LAE83) | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| SILVER PT CLO 7 LTD / SILVER PT CLO 7 LLC A1 TSFR3M+136 01/15/2038 144A / ABS-CBDO (US82808UAA34) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| US67109BDC54 / OHALF_15-1A | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| US87168BAC46 / Symphony CLO XXVIII Ltd., Series 2021-28A, Class A | 0.25 | 0.40 | 0.0006 | 0.0000 | |||||
| AGL CLO 37 LTD A1 TSFR3M+124 04/22/2038 144A / ABS-CBDO (US00121MAA36) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| RR 32 LTD / RR 32 LLC A2R TSFR3M+170 10/15/2039 144A / ABS-CBDO (US74988CAC82) | 0.25 | 0.00 | 0.0006 | 0.0000 | |||||
| SANDSTONE PEAK LTD B1R TSFR3M+183 10/15/2034 144A / ABS-CBDO (US800130AS53) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| AGL CORE CLO 2 LTD / AGL CORE 2 LLC A1R TSFR3M+146 07/20/2037 144A / ABS-CBDO (US001200AJ39) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| AGL CLO 32 LTD A1 TSFR3M+138 07/21/2037 144A / ABS-CBDO (US00121BAA70) | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| US08182FAN96 / Benefit Street Partners CLO XX Ltd | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| CARVAL CLO A1R TSFR3M+142 10/22/2037 144A / ABS-CBDO (US14686NAL55) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| US03329KAY91 / ANCHC_16-8A | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| US77341LAA70 / Rockford Tower CLO 2021-2 Ltd | 0.25 | 0.00 | 0.0006 | 0.0000 | |||||
| US12549JBC45 / CIFC Funding 2014 Ltd., Series 2014-1A, Class BR2 | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| HALSEYPOINT CLO 6 LTD / HALSEYPOINT CLO 6 LLC A1R TSFR3M+135 01/20/2038 144A / ABS-CBDO (US40639GAN97) | 0.25 | 0.0006 | 0.0006 | ||||||
| US89532WAA71 / TRESTLES CLO Ltd., Series 2021-4A, Class A | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| RR 32 LTD / RR 32 LLC A1R TSFR3M+136 10/15/2039 144A / ABS-CBDO (US74988CAA27) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| OCP CLO 2016-11 LTD A1R2 TSFR3M+142 04/26/2036 144A / ABS-CBDO (US67110DBA46) | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| AGL CLO 35 LTD A1 TSFR3M+134 01/21/2038 144A / ABS-CBDO (US00852KAA25) | 0.25 | 0.0006 | 0.0006 | ||||||
| US73052VAA35 / PARPK 2021-1A A | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC A1R TSFR3M+129 08/20/2034 144A / ABS-CBDO (US26253BAN47) | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| OCTAGON 75 LTD A1 TSFR3M+120 01/22/2038 144A / ABS-CBDO (US67579EAA73) | 0.25 | 0.0006 | 0.0006 | ||||||
| MIDOCEAN CR CLO XI LTD / MIDOCEAN CR CLO XI LLC A1R2 TSFR3M+121 01/18/2036 144A / ABS-CBDO (US59801ABA16) | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| MADISON PARK FUNDING LTD A1R TSFR3M+128 07/27/2034 144A / ABS-CBDO (US55822GAQ73) | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| NEW MTN CLO 7 LTD / LLC A1 TSFR3M+ 03/31/2038 144A / ABS-CBDO (US64754YAA73) | 0.25 | 0.0006 | 0.0006 | ||||||
| CIFC FDG 2021-IV LTD / CIFC FDG 2021-IV LLC AR TSFR3M+136 07/23/2037 144A / ABS-CBDO (US12547DAL01) | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| MIDOCEAN CREDIT CLO XII LTD A1R TSFR3M+134 04/18/2036 144A / ABS-CBDO (US59803TAQ40) | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| OCP CLO 2020-8R LTD BR TSFR3M+165 10/17/2036 144A / ABS-CBDO (US670898AS45) | 0.25 | 0.00 | 0.0006 | 0.0000 | |||||
| SIGNAL PEAK CLO 14 LTD A TSFR3M+130 01/22/2038 144A / ABS-CBDO (US82667FAA66) | 0.25 | 0.0006 | 0.0006 | ||||||
| US156504AL63 / CENTURY COMMUNITIES REGD 6.75000000 | 0.25 | 0.00 | 0.0006 | 0.0000 | |||||
| OCP CLO 2024-37 LTD / OCPCLO 2024-37 LLC B1 TSFR3M+168 10/15/2037 144A / ABS-CBDO (US67120AAE10) | 0.25 | -0.80 | 0.0006 | -0.0000 | |||||
| PALMER SQUARE LOAN FUNDING 2022-3 LTD A1BR TSFR3M+140 04/15/2031 144A / ABS-CBDO (US69690CAN39) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| HYUNDAI CAP AMER FRN SOFR+104 03/19/2027 144A / DBT (US44891ACZ84) | 0.25 | -0.80 | 0.0006 | -0.0000 | |||||
| US337932AP26 / FirstEnergy Corp | 0.25 | -25.67 | 0.0006 | -0.0002 | |||||
| WILDWOOD PARK CLO LTD A TSFR3M+136 10/20/2037 144A / ABS-CBDO (US968209AA47) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| ARES LXVII CLO LTD A1R TSFR3M+119 01/25/2038 144A / ABS-CBDO (US039939AN31) | 0.25 | 0.0006 | 0.0006 | ||||||
| JUNIPER VALLEY PARK CLO LLC BR TSFR3M+155 07/20/2036 144A / ABS-CBDO (US48206KAS50) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| NEUBERGER BERMAN CLO XX LTD A1R3 TSFR3M+115 04/15/2039 144A / ABS-CBDO (US64130TBJ34) | 0.25 | 0.0006 | 0.0006 | ||||||
| DIAMETER CAP CLO 3 LTD / DIAMETER CAP CLO 3 LLC A1R TSFR3M+133 01/15/2038 144A / ABS-CBDO (US25255JAL17) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| 1988 CLO 2 LTD A1R TSFR3M+120 04/15/2038 144A / ABS-CBDO (US653947AJ01) | 0.25 | 0.0006 | 0.0006 | ||||||
| SILVER POINT CLO 8 LTD A1 TSFR3M+121 04/15/2038 144A / ABS-CBDO (US827918AA13) | 0.25 | 0.0006 | 0.0006 | ||||||
| US723787AR88 / Pioneer Natural Resources Co | 0.25 | 0.40 | 0.0006 | 0.0000 | |||||
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM3 7.173624% 11/25/2064 144A / ABS-CBDO (US647910AG33) | 0.25 | -3.49 | 0.0006 | -0.0000 | |||||
| ELMWOOD CLO 38 LTD A TSFR3M+115 04/22/2038 144A / ABS-CBDO (US289908AA34) | 0.25 | 0.0006 | 0.0006 | ||||||
| TCW CLO 2019-2 LTD A1R2 TSFR3M+127 01/20/2038 144A / ABS-CBDO (US87242BBG41) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| US3138WLCE16 / Fannie Mae Pool | 0.25 | -3.49 | 0.0006 | -0.0000 | |||||
| GOLDENTREE LOAN MANAGEMENT US CLO 16 LTD ARR TSFR3M+112 01/20/2038 144A / ABS-CBDO (US38090AAQ13) | 0.25 | 0.0006 | 0.0006 | ||||||
| BBAM US CLO I LTD AR TSFR3M+120 03/30/2038 144A / ABS-CBDO (US054978AL59) | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| GREYSTONE CRE NOTES 2025-FL4 LLC A TSFR1M+ 01/15/2043 144A / ABS-CBDO (US39810MAA71) | 0.25 | 0.0006 | 0.0006 | ||||||
| US03027XCD03 / American Tower Corp | 0.25 | -58.08 | 0.0006 | -0.0008 | |||||
| GOLDENTREE LN MGMT US CLO 11 LTD AR TSFR3M+108 10/20/2034 144A / ABS-CBDO (US38138KAL44) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| KKR CLO 35 LTD AR TSFR3M+120 01/20/2038 144A / ABS-CBDO (US48254LAN55) | 0.25 | 0.0006 | 0.0006 | ||||||
| RAD CLO 21 LTD A1R TSFR3M+107 01/25/2037 144A / ABS-CBDO (US750099AJ27) | 0.25 | -0.40 | 0.0006 | -0.0000 | |||||
| US651229AX48 / Newell Brands Inc | 0.25 | -17.00 | 0.0006 | -0.0001 | |||||
| US03073EAJ47 / Amerisourcebergen Corp 3.50% Senior Notes 11/15/21 | 0.25 | -0.80 | 0.0006 | -0.0000 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.25 | -0.80 | 0.0006 | -0.0000 | |||||
| US3140XJ2V43 / FNMA 20YR 2% 08/01/2042#FS3487 | 0.25 | -2.75 | 0.0006 | -0.0000 | |||||
| UEPCN / Union Electric Company - Preferred Stock | 0.25 | -6.06 | 0.0006 | -0.0000 | |||||
| US87901JAJ43 / TEGNA Inc | 0.25 | 1.64 | 0.0006 | 0.0000 | |||||
| OAKTREE CLO 2021-2 LTD AR TSFR3M+97 01/15/2035 144A / ABS-CBDO (US67389BAQ86) | 0.25 | -0.80 | 0.0006 | -0.0000 | |||||
| US3138W9KT67 / FNMA 30YR 3.0% 08/01/2043#AS0305 | 0.25 | -4.63 | 0.0006 | -0.0000 | |||||
| US91132UAG85 / United PF Holdings LLC | 0.25 | -0.80 | 0.0006 | -0.0000 | |||||
| US639057AK45 / NatWest Group PLC | 0.25 | 0.00 | 0.0006 | 0.0000 | |||||
| US74841CAA99 / Quicken Loans LLC / Quicken Loans Co-Issuer Inc | 0.25 | 0.41 | 0.0006 | 0.0000 | |||||
| US3138Y63A03 / UMBS, 30 Year | 0.25 | -2.76 | 0.0006 | -0.0000 | |||||
| US73358WCX02 / PORT AUTH OF NEW YORK & NEW JERSEY NY | 0.25 | -2.76 | 0.0006 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.25 | -7.14 | 0.0006 | -0.0000 | |||||
| US3138MLV685 / FNMA 30YR 3.5% 11/01/42 #AQ5136 | 0.25 | -2.38 | 0.0006 | -0.0000 | |||||
| US010392FM53 / Alabama Power Co. | 0.25 | -24.54 | 0.0006 | -0.0002 | |||||
| US36202FKL93 / GNII II 3.5% 09/20/2040#004799 | 0.25 | -2.77 | 0.0006 | -0.0000 | |||||
| US3617K1X659 / GNMA II, 30 Year | 0.25 | -3.91 | 0.0006 | -0.0000 | |||||
| US13648TAC18 / Canadian Pacific Railway Co | 0.25 | 0.00 | 0.0006 | 0.0000 | |||||
| FR001400D6O8 / ELEC DE FRANCE | 0.25 | 7.89 | 0.0006 | 0.0000 | |||||
| SYMPHONY CLO XXI LTD AR2 TSFR3M+90 07/15/2032 144A / ABS-CBDO (US87166RGE18) | 0.25 | 0.0006 | 0.0006 | ||||||
| US61691XAA19 / Morgan Stanley Capital I Trust 2019-PLND | 0.25 | -8.55 | 0.0006 | -0.0001 | |||||
| US202795JN13 / Commonwealth Edis Bond | 0.25 | 0.82 | 0.0006 | 0.0000 | |||||
| SOFI PERS LN TR 2024-1A A 6.06% 02/12/2031 144A / ABS-CBDO (US83407RAA32) | 0.25 | -21.97 | 0.0006 | -0.0002 | |||||
| US87303TAQ04 / TTAN 2021-MHC | 0.25 | 0.00 | 0.0006 | 0.0000 | |||||
| US36264FAK75 / CORP. NOTE | 0.25 | 0.41 | 0.0006 | 0.0000 | |||||
| US36241LG341 / GNMA 5.00% 4/40 #782918 | 0.25 | -2.00 | 0.0006 | -0.0000 | |||||
| US31418DXG23 / Fannie Mae Pool | 0.25 | -3.16 | 0.0006 | -0.0000 | |||||
| INEOS FINANCE PLC 7.5% 04/15/2029 144A / DBT (US44984WAJ62) | 0.25 | -4.30 | 0.0006 | -0.0000 | |||||
| FS RIALTO 2024-FL9 ISSUER LLC A TSFR1M+163.063 10/19/2039 144A / ABS-CBDO (US30338WAL37) | 0.25 | 0.00 | 0.0006 | -0.0000 | |||||
| US55820JBC36 / Madison Park Funding XXI Ltd | 0.25 | -0.41 | 0.0006 | -0.0000 | |||||
| US30298XAG07 / FREMF Mortgage Trust, Series 2019-KW10, Class B | 0.25 | 0.41 | 0.0006 | 0.0000 | |||||
| US3136BKWX66 / FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050 | 0.24 | -6.51 | 0.0006 | -0.0000 | |||||
| OREGON TOOL TERM 2LN 10/15/2029 / LON (XAL7266PAE50) | 0.24 | 0.0006 | 0.0006 | ||||||
| US30311TAE73 / FREMF Mortgage Trust, Series 2019-KBF3, Class C | 0.24 | -0.41 | 0.0006 | -0.0000 | |||||
| US92769VAJ89 / Virgin Media Finance PLC | 0.24 | 4.27 | 0.0006 | 0.0000 | |||||
| XS2716891440 / EPH Financing International AS | 0.24 | 8.93 | 0.0006 | 0.0000 | |||||
| C2AC34 / CACI International Inc - Depositary Receipt (Common Stock) | 0.24 | 0.0006 | 0.0006 | ||||||
| PERRIGO FINANCE UNLIMITED CO 6.125% 09/30/2032 / DBT (US71429MAD74) | 0.24 | -0.41 | 0.0006 | -0.0000 | |||||
| US44891ABG13 / HYUNDAI CAPITAL AMERICA REGD 144A P/P 3.00000000 | 0.24 | 0.41 | 0.0006 | 0.0000 | |||||
| US3138LAU724 / FNMA 30YR 3.19% 11/01/2027#AM9605 | 0.24 | 0.41 | 0.0006 | 0.0000 | |||||
| US29278GBA58 / ENEL FINANCE INTERNATIONAL NV | 0.24 | -0.41 | 0.0006 | -0.0000 | |||||
| C and W SENIOR FINANCE LTD 9% 01/15/2033 144A / DBT (US12665MAA09) | 0.24 | -1.62 | 0.0006 | -0.0000 | |||||
| XS2679898184 / REWE International Finance BV | 0.24 | 8.97 | 0.0006 | 0.0000 | |||||
| US31418EAB65 / FN MA4501 | 0.24 | -3.57 | 0.0006 | -0.0000 | |||||
| US465985AA77 / JP Morgan Mortgage Trust 2023-HE3 | 0.24 | -12.90 | 0.0006 | -0.0001 | |||||
| VTLE / Vital Energy, Inc. | 0.24 | -15.92 | 0.0006 | -0.0001 | |||||
| US22822VAY74 / Crown Castle International Corp | 0.24 | 18.05 | 0.0006 | 0.0001 | |||||
| US36182DV939 / GNMA II 4% 12/20/2043#AG8740 | 0.24 | -1.63 | 0.0006 | -0.0000 | |||||
| US55316HAB15 / GENESEE+WYOMING INC TERM LOAN | 0.24 | -0.41 | 0.0006 | -0.0000 | |||||
| CMCS34 / Comcast Corporation - Depositary Receipt (Common Stock) | 0.24 | -0.41 | 0.0006 | -0.0000 | |||||
| US3137BPVN63 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K152, Class A2 | 0.24 | 0.41 | 0.0006 | 0.0000 | |||||
| US39843PAG81 / Grifols Worldwide Operations USA, Inc. USD 2019 Term Loan B | 0.24 | 0.42 | 0.0006 | 0.0000 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 0.24 | -0.82 | 0.0006 | -0.0000 | |||||
| US85771PAL67 / Equinor ASA | 0.24 | -5.49 | 0.0006 | -0.0000 | |||||
| US3138XWGP72 / FNMA 30YR 4.5% 06/01/2044#AW6505 | 0.24 | -2.43 | 0.0006 | -0.0000 | |||||
| TWITTER TERM B1 1LN 10/26/2029 / LON (US90184NAG34) | 0.24 | 79.85 | 0.0006 | 0.0003 | |||||
| US69007TAE47 / Outfront Media Capital LLC / Outfront Media Capital Corp | 0.24 | 0.84 | 0.0006 | 0.0000 | |||||
| US31418DUJ98 / FN MA4184 | 0.24 | -5.12 | 0.0006 | -0.0000 | |||||
| US432833AJ07 / HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A | 0.24 | 0.42 | 0.0006 | 0.0000 | |||||
| MCR 2024-TWA MTG TR 7.402% 06/12/2039 144A / ABS-MBS (US582923AD06) | 0.24 | -1.64 | 0.0006 | -0.0000 | |||||
| US465685AQ80 / ITC Holdings Corp | 0.24 | 0.84 | 0.0006 | 0.0000 | |||||
| CITI SWAP REC 3.753 10/31/29 / DIR (N/A) | 0.24 | 0.0006 | 0.0006 | ||||||
| S1EA34 / Sealed Air Corporation - Depositary Receipt (Common Stock) | 0.24 | 0.00 | 0.0006 | -0.0000 | |||||
| US31417EGU91 / FNMA 30YR 3.0% 12/01/42 #AB7410 | 0.24 | -2.83 | 0.0006 | -0.0000 | |||||
| US50218KAB44 / Life Time Inc | 0.24 | 0.00 | 0.0006 | -0.0000 | |||||
| US670001AG19 / Novelis Corp | 0.24 | 1.27 | 0.0006 | 0.0000 | |||||
| US3138WGG818 / FNMA 30YR 3.5% 01/01/2046#AS6522 | 0.24 | -4.00 | 0.0006 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.24 | 0.0006 | 0.0006 | ||||||
| APTIV SWISS HOLDINGS LTD 6.875%/VAR 12/15/2054 / DBT (US03837AAD28) | 0.24 | -1.24 | 0.0006 | -0.0000 | |||||
| SCLP 2025-1 B 5.12% 02/27/2034 144A / ABS-CBDO (US83406YAB74) | 0.24 | -0.42 | 0.0006 | -0.0000 | |||||
| US31417GM290 / FNMA 30YR 3.5% 05/01/2043#AB9376 | 0.24 | -4.40 | 0.0006 | -0.0000 | |||||
| US3128MJXL93 / Freddie Mac Gold Pool | 0.24 | -4.40 | 0.0006 | -0.0000 | |||||
| US03959KAC45 / Archrock Partners LP / Archrock Partners Finance Corp | 0.24 | -0.42 | 0.0006 | -0.0000 | |||||
| US14314LAC90 / Carlyle Global Market Strategies CLO 2014-2R Ltd | 0.24 | -36.27 | 0.0006 | -0.0003 | |||||
| US92858TAC09 / VLS COMMERCIAL MORTGAGE TRUST 2020 2.453% 10/10/2042 144A | 0.24 | 0.42 | 0.0006 | 0.0000 | |||||
| COMMONWEALTH EDISON CO 5.95% 06/01/2055 / DBT (US202795KB55) | 0.24 | 0.0006 | 0.0006 | ||||||
| US25731VAA26 / DOMINION ENERGY SOUTH CAROLINA INC | 0.24 | 0.0006 | 0.0006 | ||||||
| US59156RCC07 / MetLife, Inc. | 0.24 | -5.18 | 0.0006 | -0.0000 | |||||
| US3133AJBJ17 / FR 03/51 FIXED 2 | 0.24 | -4.42 | 0.0006 | -0.0000 | |||||
| US717081DK61 / Pfizer Inc. | 0.24 | -4.42 | 0.0006 | -0.0000 | |||||
| BELLIS ACQUISITION CO PLC 8.125% 05/14/2030 REGS / DBT (XS2811958839) | 0.24 | 0.0006 | 0.0006 | ||||||
| 29364W405 / Entergy Louisiana LLC, 5.875% Series First Mortgage Bonds due 6/15/2041 | 0.24 | -5.93 | 0.0006 | -0.0000 | |||||
| US23291KAJ43 / DHR 3.25 11/15/39 | 0.24 | -2.46 | 0.0006 | -0.0000 | |||||
| US36179SGN18 / Ginnie Mae II Pool | 0.24 | -5.56 | 0.0006 | -0.0000 | |||||
| US097023CM50 / Boing Company (The) 2.70%, Due 02/01/2027 | 0.24 | 0.85 | 0.0006 | 0.0000 | |||||
| US3138EPTH79 / Fannie Mae Pool | 0.24 | -2.86 | 0.0006 | -0.0000 | |||||
| US31419AJK43 / FNMA 6.00% 8/37 #AE0265 | 0.24 | -4.42 | 0.0006 | -0.0000 | |||||
| US927804GN82 / VIRGINIA ELECTRIC AND POWER CO | 0.24 | -4.80 | 0.0006 | -0.0000 | |||||
| US393505F645 / Conseco Finance Corp | 0.24 | -7.78 | 0.0006 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.24 | 0.0006 | 0.0006 | ||||||
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 M1 VAR 01/25/2064 144A / ABS-CBDO (US17332HAE53) | 0.24 | 0.0006 | 0.0006 | ||||||
| US05454NAA72 / Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV | 0.24 | 0.00 | 0.0006 | 0.0000 | |||||
| CITIGROUP MTG LN TR 2024-RP2 M2 CSTR 02/25/2063 144A / ABS-CBDO (US173106AD78) | 0.24 | -4.82 | 0.0006 | -0.0000 | |||||
| US67091TAD72 / OCP SA | 0.24 | -0.42 | 0.0006 | -0.0000 | |||||
| US3140GWMP55 / UMBS, 30 Year | 0.24 | -3.28 | 0.0006 | -0.0000 | |||||
| FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU TSFR1M+570 12/15/2029 144A / ABS-MBS (US34461WAN02) | 0.24 | -0.84 | 0.0006 | -0.0000 | |||||
| US77340RAR84 / Rockies Express Pipeline LLC | 0.24 | 0.43 | 0.0006 | 0.0000 | |||||
| US75907VAB36 / Regional Management Issuance Trust, Series 2021-1, Class B | 0.24 | 0.85 | 0.0006 | 0.0000 | |||||
| US3140LJD297 / FNMA, Other | 0.24 | -0.42 | 0.0006 | -0.0000 | |||||
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL5 STEP 04/25/2030 144A / ABS-CBDO (US795935AA37) | 0.24 | 0.43 | 0.0006 | 0.0000 | |||||
| XS2176899701 / Egypt Government International Bond | 0.24 | -2.88 | 0.0006 | -0.0000 | |||||
| US69073TAT07 / Owens-Brockway Glass Container Inc | 0.24 | 0.43 | 0.0006 | 0.0000 | |||||
| TEX / Terex Corporation | 0.24 | -0.84 | 0.0006 | -0.0000 | |||||
| US36178DZK08 / GNMA II 3% 03/20/2043#AA6146 | 0.24 | -2.88 | 0.0006 | -0.0000 | |||||
| US345397B363 / Ford Motor Credit Co LLC | 0.24 | -2.49 | 0.0006 | -0.0000 | |||||
| US3138LGNW29 / FNMA, Other | 0.24 | 0.00 | 0.0006 | 0.0000 | |||||
| MPT OPER PARTNERSHIP LP/CORP 8.5% 02/15/2032 144A / DBT (US55342UAQ76) | 0.24 | -0.42 | 0.0006 | -0.0000 | |||||
| VENTAS RLTY LTD PARTNERSHIP 5.625% 07/01/2034 / DBT (US92277GAX51) | 0.24 | -1.67 | 0.0006 | -0.0000 | |||||
| COMM 2024-WCL1 MTG TR TSFR1M+259 07/15/2034 144A / ABS-MBS (US20047DAC83) | 0.24 | 0.00 | 0.0006 | 0.0000 | |||||
| US05401AAM36 / Avolon Holdings Funding Ltd | 0.24 | 0.43 | 0.0006 | 0.0000 | |||||
| US31292SAX80 / Freddie Mac Gold Pool | 0.24 | -3.69 | 0.0006 | -0.0000 | |||||
| US3132GJWC97 / FHLG 4.50% 10/41 #Q03643 | 0.24 | -2.89 | 0.0006 | -0.0000 | |||||
| FTAIM / FTAI Aviation Ltd. - Preferred Stock | 0.24 | 0.00 | 0.0006 | -0.0000 | |||||
| C2ZR34 / Caesars Entertainment, Inc. - Depositary Receipt (Common Stock) | 0.24 | -1.26 | 0.0006 | -0.0000 | |||||
| WORLD CHOICE INVESTMENTS TERM B 1LN 8/16/2031 / LON (US82540EAC84) | 0.23 | -0.85 | 0.0006 | -0.0000 | |||||
| US13063A5E03 / State of California | 0.23 | -1.68 | 0.0006 | -0.0000 | |||||
| ENS / EnerSys | 0.23 | -0.85 | 0.0006 | -0.0000 | |||||
| US912834LK27 / United States Treasury Strip Coupon | 0.23 | -6.02 | 0.0006 | -0.0000 | |||||
| PROLOGIS INTL FDG II SA 4.375% 07/01/2036 REGS / DBT (XS2847688251) | 0.23 | 6.85 | 0.0006 | 0.0000 | |||||
| KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A / DBT (US487526AC91) | 0.23 | 32.95 | 0.0006 | 0.0001 | |||||
| US3138LGZP40 / FNMA, Other | 0.23 | -0.43 | 0.0006 | -0.0000 | |||||
| US36202EB992 / Ginnie Mae II Pool | 0.23 | -4.49 | 0.0006 | -0.0000 | |||||
| US85236WCJ36 / SREIT Trust 2021-MFP2 | 0.23 | 0.00 | 0.0006 | -0.0000 | |||||
| US36179TLS23 / Ginnie Mae II Pool | 0.23 | -5.26 | 0.0006 | -0.0000 | |||||
| US70468BAC72 / Pelican Products, Inc. 2021 Term Loan | 0.23 | 0.0006 | 0.0006 | ||||||
| UPGRADE RECEIVABLES TRUST 2024-1A 5.37% 02/18/2031 144A / ABS-CBDO (US91533NAA28) | 0.23 | -30.45 | 0.0006 | -0.0002 | |||||
| US3140X4DF04 / Fannie Mae Pool | 0.23 | -4.12 | 0.0006 | -0.0000 | |||||
| US3133KPYR36 / UMBS | 0.23 | -4.12 | 0.0006 | -0.0000 | |||||
| UNH / UnitedHealth Group Incorporated - Depositary Receipt (Common Stock) | 0.23 | -50.84 | 0.0006 | -0.0006 | |||||
| US17330VAA44 / CMLTI_22-A | 0.23 | -2.51 | 0.0006 | -0.0000 | |||||
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 8.625% 03/15/2029 144A / DBT (US24665FAD42) | 0.23 | -0.85 | 0.0006 | -0.0000 | |||||
| US36179RLN79 / Ginnie Mae II Pool | 0.23 | -4.92 | 0.0006 | -0.0000 | |||||
| US172967MM08 / Citigroup Inc | 0.23 | -3.33 | 0.0006 | -0.0000 | |||||
| AMPRION GMBH 3.625% 05/21/2031 REGS / DBT (DE000A383BP6) | 0.23 | 9.43 | 0.0006 | 0.0000 | |||||
| D1HI34 / D.R. Horton, Inc. - Depositary Receipt (Common Stock) | 0.23 | 0.0006 | 0.0006 | ||||||
| US3617YCV682 / GNMA II, 30 Year | 0.23 | -6.48 | 0.0006 | -0.0000 | |||||
| PERMIAN RESOURCES OPERATING LLC 6.25% 02/01/2033 144A / DBT (US71424VAB62) | 0.23 | -2.12 | 0.0006 | -0.0000 | |||||
| AU3FN0029609 / AAI Ltd | 0.23 | 9.48 | 0.0006 | 0.0000 | |||||
| US3132DM5W18 / FHLG 30YR 3% 02/01/2052#SD0861 | 0.23 | -2.53 | 0.0006 | -0.0000 | |||||
| COLUMBIA PIPELINES HOLDING CO LLC 5.097% 10/01/2031 144A / DBT (US19828AAD90) | 0.23 | -1.70 | 0.0006 | -0.0000 | |||||
| BRAVO RESIDENTIAL FDG TR 2023-NQM6 VAR 09/25/2063 144A / ABS-CBDO (US10569DAE31) | 0.23 | -1.70 | 0.0006 | -0.0000 | |||||
| MFRA TRUST STEP 04/25/2027 / ABS-CBDO (US59319NAA90) | 0.23 | 0.00 | 0.0006 | -0.0000 | |||||
| CITYCON TREASURY BV 5.375% 07/08/2031 REGS / DBT (XS3043331977) | 0.23 | 0.0006 | 0.0006 | ||||||
| US00115AAL35 / AEP Transmission Co. LLC | 0.23 | -26.43 | 0.0006 | -0.0002 | |||||
| CITYCON TREASURY BV 5% 03/11/2030 REGS / DBT (XS2956850189) | 0.23 | 9.00 | 0.0006 | 0.0000 | |||||
| SHA0 / Schaeffler AG | 0.23 | 0.0006 | 0.0006 | ||||||
| SIG COMBIBLOC PURCHASECO SARL 3.75% 03/19/2030 REGS / DBT (XS3017995518) | 0.23 | 0.0006 | 0.0006 | ||||||
| US75973KAA88 / Renew, Series 2017-2A, Class A | 0.23 | -1.29 | 0.0006 | -0.0000 | |||||
| RESTAURANT BRANDS TERM B6 1LN 9/20/2030 / LON (XAC6901LAM90) | 0.23 | 0.00 | 0.0006 | -0.0000 | |||||
| US693304AV99 / PECO Energy Co. | 0.23 | 0.0006 | 0.0006 | ||||||
| DARKTRACE TERM 1LN 10/09/2031 / LON (US52526CAB54) | 0.23 | 0.00 | 0.0006 | 0.0000 | |||||
| US161175BT05 / Charter Communications Operating LLC / Charter Communications Operating Capital | 0.23 | -83.96 | 0.0006 | -0.0029 | |||||
| US3138AW6X67 / FNMA 4.00% 11/41 #AJ5385 | 0.23 | -5.76 | 0.0006 | -0.0000 | |||||
| US31418CMX91 / Fannie Mae Pool | 0.23 | -4.58 | 0.0006 | -0.0000 | |||||
| XS1558078496 / Egypt Government International Bond | 0.23 | -3.78 | 0.0006 | -0.0000 | |||||
| KPN / Koninklijke KPN N.V. | 0.23 | 8.02 | 0.0006 | 0.0000 | |||||
| US449934AD05 / IQVIA Inc | 0.23 | 0.44 | 0.0006 | 0.0000 | |||||
| US914906AX08 / Univision Communications Inc | 0.23 | -4.18 | 0.0006 | -0.0000 | |||||
| US36179NDR61 / Ginnie Mae II Pool | 0.23 | -4.20 | 0.0006 | -0.0000 | |||||
| US45255RAA59 / Impac Secured Assets Trust 2006-3 | 0.23 | -5.39 | 0.0005 | -0.0000 | |||||
| SCG 2024-MSP A MTG TR TSFR1M+174.1 04/15/2041 144A / ABS-MBS (US78436EAA73) | 0.23 | 0.0005 | 0.0005 | ||||||
| US3138ENZ937 / FNMA, Other | 0.23 | -3.39 | 0.0005 | -0.0000 | |||||
| US31417EJC66 / FNMA 30YR 3.0% 01/01/2043#AB7458 | 0.23 | -2.98 | 0.0005 | -0.0000 | |||||
| RYAN SPECIALTY LLC 5.875% 08/01/2032 144A / DBT (US78351GAA31) | 0.23 | 0.00 | 0.0005 | 0.0000 | |||||
| US796253Y307 / San Antonio, Texas, Electric and Gas System Revenue Bonds, Junior Lien, Build America Taxable Bond Series 2010A | 0.23 | -4.20 | 0.0005 | -0.0000 | |||||
| US902613BE74 / UBS Group AG | 0.23 | -1.30 | 0.0005 | -0.0000 | |||||
| US3128MJY957 / Freddie Mac Gold Pool | 0.23 | -2.98 | 0.0005 | -0.0000 | |||||
| US3138X33P53 / FNMA 30YR 3.0% 10/01/2043#AU4405 | 0.23 | -2.56 | 0.0005 | -0.0000 | |||||
| US10373QBS84 / BP Capital Markets America, Inc. | 0.23 | -5.81 | 0.0005 | -0.0000 | |||||
| US35563PWX31 / Seasoned Credit Risk Transfer Trust, Series 2021-1, Class BXS | 0.23 | -3.81 | 0.0005 | -0.0000 | |||||
| 87256KAB9 / TKC Midco 1 LLC, 1st Lien Term Loan | 0.23 | 0.0005 | 0.0005 | ||||||
| FR0013283371 / RCI Banque SA | 0.23 | 0.0005 | 0.0005 | ||||||
| US3138Y64Q46 / FNMA 30YR 4% 12/01/2039#AX5330 | 0.23 | -2.58 | 0.0005 | -0.0000 | |||||
| US3138APDB10 / FNMA 30YR 3.5% 03/01/2042#AI9097 | 0.23 | -2.16 | 0.0005 | -0.0000 | |||||
| JETBLUE AIRWAYS/LOYALTY 9.875% 09/20/2031 144A / DBT (US476920AA15) | 0.23 | -6.58 | 0.0005 | -0.0000 | |||||
| US05552DAD49 / Dessert Holdings Inc. Term Loan | 0.23 | -0.44 | 0.0005 | -0.0000 | |||||
| GCAT 2023-NQM4 TRUST 4.25% 05/25/2067 144A / ABS-CBDO (US36171FAA12) | 0.23 | -2.99 | 0.0005 | -0.0000 | |||||
| GOOGL / Alphabet Inc. - Depositary Receipt (Common Stock) | 0.23 | 0.0005 | 0.0005 | ||||||
| US31417AQL60 / FNMA 30YR 4.0% 12/01/2041#AB4058 | 0.23 | -3.81 | 0.0005 | -0.0000 | |||||
| US38383CP463 / GOVERNMENT NAT MTG AS REMIC PT 1% 03/20/2050 | 0.23 | -4.64 | 0.0005 | -0.0000 | |||||
| JANE STREET TERM B 1LN 01/26/2028 / LON (US47077DAL47) | 0.23 | 0.44 | 0.0005 | 0.0000 | |||||
| US12659VAA89 / CREDIT SUISSE MORTGAGE TRUST | 0.23 | -0.44 | 0.0005 | -0.0000 | |||||
| US3136B1XJ86 / Fannie Mae - ACES | 0.23 | 0.00 | 0.0005 | 0.0000 | |||||
| US91412GHA67 / UNIV OF CALIFORNIA CA REVENUES | 0.23 | -8.13 | 0.0005 | -0.0000 | |||||
| US31418D2K71 / Fannie Mae Pool | 0.23 | -4.26 | 0.0005 | -0.0000 | |||||
| 09238EAB0 / Blackhawk Network Holdings, Inc. Bond 1.500% 1/1 | 0.23 | 0.0005 | 0.0005 | ||||||
| JAZZ PHARMACEUTICALS TERM B2 1LN 05/05/2028 / LON (XAG5080AAJ16) | 0.23 | -52.43 | 0.0005 | -0.0006 | |||||
| FISERV FUNDING UNLTD CO 3.5% 06/15/2032 / DBT (XS3060660050) | 0.23 | 0.0005 | 0.0005 | ||||||
| US3138LCYD15 / FNMA, Other | 0.23 | -0.44 | 0.0005 | -0.0000 | |||||
| US31418DSS26 / Fannie Mae Pool | 0.23 | -3.02 | 0.0005 | -0.0000 | |||||
| US36179RNV77 / Ginnie Mae II Pool | 0.23 | -4.26 | 0.0005 | -0.0000 | |||||
| OCP CLO 2016-12 LTD XR3 TSFR3M+120 10/18/2037 144A / ABS-CBDO (US67092RAW88) | 0.23 | -5.06 | 0.0005 | -0.0000 | |||||
| US3138WGBU71 / FNMA 30YR 4% 12/01/2045#AS6350 | 0.23 | -4.26 | 0.0005 | -0.0000 | |||||
| US552953CH22 / MGM Resorts International | 0.22 | 0.45 | 0.0005 | 0.0000 | |||||
| US717081EC37 / Pfizer Inc. | 0.22 | 376.60 | 0.0005 | 0.0004 | |||||
| US3133GBGD02 / Federal Home Loan Mortgage Corporation | 0.22 | -3.03 | 0.0005 | -0.0000 | |||||
| US3138ATCL23 / FNMA 30YR 3.5% 10/01/2041#AJ1874 | 0.22 | -6.67 | 0.0005 | -0.0000 | |||||
| OPAL BIDCO SAS 6.5% 03/31/2032 144A / DBT (US68348BAA17) | 0.22 | 0.0005 | 0.0005 | ||||||
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 6.625% 01/15/2032 144A / DBT (US43283QAC42) | 0.22 | -1.32 | 0.0005 | -0.0000 | |||||
| US378272BG28 / Glencore Funding LLC | 0.22 | -58.52 | 0.0005 | -0.0008 | |||||
| US682691AE03 / ONEMAIN FINANCE CORP REGD 7.87500000 | 0.22 | -0.88 | 0.0005 | -0.0000 | |||||
| US812127AB45 / Sealed Air Corp/Sealed Air Corp US | 0.22 | 0.00 | 0.0005 | 0.0000 | |||||
| US906548CW07 / Union Electric Co | 0.22 | -5.08 | 0.0005 | -0.0000 | |||||
| CVI / CVR Energy, Inc. | 0.22 | 63.50 | 0.0005 | 0.0002 | |||||
| US36179MQQ68 / Ginnie Mae II Pool | 0.22 | -3.86 | 0.0005 | -0.0000 | |||||
| US12658QAA04 / CSMCM_21-RP11 | 0.22 | -3.86 | 0.0005 | -0.0000 | |||||
| US539830BS75 / Lockheed Martin Corp. | 0.22 | -5.88 | 0.0005 | -0.0000 | |||||
| AMWINS TERM 1LN 1/30/2032 / LON (US03234TBA51) | 0.22 | 0.0005 | 0.0005 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.22 | -4.29 | 0.0005 | -0.0000 | |||||
| US45674GAB05 / INEOS Quattro Finance 2 Plc | 0.22 | -5.91 | 0.0005 | -0.0000 | |||||
| US29336TAC45 / EnLink Midstream LLC | 0.22 | 0.00 | 0.0005 | 0.0000 | |||||
| US87901JAF21 / TEGNA Inc | 0.22 | 0.00 | 0.0005 | 0.0000 | |||||
| US62955LAC28 / NW Re-REMIC TRUST, Series 2021-FRR1, Class BK88 | 0.22 | 1.36 | 0.0005 | 0.0000 | |||||
| US05453GAC96 / AXALTA COATING SYSTEMS LLC 3.375% 02/15/2029 144A | 0.22 | 0.90 | 0.0005 | 0.0000 | |||||
| BRASKM / Braskem Netherlands Finance BV | 0.22 | -1.76 | 0.0005 | -0.0000 | |||||
| US71644EAJ10 / Petro-cda Senior Notes 6.8% 05/15/2038 | 0.22 | -3.88 | 0.0005 | -0.0000 | |||||
| US3132DPFG81 / Freddie Mac Pool | 0.22 | -3.46 | 0.0005 | -0.0000 | |||||
| US36207FBX87 / Ginnie Mae I Pool | 0.22 | -2.19 | 0.0005 | -0.0000 | |||||
| PRPM 2024-NQM1 B1 VAR 12/25/2068 144A / ABS-CBDO (US693977AE05) | 0.22 | -2.20 | 0.0005 | -0.0000 | |||||
| US3128MJXF26 / Freddie Mac Gold Pool | 0.22 | -5.53 | 0.0005 | -0.0000 | |||||
| US55400VAD38 / MVW LLC, Series 2022-2A, Class D | 0.22 | -9.39 | 0.0005 | -0.0001 | |||||
| US89153VAV18 / Total Capital International SA | 0.22 | -5.93 | 0.0005 | -0.0000 | |||||
| US3140XGMD82 / FNMA UMBS, 30 Year | 0.22 | -6.72 | 0.0005 | -0.0000 | |||||
| US3138EPKZ68 / FNMA 30YR 5% 06/01/2039#AL6611 | 0.22 | -4.72 | 0.0005 | -0.0000 | |||||
| BLUE RACER MS LLC / BR FIN CORP 7% 07/15/2029 144A / DBT (US095796AJ72) | 0.22 | 0.45 | 0.0005 | 0.0000 | |||||
| US81211KAY64 / Sealed Air Corp 4% 12/01/2027 144A | 0.22 | 0.45 | 0.0005 | 0.0000 | |||||
| US00178XAG88 / AMSR Trust, Series 2019-SFR1, Class G | 0.22 | -1.77 | 0.0005 | -0.0000 | |||||
| US3138A74D70 / FNMA 4.00% 3/41 #AH6219 | 0.22 | -5.15 | 0.0005 | -0.0000 | |||||
| US3128MJS686 / Freddie Mac Gold Pool | 0.22 | -3.91 | 0.0005 | -0.0000 | |||||
| 421915EH8 / Health Care Ppty Investor 5.65% Notes 12/15/13 | 0.22 | 0.45 | 0.0005 | 0.0000 | |||||
| 421915EH8 / Health Care Ppty Investor 5.65% Notes 12/15/13 | 0.22 | 0.45 | 0.0005 | 0.0000 | |||||
| US33768EAL65 / FirstKey Homes 2022-SFR3 Trust | 0.22 | 0.45 | 0.0005 | 0.0000 | |||||
| US3132DQNY88 / Freddie Mac Pool | 0.22 | -5.17 | 0.0005 | -0.0000 | |||||
| US31335AE203 / FHLG 30YR 4.5% 10/44#G60153 | 0.22 | -3.51 | 0.0005 | -0.0000 | |||||
| US46284VAE11 / Iron Mountain Inc | 0.22 | 0.00 | 0.0005 | 0.0000 | |||||
| US35042RAA41 / 6.53% 15 Jun 2049 | 0.22 | -8.33 | 0.0005 | -0.0000 | |||||
| US3140QM5Y60 / FNMA 30YR 3% 01/01/2052#CB2662 | 0.22 | -4.76 | 0.0005 | -0.0000 | |||||
| US23311VAG23 / DCP Midstream Operating LP | 0.22 | 0.00 | 0.0005 | 0.0000 | |||||
| JP MORGAN MORTGAGE TRUST 2025-VIS1 6.412% 08/25/2055 144A / ABS-CBDO (US46659BAF94) | 0.22 | -0.45 | 0.0005 | -0.0000 | |||||
| US81211KAK60 / Sealed Air Corp | 0.22 | -1.35 | 0.0005 | -0.0000 | |||||
| US30259RAJ41 / FMC GMSR Issuer Trust | 0.22 | 0.92 | 0.0005 | 0.0000 | |||||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 0.22 | -0.90 | 0.0005 | -0.0000 | |||||
| US626207YF57 / MUNI ELEC AUTH OF GEORGIA | 0.22 | -6.81 | 0.0005 | -0.0000 | |||||
| US3140QKSV12 / FNMA 30YR 3% 05/01/2051#CB0531 | 0.22 | -3.52 | 0.0005 | -0.0000 | |||||
| US29425AAC71 / Citigroup Commercial Mortgage Trust 2015-GC33 | 0.22 | -82.47 | 0.0005 | -0.0025 | |||||
| US3138AVP905 / FNMA 4.00% 10/41 #AJ4047 | 0.22 | -3.96 | 0.0005 | -0.0000 | |||||
| US713448FG88 / PepsiCo Inc | 0.22 | -6.03 | 0.0005 | -0.0000 | |||||
| US3133KN6U28 / Freddie Mac Pool | 0.22 | -3.54 | 0.0005 | -0.0000 | |||||
| US3132QSQ924 / FHLG 30YR 4% 08/01/2045#Q35879 | 0.22 | -18.05 | 0.0005 | -0.0001 | |||||
| US28416LAD47 / Elara HGV Timeshare Issuer LLC, Series 2021-A, Class D | 0.22 | -8.02 | 0.0005 | -0.0000 | |||||
| US740816AM58 / President & Fellows of Harvard College Massachusetts GO | 0.22 | -7.63 | 0.0005 | -0.0000 | |||||
| US312946ZF67 / FHLG 4.50% 4/41 #A97942 | 0.22 | -3.54 | 0.0005 | -0.0000 | |||||
| US91835DAA90 / VOLT 2021-NPL9 A1 | 0.22 | -14.17 | 0.0005 | -0.0001 | |||||
| FI4000223532 / Kojamo Oyj | 0.22 | 0.46 | 0.0005 | 0.0000 | |||||
| US023135CJ31 / Amazon.com, Inc. | 0.22 | -5.22 | 0.0005 | -0.0000 | |||||
| US49456BAS07 / Kinder Morgan, Inc. | 0.22 | -6.06 | 0.0005 | -0.0000 | |||||
| US78409VAQ77 / S&P Global Inc | 0.22 | -3.12 | 0.0005 | -0.0000 | |||||
| US31335BTT34 / FHLMC Gold Pools, 30 Year | 0.22 | -5.24 | 0.0005 | -0.0000 | |||||
| US902613BF40 / UBS Group AG | 0.22 | -0.46 | 0.0005 | -0.0000 | |||||
| TAURS 2025-UK2X SONIO+250 02/18/2035 REGS / ABS-CBDO (XS3025430623) | 0.22 | 0.0005 | 0.0005 | ||||||
| US911684AD06 / Us Cellular 6.7% Senior Notes 12/15/33 | 0.22 | -69.86 | 0.0005 | -0.0012 | |||||
| US3138WHLL46 / FNMA 30YR 2.5% 07/01/2046#AS7530 | 0.22 | -3.56 | 0.0005 | -0.0000 | |||||
| BX 2024 VLT4 E TSFR1M+288.94 07/15/2029 144A / ABS-MBS (US05612TAJ43) | 0.22 | -1.37 | 0.0005 | -0.0000 | |||||
| DAVE and BUSTER'S TERM B 1LN 11/01/2031 / LON (US23833EAY05) | 0.22 | 0.00 | 0.0005 | 0.0000 | |||||
| US3140XBND86 / FNMA 20YR 2.5% 05/01/2041#FM7587 | 0.22 | -3.15 | 0.0005 | -0.0000 | |||||
| US095796AE85 / Blue Racer Midstream LLC / Blue Racer Finance Corp | 0.22 | 0.47 | 0.0005 | 0.0000 | |||||
| BX COML MTG TR 2023-XL3 D TSFR1M+358.88 12/09/2040 144A / ABS-MBS (US12434GAG01) | 0.22 | 0.00 | 0.0005 | 0.0000 | |||||
| US3138W2W762 / FNMA 30YR 3.0% 05/01/2043#AR5169 | 0.22 | -2.71 | 0.0005 | -0.0000 | |||||
| US98379KAA07 / XPO INC | 0.22 | 0.00 | 0.0005 | -0.0000 | |||||
| US36179U6T42 / Ginnie Mae II Pool | 0.21 | -4.46 | 0.0005 | -0.0000 | |||||
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1 B2 SOFR30A+ 05/20/2032 144A / ABS-CBDO (US44644NAB55) | 0.21 | -13.01 | 0.0005 | -0.0001 | |||||
| US097751CA78 / Bombardier, Inc. | 0.21 | 0.00 | 0.0005 | 0.0000 | |||||
| ENTERGY MISSISSIPPI LLC 5.8% 04/15/2055 / DBT (US29366WAG15) | 0.21 | 0.0005 | 0.0005 | ||||||
| US294429AT25 / Equifax Inc | 0.21 | 0.00 | 0.0005 | 0.0000 | |||||
| US86765LAN73 / Sunoco LP / Sunoco Finance Corp | 0.21 | 0.00 | 0.0005 | -0.0000 | |||||
| US46266TAD00 / IQVIA Inc | 0.21 | -0.47 | 0.0005 | -0.0000 | |||||
| US87470LAK70 / Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp | 0.21 | -1.38 | 0.0005 | -0.0000 | |||||
| US62886EBA55 / NCR Corp | 0.21 | 1.42 | 0.0005 | 0.0000 | |||||
| US05605HAB69 / BWX Technologies Inc | 0.21 | 2.88 | 0.0005 | 0.0000 | |||||
| US95001QAV32 / WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C46 SER 2018-C46 CL XA V/R REGD 1.11137700 | 0.21 | -7.79 | 0.0005 | -0.0000 | |||||
| US76774LAC19 / Ritchie Bros Holdings Inc | 0.21 | -0.47 | 0.0005 | -0.0000 | |||||
| WORLDPAY TERM B 1LN 01/31/2031 / LON (US92943EAG17) | 0.21 | 0.0005 | 0.0005 | ||||||
| US3138YJ4A14 / FNMA 30YR 4.5% 04/01/2045#AY5316 | 0.21 | -2.74 | 0.0005 | -0.0000 | |||||
| T1TW34 / Take-Two Interactive Software, Inc. - Depositary Receipt (Common Stock) | 0.21 | 0.0005 | 0.0005 | ||||||
| US35563PCM95 / SCRT 17-4 MT 3.5% 06-25-57 | 0.21 | -2.29 | 0.0005 | -0.0000 | |||||
| US16876BAA08 / Children's Hospital Corp. | 0.21 | -5.78 | 0.0005 | -0.0000 | |||||
| US201723AP84 / COMMERCIAL METALS CO 3.875% 02/15/2031 | 0.21 | 0.00 | 0.0005 | 0.0000 | |||||
| XS1864523300 / Eskom Holdings SOC Ltd | 0.21 | 0.00 | 0.0005 | 0.0000 | |||||
| US3133AGRB77 / FR 03/51 FIXED 2 | 0.21 | -4.07 | 0.0005 | -0.0000 | |||||
| APTIV SWISS HOLDINGS LTD 5.15% 09/13/2034 / DBT (US03837AAB61) | 0.21 | -2.30 | 0.0005 | -0.0000 | |||||
| US216762AH76 / Cooper-Standard Automotive, Inc. | 0.21 | -0.47 | 0.0005 | -0.0000 | |||||
| US413875AS47 / L3Harris Technologies Inc | 0.21 | -0.47 | 0.0005 | -0.0000 | |||||
| US31417VN669 / Fannie Mae Pool | 0.21 | -4.09 | 0.0005 | -0.0000 | |||||
| US36179SWY98 / Ginnie Mae II Pool | 0.21 | -5.38 | 0.0005 | -0.0000 | |||||
| US3138XJL398 / FNMA 30YR 4% 05/01/2039#AV6645 | 0.21 | -2.76 | 0.0005 | -0.0000 | |||||
| US925550AF21 / Viavi Solutions Inc | 0.21 | 0.48 | 0.0005 | 0.0000 | |||||
| US3138XFR237 / FNMA 30YR 4.5% 01/01/2044#AV4104 | 0.21 | -1.86 | 0.0005 | -0.0000 | |||||
| US3132DPJZ27 / FNCL UMBS 4.0 SD2080 12-01-52 | 0.21 | -4.09 | 0.0005 | -0.0000 | |||||
| US30307LAC46 / FREMF Mortgage Trust, Series 2018-KBX1, Class C | 0.21 | 1.44 | 0.0005 | 0.0000 | |||||
| US31417EJB83 / FNMA 30YR 3.0% 01/01/2043#AB7457 | 0.21 | -4.11 | 0.0005 | -0.0000 | |||||
| REPUBLIC FINANCE ISSUANCE TRUST 2024-B 5.86% 11/20/2037 144A / ABS-CBDO (US76042GAB05) | 0.21 | -1.41 | 0.0005 | -0.0000 | |||||
| US12635FAT12 / CSAIL 2015-C3 Commercial Mortgage Trust | 0.21 | -41.18 | 0.0005 | -0.0004 | |||||
| US749571AF20 / RHP Hotel Properties LP | 0.21 | 0.96 | 0.0005 | 0.0000 | |||||
| US3140H1W710 / FNMA 15YR 3.5% 03/33#BJ0669 | 0.21 | -4.11 | 0.0005 | -0.0000 | |||||
| BFLD COML MTG TR 2024-UNIV A TSFR1M+149.25 11/15/2029 144A / ABS-MBS (US08861RAA95) | 0.21 | 0.00 | 0.0005 | -0.0000 | |||||
| US144285AL72 / Carpenter Technology Corp | 0.21 | 0.00 | 0.0005 | 0.0000 | |||||
| US149123CJ87 / Caterpillar Inc | 0.21 | -12.92 | 0.0005 | -0.0001 | |||||
| US25259KAA88 / Olympus Water US Holding Corp | 0.21 | -0.48 | 0.0005 | -0.0000 | |||||
| VELOCITY COML CAP LN TR 2024-5 VAR 10/25/2054 144A / ABS-MBS (US92261ABA51) | 0.21 | -6.31 | 0.0005 | -0.0000 | |||||
| US693304BA44 / PECO Energy Co | 0.21 | -6.73 | 0.0005 | -0.0000 | |||||
| HCA INC 6.1% 04/01/2064 / DBT (US404119CW77) | 0.21 | 0.0005 | 0.0005 | ||||||
| US3138WFHX73 / Fannie Mae Pool | 0.21 | -5.02 | 0.0005 | -0.0000 | |||||
| US05526DBT19 / BAT Capital Corp | 0.21 | 0.0005 | 0.0005 | ||||||
| US690732AF97 / Owens & Minor Inc | 0.21 | -6.73 | 0.0005 | -0.0000 | |||||
| US247361ZV38 / Delta Air Lines 2020-1 Class AA Pass Through Trust | 0.21 | 0.00 | 0.0005 | -0.0000 | |||||
| US40139LBH50 / Guardian Life Global Funding | 0.21 | 0.00 | 0.0005 | 0.0000 | |||||
| USY6142NAG35 / State of Mongolia | 0.21 | -0.95 | 0.0005 | -0.0000 | |||||
| US86562MCS70 / Sumitomo Mitsui Financial Group, Inc. | 0.21 | -0.48 | 0.0005 | -0.0000 | |||||
| US80281LAT26 / Santander UK Group Holdings plc | 0.21 | -0.48 | 0.0005 | -0.0000 | |||||
| US31412N3T16 / FNMA 4.50% 2/39 #930610 | 0.21 | -3.72 | 0.0005 | -0.0000 | |||||
| US637417AQ97 / National Retail Properties, Inc. | 0.21 | 93.46 | 0.0005 | 0.0002 | |||||
| US82983MAB63 / Sitio Royalties Operating Partnership LP | 0.21 | -1.43 | 0.0005 | -0.0000 | |||||
| US3137H5MS30 / FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050 | 0.21 | -4.61 | 0.0005 | -0.0000 | |||||
| US3140XC5B07 / FANNIE MAE POOL FN FM8941 | 0.21 | -3.27 | 0.0005 | -0.0000 | |||||
| US31417WSQ59 / FNMA 30YR 5.5% 01/01/2040#AC9526 | 0.21 | -2.37 | 0.0005 | -0.0000 | |||||
| TURKIYE VARLIK FONU YONETIMI AS 8.25% 02/14/2029 REGS / DBT (XS2764457235) | 0.21 | -0.96 | 0.0005 | -0.0000 | |||||
| US38379WN738 / GOVERNMENT NAT MTG AS REMIC PT 2016-69 WA 3% 02/20/2046 | 0.21 | -2.37 | 0.0005 | -0.0000 | |||||
| US3140X3BP21 / FNMA 15YR 3% 12/34#FM0045 | 0.21 | -5.50 | 0.0005 | -0.0000 | |||||
| US3133B0Y648 / FHLG 30YR 2% 12/01/2051#QD3433 | 0.21 | -6.36 | 0.0005 | -0.0000 | |||||
| NUVEEN LLC 5.55% 01/15/2030 144A / DBT (US67080LAC90) | 0.21 | 0.49 | 0.0005 | 0.0000 | |||||
| US3137FWHN35 / FHLMC, Multifamily Structured Pass-Through Certificates, Series KX04, Class XFX | 0.21 | -7.21 | 0.0005 | -0.0000 | |||||
| US084664CX75 / Berkshire Hathaway Finance Corp | 0.21 | -3.29 | 0.0005 | -0.0000 | |||||
| TC ZIRAAT BANKASI AS 7.25% 02/04/2030 144A / DBT (US90014TAM36) | 0.21 | 0.00 | 0.0005 | -0.0000 | |||||
| US279158AP43 / Ecopetrol SA | 0.21 | -2.84 | 0.0005 | -0.0000 | |||||
| US26442CBL72 / Duke Energy Carolinas LLC | 0.21 | 95.24 | 0.0005 | 0.0003 | |||||
| US35563HAB33 / FHLMC, Multi-family Structured Pass-Through Certificates, Series 2022-MN4, Class M2 | 0.21 | -0.49 | 0.0005 | -0.0000 | |||||
| US60687YDB20 / Mizuho Financial Group Inc | 0.21 | -0.97 | 0.0005 | -0.0000 | |||||
| US31377UYC16 / FNMA, Other | 0.21 | -35.74 | 0.0005 | -0.0003 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.21 | -3.30 | 0.0005 | -0.0000 | |||||
| USP3699PGM34 / COSTA RICA GOVERNMENT 6.550000% 04/03/2034 | 0.21 | -0.49 | 0.0005 | -0.0000 | |||||
| US3140QHPX75 / FANNIE MAE POOL FN CA9437 | 0.21 | -3.30 | 0.0005 | -0.0000 | |||||
| US3136AUG215 / FNMA ACES, Series 2017-M1, Class A2 | 0.21 | -2.38 | 0.0005 | -0.0000 | |||||
| US83283WAE30 / Smyrna Ready Mix Concrete LLC | 0.21 | -4.21 | 0.0005 | -0.0000 | |||||
| JW COMMERCIAL MORTGAGE TRUST 2024-MRCO TSFR1M+318.889 06/15/2039 144A / ABS-MBS (US46657XAG16) | 0.21 | -1.44 | 0.0005 | -0.0000 | |||||
| US86828LAC63 / Superior Plus LP / Superior General Partner Inc | 0.21 | 2.50 | 0.0005 | 0.0000 | |||||
| US86562MCR97 / Sumitomo Mitsui Financial Group Inc | 0.21 | 0.00 | 0.0005 | 0.0000 | |||||
| US3128M8W755 / Freddie Mac Gold Pool | 0.21 | -3.76 | 0.0005 | -0.0000 | |||||
| US31397CDM82 / FEDERAL HOME LN MTG 3237 C 5.5% 11/15/2036 | 0.21 | -4.65 | 0.0005 | -0.0000 | |||||
| US16876HAB50 / Children's Health System of Texas | 0.21 | -8.89 | 0.0005 | -0.0000 | |||||
| US29272WAD11 / Energizer Holdings, Inc. | 0.20 | 0.00 | 0.0005 | 0.0000 | |||||
| RFR USD SOFR 3.25 06/18/25 30Y LCH / DIR (N/A) | 0.20 | 0.0005 | 0.0005 | ||||||
| US31410LDP40 / Federal National Mortgage Association | 0.20 | -4.23 | 0.0005 | -0.0000 | |||||
| US3136AW7J01 / Fannie Mae-Aces | 0.20 | -3.77 | 0.0005 | -0.0000 | |||||
| USP3143NBK92 / Corp Nacional del Cobre de Chile | 0.20 | -1.45 | 0.0005 | -0.0000 | |||||
| US31292LKN46 / FHLG 30YR 3.5% 04/01/2042#C03901 | 0.20 | -2.39 | 0.0005 | -0.0000 | |||||
| US63861VAF40 / Nationwide Building Society | 0.20 | 0.99 | 0.0005 | 0.0000 | |||||
| US3138LER607 / FNMA, Other | 0.20 | -0.49 | 0.0005 | -0.0000 | |||||
| US38380LTJ25 / GNMA, Series 2019-H09, Class FA | 0.20 | -7.69 | 0.0005 | -0.0000 | |||||
| ING / ING Groep N.V. - Depositary Receipt (Common Stock) | 0.20 | 0.00 | 0.0005 | 0.0000 | |||||
| US3128M9SN34 / FHLG 30YR 4% 06/01/2043#G07425 | 0.20 | -4.25 | 0.0005 | -0.0000 | |||||
| US3138WJQ357 / FNMA 30YR 3.5% 12/46#AS8573 | 0.20 | -4.69 | 0.0005 | -0.0000 | |||||
| BK / The Bank of New York Mellon Corporation - Depositary Receipt (Common Stock) | 0.20 | 0.00 | 0.0005 | 0.0000 | |||||
| US55977YAA64 / Magyar Export-Import Bank Zrt | 0.20 | 0.00 | 0.0005 | -0.0000 | |||||
| XS2397251807 / HEIMSTADEN BOSTAD AB 3.625/VAR PERP REGS | 0.20 | 10.33 | 0.0005 | 0.0000 | |||||
| US18539UAD72 / Clearway Energy Operating LLC | 0.20 | 1.50 | 0.0005 | 0.0000 | |||||
| US677415CU30 / Ohio Power Co., Series R | 0.20 | -48.60 | 0.0005 | -0.0005 | |||||
| US84762LAX38 / Spectrum Brands Inc | 0.20 | 21.69 | 0.0005 | 0.0001 | |||||
| WOLF / Wolfspeed, Inc. | 0.20 | -0.98 | 0.0005 | -0.0000 | |||||
| CONTOURGLOBAL PWR HLDGS S A 6.75% 02/28/2030 144A / DBT (US21220LAB99) | 0.20 | 1.00 | 0.0005 | 0.0000 | |||||
| US3138WEQJ14 / FNMA 15YR 3% 05/01/2030#AS4956 | 0.20 | -5.16 | 0.0005 | -0.0000 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 0.20 | 0.00 | 0.0005 | -0.0000 | |||||
| US3138ELWC32 / FNMA 30YR 5.0% 10/01/2041#AL4242 | 0.20 | -3.35 | 0.0005 | -0.0000 | |||||
| US3133AR4L64 / Freddie Mac Pool | 0.20 | -3.81 | 0.0005 | -0.0000 | |||||
| US460599AD57 / International Game Technology PLC | 0.20 | 0.00 | 0.0005 | 0.0000 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 0.20 | -0.98 | 0.0005 | -0.0000 | |||||
| US013092AB74 / Albertsons Cos LLC / Safeway Inc / New Albertsons LP / Albertson's LLC | 0.20 | 0.00 | 0.0005 | -0.0000 | |||||
| SENSATA TECHNOLOGIES INC 6.625% 07/15/2032 144A / DBT (US81728UAC80) | 0.20 | -0.99 | 0.0005 | -0.0000 | |||||
| A5G / AIB Group plc | 0.20 | 0.0005 | 0.0005 | ||||||
| US83368RBQ48 / Societe Generale SA | 0.20 | -0.50 | 0.0005 | -0.0000 | |||||
| JP MORGAN MORTGAGE TRUST SERIES 2024-VIS2 CSTR 11/25/2064 144A / ABS-CBDO (US46658DAE94) | 0.20 | -1.47 | 0.0005 | -0.0000 | |||||
| US3138LDLC51 / FNMA, Other | 0.20 | 0.00 | 0.0005 | 0.0000 | |||||
| DIAMOND SPORTS TERM EXIT 1LN 01/02/2028 / LON (US25277EAB83) | 0.20 | 4.15 | 0.0005 | 0.0000 | |||||
| H1UM34 / Humana Inc. - Depositary Receipt (Common Stock) | 0.20 | -25.00 | 0.0005 | -0.0002 | |||||
| INCREF 2025-FL1 LLC A TSFR1M+172.838 10/19/2042 144A / ABS-CBDO (US45339NAA46) | 0.20 | 0.0005 | 0.0005 | ||||||
| US31417GPS92 / FNMA 30YR 2.5% 05/01/2043#AB9432 | 0.20 | -2.91 | 0.0005 | -0.0000 | |||||
| US836205BA15 / Republic of South Africa Government International Bond | 0.20 | 1.01 | 0.0005 | 0.0000 | |||||
| X5S8VL105 / Nordea Bank Abp | 0.20 | 0.00 | 0.0005 | 0.0000 | |||||
| C1PB34 / The Campbell's Company - Depositary Receipt (Common Stock) | 0.20 | -0.50 | 0.0005 | -0.0000 | |||||
| BANCO NAC DE COM EXT SNC CAYMAN ISLAND BRH 5.875% 05/07/2030 144A / DBT (US05974TAA51) | 0.20 | 0.0005 | 0.0005 | ||||||
| US3138W9H941 / FNMA 30YR 4.5% 08/01/2043#AS0255 | 0.20 | -3.85 | 0.0005 | -0.0000 | |||||
| BELRON UK FINANCE PLC 5.75% 10/15/2029 144A / DBT (US080782AA38) | 0.20 | 0.50 | 0.0005 | 0.0000 | |||||
| US118230AJ01 / Buckeye Partners Lp 4.875% Senior Notes 02/01/21 | 0.20 | 0.00 | 0.0005 | 0.0000 | |||||
| US89612LAF31 / Tricon American Homes Trust, Series 2019-SFR1, Class F | 0.20 | 0.00 | 0.0005 | -0.0000 | |||||
| US401494AW96 / Guatemala Government Bond | 0.20 | -0.99 | 0.0005 | -0.0000 | |||||
| US3140LDLA59 / FNMA | 0.20 | -0.50 | 0.0005 | -0.0000 | |||||
| XS1117279882 / Jordan Government International Bond | 0.20 | 0.50 | 0.0005 | 0.0000 | |||||
| US69318FAL22 / PBF Holding Co. LLC / PBF Finance Corp. | 0.20 | -9.55 | 0.0005 | -0.0000 | |||||
| US3128P75V15 / Freddie Mac Gold Pool | 0.20 | -5.24 | 0.0005 | -0.0000 | |||||
| US55293BAB18 / MHP 2021-STOR | 0.20 | 0.00 | 0.0005 | 0.0000 | |||||
| US489399AN56 / Kennedy-Wilson Inc | 0.20 | -2.93 | 0.0005 | -0.0000 | |||||
| LGIH / LGI Homes, Inc. | 0.20 | -6.57 | 0.0005 | -0.0000 | |||||
| CA135087N266 / Canada Government Bond | 0.20 | 4.19 | 0.0005 | 0.0000 | |||||
| US3138WHVQ23 / FNMA POOL AS7822 FN 08/46 FIXED 3.5 | 0.20 | -2.93 | 0.0005 | -0.0000 | |||||
| US458140CC21 / Intel Corp | 0.20 | 168.92 | 0.0005 | 0.0003 | |||||
| US694308JU20 / Pacific Gas and Electric Co | 0.20 | -6.57 | 0.0005 | -0.0000 | |||||
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006-HE5 STEP 06/25/2036 / ABS-CBDO (US07388CAF77) | 0.20 | 0.00 | 0.0005 | -0.0000 | |||||
| US31416VCC63 / FNMA 30YR 5% 03/01/2033#AB0066 | 0.20 | -5.24 | 0.0005 | -0.0000 | |||||
| US715638BU55 / Peruvian Government International Bond | 0.20 | 1.02 | 0.0005 | 0.0000 | |||||
| US3133B0Y721 / FHLG 30YR 2% 12/01/2051#QD3434 | 0.20 | -3.40 | 0.0005 | -0.0000 | |||||
| US3140QEFC18 / FNMA 20YR 2.5% 07/01/2040#CA6462 | 0.20 | -1.98 | 0.0005 | -0.0000 | |||||
| BX COML MTG TR 2024-XL4 TSFR1M+418.81 02/15/2039 144A / ABS-MBS (US05611VAJ08) | 0.20 | -2.46 | 0.0005 | -0.0000 | |||||
| LBA TR 2024-7IND D TSFR1M+264.1 10/15/2041 144A / ABS-MBS (US52109XAL29) | 0.20 | -0.50 | 0.0005 | -0.0000 | |||||
| US92838CAE84 / VISIO 2022-1 TRUST VISIO 2022-1 B1 | 0.20 | 0.00 | 0.0005 | 0.0000 | |||||
| US3138WTUP96 / FNMA 30YR 3.0% 05/01/2043#AT5989 | 0.20 | -2.94 | 0.0005 | -0.0000 | |||||
| US29444UBT25 / Equinix Inc | 0.20 | 0.0005 | 0.0005 | ||||||
| US808513BJ38 / Charles Schwab Corp/The | 0.20 | 1.02 | 0.0005 | 0.0000 | |||||
| US3138X0Y282 / Fannie Mae Pool | 0.20 | -3.88 | 0.0005 | -0.0000 | |||||
| US3132QQJR47 / FHLG 30YR 3.0% 06/01/2045#Q33871 | 0.20 | -2.94 | 0.0005 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.20 | 0.0005 | 0.0005 | ||||||
| US501797AM65 / L Brands Inc | 0.20 | -2.94 | 0.0005 | -0.0000 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 0.20 | -0.50 | 0.0005 | -0.0000 | |||||
| JEFFERIES FIN LLC/JFIN 6.625% 10/15/2031 144A / DBT (US47232MAG78) | 0.20 | -1.01 | 0.0005 | -0.0000 | |||||
| US717081FA61 / PFIZER INC 2.7% 05/28/2050 | 0.20 | -36.86 | 0.0005 | -0.0003 | |||||
| US93364BAA89 / WaMu Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 1A | 0.20 | -2.48 | 0.0005 | -0.0000 | |||||
| POLAND REPUBLIC OF 5.125% 09/18/2034 / DBT (US731011AY80) | 0.20 | -0.51 | 0.0005 | -0.0000 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 0.20 | -1.50 | 0.0005 | -0.0000 | |||||
| US14835JAQ31 / CAST and CREW TERM B INCR 1LN 12/30/2028 | 0.20 | -25.66 | 0.0005 | -0.0002 | |||||
| XS1807300105 / KazMunayGas National Co JSC | 0.20 | 0.00 | 0.0005 | 0.0000 | |||||
| 1345 TR 2025-AOA A TSFR1M+160 06/15/2030 144A / ABS-MBS (US68271CAA09) | 0.20 | 0.0005 | 0.0005 | ||||||
| IHS / IHS Holding Limited | 0.20 | -1.01 | 0.0005 | -0.0000 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 0.20 | -1.50 | 0.0005 | -0.0000 | |||||
| US345397ZW60 / Ford Motor Credit Co. LLC | 0.20 | -0.51 | 0.0005 | -0.0000 | |||||
| US31397QKY34 / FNR 2011-4 PZ 5% 2/41 | 0.20 | 1.03 | 0.0005 | 0.0000 | |||||
| DK TR 2024-SPBX TSFR1M+150 03/15/2034 144A / ABS-MBS (US23346LAA61) | 0.20 | 0.00 | 0.0005 | -0.0000 | |||||
| TNETBB / Telenet Finance Luxembourg Notes Sarl | 0.20 | 1.03 | 0.0005 | 0.0000 | |||||
| US3133KKK248 / UMBS | 0.20 | -4.85 | 0.0005 | -0.0000 | |||||
| R1IN34 / Realty Income Corporation - Depositary Receipt (Common Stock) | 0.20 | -4.39 | 0.0005 | -0.0000 | |||||
| PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A / DBT (US69867RAA59) | 0.20 | 0.51 | 0.0005 | 0.0000 | |||||
| US89788MAN20 / Truist Financial Corp | 0.20 | -0.51 | 0.0005 | -0.0000 | |||||
| US312943B280 / FHLG 30YR 4% 10/01/2040# | 0.20 | -7.55 | 0.0005 | -0.0000 | |||||
| US67091TAA34 / OCP SA | 0.20 | 0.0005 | 0.0005 | ||||||
| US3133B0Y564 / FHLG 30YR 2% 12/01/2051#QD3432 | 0.20 | -3.45 | 0.0005 | -0.0000 | |||||
| HIH TRUST 2024-61P C TSFR1M+284.1 10/15/2041 144A / ABS-MBS (US40444VAE11) | 0.20 | -2.00 | 0.0005 | -0.0000 | |||||
| DEEPHAVEN RESIDENTIAL MTG TR 2022-3 CSTR 07/25/2067 144A / ABS-CBDO (US24381YAD67) | 0.20 | 0.00 | 0.0005 | -0.0000 | |||||
| US3140LFE426 / Fannie Mae Pool | 0.20 | -0.51 | 0.0005 | -0.0000 | |||||
| US31418CCT99 / Fannie Mae Pool | 0.20 | -4.88 | 0.0005 | -0.0000 | |||||
| US375558BS17 / Gilead Sciences Inc | 0.20 | -3.47 | 0.0005 | -0.0000 | |||||
| US31292LF911 / FHLG 30YR 3.5% 04/01/2042#C03792 | 0.20 | -3.47 | 0.0005 | -0.0000 | |||||
| SCBFY / Standard Chartered PLC - Depositary Receipt (Common Stock) | 0.20 | 0.52 | 0.0005 | 0.0000 | |||||
| US43789KAD46 / Homeward Opportunities Fund Trust 2022-1 | 0.20 | -0.51 | 0.0005 | -0.0000 | |||||
| US68389XBZ78 / Oracle Corp | 0.20 | -2.99 | 0.0005 | -0.0000 | |||||
| XS2356565585 / Last Mile Logistics Pan Euro Finance DAC | 0.20 | 8.33 | 0.0005 | 0.0000 | |||||
| TRT061124T11 / Turkey Government Bond | 0.20 | 0.0005 | 0.0005 | ||||||
| US3132DNTW38 / FHLG 30YR 5% 08/01/2052#SD1465 | 0.20 | -4.41 | 0.0005 | -0.0000 | |||||
| US71376LAE02 / Performance Food Group, Inc. | 0.20 | 1.04 | 0.0005 | 0.0000 | |||||
| US3140J5JP53 / UMBS, 30 Year | 0.20 | -3.94 | 0.0005 | -0.0000 | |||||
| US874060AZ95 / Takeda Pharmaceutical Co Ltd | 0.20 | -6.25 | 0.0005 | -0.0000 | |||||
| GREENSKY HOME IMPROVEMENT TRUST 2024-2 A4 5.15% 10/27/2059 144A / ABS-CBDO (US39571XAD66) | 0.20 | -24.42 | 0.0005 | -0.0002 | |||||
| US3133ARAC98 / Freddie Mac Pool | 0.20 | -5.34 | 0.0005 | -0.0000 | |||||
| US3140QMGY45 / FNMA 20YR 2.5% 07/01/2041#CB2014 | 0.19 | -3.48 | 0.0005 | -0.0000 | |||||
| US3140FXUJ95 / FNMA, Other | 0.19 | -5.37 | 0.0005 | -0.0000 | |||||
| US46579R2031 / IVANPLATS LTD 144A | 0.19 | -3.48 | 0.0005 | -0.0000 | |||||
| CELANESE US HLDGS LLC 6.75% 04/15/2033 / DBT (US15089QBA13) | 0.19 | 0.0005 | 0.0005 | ||||||
| PANAMA REPUBLIC OF 7.875% 03/01/2057 / DBT (US698299BZ66) | 0.19 | -2.51 | 0.0005 | -0.0000 | |||||
| EVERGY MO WEST STORM FDG I LLC 5.104% 12/01/2040 / DBT (US30037HAA41) | 0.19 | -5.37 | 0.0005 | -0.0000 | |||||
| US904678AW97 / UniCredit SpA | 0.19 | 0.52 | 0.0005 | 0.0000 | |||||
| DE000A11QTF7 / KFW | 0.19 | 0.0005 | 0.0005 | ||||||
| US57109LAC72 / Marlette Funding Trust, Series 2023-2A, Class C | 0.19 | -1.02 | 0.0005 | -0.0000 | |||||
| COLOMBIA REPUBLIC OF 7.75% 11/07/2036 / DBT (US195325EP60) | 0.19 | -2.53 | 0.0005 | -0.0000 | |||||
| SCG COML MTG TR 2025-DLFN TSFR1M+295 03/15/2035 144A / ABS-MBS (US78398EAJ47) | 0.19 | 0.0005 | 0.0005 | ||||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 0.19 | -0.52 | 0.0005 | -0.0000 | |||||
| US513075BW03 / Lamar Media Corp | 0.19 | 7.22 | 0.0005 | 0.0000 | |||||
| US3138X3EH14 / Fannie Mae Pool | 0.19 | -3.98 | 0.0005 | -0.0000 | |||||
| US3132XVV429 / FHLG 30YR 4% 01/01/2048#Q53334 | 0.19 | -3.02 | 0.0005 | -0.0000 | |||||
| US3140QHML64 / FNMA 20YR 2.5% 03/01/2041#CA9362 | 0.19 | -2.53 | 0.0005 | -0.0000 | |||||
| US36179TQR94 / Ginnie Mae II Pool | 0.19 | -3.98 | 0.0005 | -0.0000 | |||||
| US31417EMR98 / FNMA 30YR 3.0% 01/01/2043#AB7567 | 0.19 | -3.02 | 0.0005 | -0.0000 | |||||
| US618934AA16 / Mosaic Solar Loan Trust 2023-4 | 0.19 | -3.50 | 0.0005 | -0.0000 | |||||
| US31418MXR86 / FNMA 6% 11/35 #AD0687 | 0.19 | -4.46 | 0.0005 | -0.0000 | |||||
| US36179NQ504 / Ginnie Mae II Pool | 0.19 | -3.02 | 0.0005 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.19 | -2.54 | 0.0005 | -0.0000 | |||||
| CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A / DBT (US13005HAA86) | 0.19 | -0.52 | 0.0005 | -0.0000 | |||||
| US3133KL2U00 / FNCL UMBS 2.0 RA5287 05-01-51 | 0.19 | -4.48 | 0.0005 | -0.0000 | |||||
| US38382AFL44 / Government National Mortgage Association | 0.19 | -4.00 | 0.0005 | -0.0000 | |||||
| US31417BPJ07 / FNMA 15YR 3% 04/01/2027#AB4924 | 0.19 | -14.67 | 0.0005 | -0.0001 | |||||
| XS0107289323 / THAMES WATER UTL | 0.19 | 1.05 | 0.0005 | 0.0000 | |||||
| 30Y RTP 4.350000 08/13/2025 SYNTH/SWAPTION / DIR (N/A) | 0.19 | 0.0005 | 0.0005 | ||||||
| US3133ADKZ87 / FHLG 30YR 1.5% 11/01/2050#QB6612 | 0.19 | -6.34 | 0.0005 | -0.0000 | |||||
| US71429MAC91 / Perrigo Finance Unlimited Co | 0.19 | 1.05 | 0.0005 | 0.0000 | |||||
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG E TSFR1M+418.849 11/15/2034 144A / ABS-MBS (US81631WAJ53) | 0.19 | -0.52 | 0.0005 | -0.0000 | |||||
| US36179SEJ24 / Ginnie Mae II Pool | 0.19 | -4.95 | 0.0005 | -0.0000 | |||||
| VELOCITY COML CAP LN TR 2024-6 M4 VAR 12/25/2054 144A / ABS-MBS (US92261BAF31) | 0.19 | -1.03 | 0.0005 | -0.0000 | |||||
| US3132D6N555 / FR SB8512 | 0.19 | -3.03 | 0.0005 | -0.0000 | |||||
| US20030NCN93 / Comcast Corp | 0.19 | -4.48 | 0.0005 | -0.0000 | |||||
| US61747YEF88 / Morgan Stanley | 0.19 | 0.52 | 0.0005 | 0.0000 | |||||
| US12529YAS19 / Cascade Funding Mortgage Trust, Series 2021-FRR1, Class CK54 | 0.19 | 2.13 | 0.0005 | 0.0000 | |||||
| US94767KAN19 / WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027 | 0.19 | -0.52 | 0.0005 | -0.0000 | |||||
| US023771T402 / American Airlines, Inc. | 0.19 | -1.55 | 0.0005 | -0.0000 | |||||
| US3133KHGR12 / FHLMC UMBS, 30 Year | 0.19 | -5.45 | 0.0005 | -0.0000 | |||||
| US3128M9ED08 / FEDERAL HOME LOAN MORTGAGE CORPORATION | 0.19 | -3.54 | 0.0005 | -0.0000 | |||||
| US513075BW03 / Lamar Media Corp | 0.19 | 1.06 | 0.0005 | 0.0000 | |||||
| PRET 2024-RN2 LLC 7.1249% 04/25/2054 144A / ABS-CBDO (US69391YAA55) | 0.19 | -4.98 | 0.0005 | -0.0000 | |||||
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG A TSFR1M+154.228 11/15/2034 144A / ABS-MBS (US81631WAA45) | 0.19 | 0.53 | 0.0005 | 0.0000 | |||||
| US29273RBL24 / Energy Transfer Partners LP | 0.19 | -5.91 | 0.0005 | -0.0000 | |||||
| US36179TE358 / Ginnie Mae II Pool | 0.19 | -4.52 | 0.0005 | -0.0000 | |||||
| US680665AL00 / Olin Corp | 0.19 | -0.52 | 0.0005 | -0.0000 | |||||
| US153527AN61 / Central Garden & Pet Co | 0.19 | 1.06 | 0.0005 | 0.0000 | |||||
| US3137F1G447 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K065, Class A2 | 0.19 | 0.00 | 0.0005 | 0.0000 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0.19 | 56.20 | 0.0005 | 0.0002 | |||||
| US3133AR2T19 / FREDDIE MAC POOL UMBS P#QC7086 2.50000000 | 0.19 | -3.08 | 0.0005 | -0.0000 | |||||
| US31418MHU99 / Fannie Mae Pool | 0.19 | -2.58 | 0.0005 | -0.0000 | |||||
| JEFFERSON CAPITAL HOLDIN 8.25% 05/15/2030 144A / DBT (US472481AC47) | 0.19 | 0.0005 | 0.0005 | ||||||
| US36179QD240 / Ginnie Mae II Pool | 0.19 | -3.08 | 0.0005 | -0.0000 | |||||
| US3133AWDN12 / FHLG 30YR 2% 10/01/2051#QD0109 | 0.19 | -5.50 | 0.0005 | -0.0000 | |||||
| CLF / Cleveland-Cliffs Inc. | 0.19 | 0.0005 | 0.0005 | ||||||
| US12008RAN70 / Builders FirstSource Inc | 0.19 | 0.53 | 0.0005 | 0.0000 | |||||
| VIRI / Viridien Société anonyme | 0.19 | 0.0005 | 0.0005 | ||||||
| US65336YAN31 / Nexstar Broadcasting Inc | 0.19 | 1.62 | 0.0005 | 0.0000 | |||||
| WESCO DISTRIBUTION INC 6.375% 03/15/2033 144A / DBT (US95081QAS30) | 0.19 | 1.08 | 0.0005 | 0.0000 | |||||
| US46124HAC07 / Intuit Inc | 0.19 | 1.08 | 0.0005 | 0.0000 | |||||
| WHP TERM B 1LN 02/20/2032 / LON (92942LAG6) | 0.19 | 0.0005 | 0.0005 | ||||||
| GUARDIAN LIFE GLOBAL FUNDING 4.179% 09/26/2029 144A / DBT (US40139LBJ17) | 0.19 | 0.53 | 0.0005 | 0.0000 | |||||
| US81728UAA25 / Sensata Technologies Inc | 0.19 | 1.08 | 0.0005 | 0.0000 | |||||
| NEXT34 / NextEra Energy, Inc. - Depositary Receipt (Common Stock) | 0.19 | 0.0005 | 0.0005 | ||||||
| US001306AC39 / AHS Hospital Corp | 0.19 | -7.88 | 0.0005 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.19 | -5.08 | 0.0005 | -0.0000 | |||||
| US373334KT78 / Georgia Power Co. | 0.19 | -78.46 | 0.0005 | -0.0016 | |||||
| US3140XG7M52 / FNMA 15YR 3% 11/01/2034#FS1799 | 0.19 | -6.97 | 0.0005 | -0.0000 | |||||
| US38723BAJ08 / WIN WASTE TERM B 1LN 03/25/2028 | 0.19 | 0.00 | 0.0005 | 0.0000 | |||||
| US75513ECR09 / Raytheon Technologies Corp | 0.19 | 0.00 | 0.0005 | -0.0000 | |||||
| NATGASOLINE TERM B 1LN 03/29/2030 / LON (US63232EAD94) | 0.19 | 0.0004 | 0.0004 | ||||||
| US3140EYJ512 / FNMA 30YR 4% 03/01/2046#BC3883 | 0.19 | -17.26 | 0.0004 | -0.0001 | |||||
| XS2199272662 / Jordan Government International Bond | 0.19 | 0.0004 | 0.0004 | ||||||
| US3138ERRK82 / FNMA 30YR 3.5% 12/01/2046#AL9489 | 0.19 | -3.12 | 0.0004 | -0.0000 | |||||
| US26444HAL50 / Duke Energy Florida LLC | 0.19 | -73.54 | 0.0004 | -0.0012 | |||||
| US3140XJJ612 / FN15 | 0.19 | -4.62 | 0.0004 | -0.0000 | |||||
| RED VENTURES TERM B5 1LN 3/3/2030 / LON (US75703UAL98) | 0.19 | 0.0004 | 0.0004 | ||||||
| NPO / Enpro Inc. | 0.19 | 0.0004 | 0.0004 | ||||||
| US36179NBA54 / Ginnie Mae II Pool | 0.19 | -3.12 | 0.0004 | -0.0000 | |||||
| XAG7739PAK66 / CABLE and WIRELESS TERM B4 02/02/2026 | 0.19 | 0.0004 | 0.0004 | ||||||
| US36179M2Q20 / Ginnie Mae II Pool | 0.19 | -3.63 | 0.0004 | -0.0000 | |||||
| US3138W9BN98 / Fannie Mae Pool | 0.19 | -2.62 | 0.0004 | -0.0000 | |||||
| ARIS WATER HOLDINGS LLC 7.25% 04/01/2030 144A / DBT (US04041NAA00) | 0.19 | 0.0004 | 0.0004 | ||||||
| US29280LAA17 / EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA | 0.19 | -1.07 | 0.0004 | -0.0000 | |||||
| US3617GNHJ22 / GNMA II, 30 Year | 0.19 | -3.14 | 0.0004 | -0.0000 | |||||
| US29364WBE75 / Entergy Louisiana LLC | 0.19 | 1.09 | 0.0004 | 0.0000 | |||||
| US29280EAA73 / Energean plc | 0.19 | 0.0004 | 0.0004 | ||||||
| US3140K5JZ18 / Fannie Mae Pool | 0.19 | -5.61 | 0.0004 | -0.0000 | |||||
| US3132WJSM42 / FHLG 30YR 3.5% 12/01/2046#Q45023 | 0.19 | -3.65 | 0.0004 | -0.0000 | |||||
| US38150YAA10 / Goldman Home Improvement Trust Issuer Trust, Series 2022-GRN1, Class A | 0.19 | -10.63 | 0.0004 | -0.0001 | |||||
| US36202FLQ71 / Ginnie Mae II Pool | 0.19 | -2.63 | 0.0004 | -0.0000 | |||||
| VVV / Valvoline Inc. | 0.19 | 0.0004 | 0.0004 | ||||||
| US06406RBT32 / Bank of New York Mellon Corp/The | 0.19 | 0.00 | 0.0004 | -0.0000 | |||||
| US3140J8JX27 / Fannie Mae Pool | 0.18 | -3.16 | 0.0004 | -0.0000 | |||||
| U2NF34 / United Natural Foods, Inc. - Depositary Receipt (Common Stock) | 0.18 | -21.37 | 0.0004 | -0.0001 | |||||
| BAUSCH HEALTH TERM B 1LN 10/08/2030 / LON (XAC6903HAB06) | 0.18 | 0.0004 | 0.0004 | ||||||
| US680665AK27 / Olin Corp | 0.18 | -0.54 | 0.0004 | -0.0000 | |||||
| US073685AD12 / Beacon Roofing Supply Inc 4.875% 11/01/2025 144a Bond | 0.18 | 0.0004 | 0.0004 | ||||||
| US911363AM11 / United Rentals North America Inc | 0.18 | 1.10 | 0.0004 | 0.0000 | |||||
| GOAT HOLDCO LLC 6.75% 02/01/2032 144A / DBT (US38021MAA45) | 0.18 | 0.00 | 0.0004 | -0.0000 | |||||
| ICAHN ENTERPRISES LP/FIN CORP 9.75% 01/15/2029 / DBT (US451102CF29) | 0.18 | -4.66 | 0.0004 | -0.0000 | |||||
| US3138WHBS09 / Fannie Mae Pool | 0.18 | -4.17 | 0.0004 | -0.0000 | |||||
| US3137H5BG11 / FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047 | 0.18 | -3.66 | 0.0004 | -0.0000 | |||||
| US62954HAJ77 / NXP BV / NXP Funding LLC / NXP USA Inc | 0.18 | -7.07 | 0.0004 | -0.0000 | |||||
| US586054AD08 / Memorial Sloan-Kettering Cancer Center | 0.18 | -7.11 | 0.0004 | -0.0000 | |||||
| US976826BK24 / WISCONSIN POWER & LIGHT CO 4.100000% 10/15/2044 | 0.18 | -6.15 | 0.0004 | -0.0000 | |||||
| KELSO TERM 1LN 12/30/2029 / LON (US48825CAB19) | 0.18 | 15.82 | 0.0004 | 0.0001 | |||||
| US14319BAB80 / Carmax Auto Owner Trust 2023-3 | 0.18 | -83.24 | 0.0004 | -0.0022 | |||||
| US3132L7Q440 / Freddie Mac Gold Pool | 0.18 | -4.19 | 0.0004 | -0.0000 | |||||
| US03690AAH95 / ANTERO MIDSTREAM PARTNERS LP 5.375% 06/15/2029 144A | 0.18 | 0.55 | 0.0004 | 0.0000 | |||||
| US04649VBB53 / Asurion LLC, Term Loan B10 | 0.18 | -1.09 | 0.0004 | -0.0000 | |||||
| US124857AT09 / ViacomCBS Inc | 0.18 | 0.55 | 0.0004 | 0.0000 | |||||
| US3138WRPB00 / FNMA 30YR 3.0% 04/01/2043#AT4017 | 0.18 | -3.70 | 0.0004 | -0.0000 | |||||
| US404119CR82 / HCA INC | 0.18 | -65.00 | 0.0004 | -0.0008 | |||||
| REPUBLIC OF BENIN 7.96% 02/13/2038 144A / DBT (US08205QAA67) | 0.18 | -3.19 | 0.0004 | -0.0000 | |||||
| SANDISK TERM B 1LN 2/20/2032 / LON (US80004YAC75) | 0.18 | 0.0004 | 0.0004 | ||||||
| MACQUARIE AIRFINANCE HOLDINGS LTD 5.15% 03/17/2030 144A / DBT (US55609NAE85) | 0.18 | -0.55 | 0.0004 | -0.0000 | |||||
| US83368RBD35 / Societe Generale SA | 0.18 | 0.55 | 0.0004 | 0.0000 | |||||
| US69370PAH47 / Pertamina Persero PT | 0.18 | 0.00 | 0.0004 | 0.0000 | |||||
| US98919XAE13 / Zayo Group Holdings Inc | 0.18 | -1.09 | 0.0004 | -0.0000 | |||||
| US92852LAB53 / Viterra Finance BV | 0.18 | 1.12 | 0.0004 | 0.0000 | |||||
| US83001AAC62 / Six Flags Entertainment Corp | 0.18 | 0.00 | 0.0004 | 0.0000 | |||||
| US38375BJK98 / GNR 2010-H27 FA 1ML+38 12/60 | 0.18 | -15.81 | 0.0004 | -0.0001 | |||||
| US172441BF30 / Cinemark USA Inc | 0.18 | 0.56 | 0.0004 | 0.0000 | |||||
| PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A / DBT (US71376LAF76) | 0.18 | 0.56 | 0.0004 | 0.0000 | |||||
| US3136BLYE41 / FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049 | 0.18 | -4.74 | 0.0004 | -0.0000 | |||||
| US33843EAJ01 / Flagship Credit Auto Trust, Series 2023-2, Class C | 0.18 | 0.00 | 0.0004 | -0.0000 | |||||
| WAYFAIR LLC 7.75% 09/15/2030 144A / DBT (US94419NAB38) | 0.18 | 0.0004 | 0.0004 | ||||||
| CELSIUS TERM B 1LN 04/01/2032 / LON (US15118XAB01) | 0.18 | 0.0004 | 0.0004 | ||||||
| US110122DX32 / BRISTOL-MYERS SQUIBB CO | 0.18 | -6.25 | 0.0004 | -0.0000 | |||||
| US3132L7VF35 / Freddie Mac Gold Pool | 0.18 | -3.74 | 0.0004 | -0.0000 | |||||
| US3136BG6Y20 / FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048 | 0.18 | -2.70 | 0.0004 | -0.0000 | |||||
| US89364MCA09 / TRANSDIGM INC | 0.18 | 0.0004 | 0.0004 | ||||||
| US3138EJJD16 / UMBS, 30 Year | 0.18 | -5.76 | 0.0004 | -0.0000 | |||||
| AAL / American Airlines Group Inc. | 0.18 | -20.00 | 0.0004 | -0.0001 | |||||
| GOOGL / Alphabet Inc. - Depositary Receipt (Common Stock) | 0.18 | 0.0004 | 0.0004 | ||||||
| BMP 2024-MF23 D TSFR1M+ 06/15/2041 144A / ABS-MBS (US05593JAG58) | 0.18 | 0.00 | 0.0004 | -0.0000 | |||||
| US345397ZJ59 / Ford Motor Credit Co. LLC | 0.18 | 0.00 | 0.0004 | 0.0000 | |||||
| US3138EDMB43 / FNMA 30YR 4.5% 04/01/2042#AK8453 | 0.18 | -2.72 | 0.0004 | -0.0000 | |||||
| US210518CU85 / Consumers Energy Co. | 0.18 | -5.29 | 0.0004 | -0.0000 | |||||
| US3132J8EH94 / FHLG 30YR 3.5% 04/01/2043#Q16935 | 0.18 | -2.19 | 0.0004 | -0.0000 | |||||
| US010392FG85 / Alabama Power Co. 4.10% 01/15/42 | 0.18 | -5.29 | 0.0004 | -0.0000 | |||||
| US80281LAP04 / Santander UK Group Holdings PLC | 0.18 | -58.47 | 0.0004 | -0.0006 | |||||
| JANE STREET GRP/JSG FIN 6.75% 05/01/2033 144A / DBT (US47077WAE84) | 0.18 | 0.0004 | 0.0004 | ||||||
| US31307U5S38 / FHLG 15YR 3% 12/01/2032#J38057 | 0.18 | -5.29 | 0.0004 | -0.0000 | |||||
| US674599CS21 / Occidental Petroleum Corp | 0.18 | -1.10 | 0.0004 | -0.0000 | |||||
| CHRD / Chord Energy Corporation | 0.18 | 0.0004 | 0.0004 | ||||||
| US36267FAG37 / GLS Auto Select Receivables Trust 2023-1 | 0.18 | -0.56 | 0.0004 | -0.0000 | |||||
| US3132KE6E03 / FHLG 15YR 2.5% 07/01/2030#V60869 | 0.18 | -6.32 | 0.0004 | -0.0000 | |||||
| US28618MAA45 / Element Solutions Inc | 0.18 | 1.14 | 0.0004 | 0.0000 | |||||
| NFE / New Fortress Energy Inc. | 0.18 | 0.0004 | 0.0004 | ||||||
| ADVANTAGE SALES and MARKETING TERM B 1LN 10/28/2027 / LON (US00769EBA73) | 0.18 | 0.0004 | 0.0004 | ||||||
| 1011778 BC ULC/NEW RED FIN INC 6.125% 06/15/2029 144A / DBT (US68245XAR08) | 0.18 | 0.56 | 0.0004 | 0.0000 | |||||
| US3140LNE453 / FNMA 15YR 2% 06/01/2036#BT0154 | 0.18 | -3.26 | 0.0004 | -0.0000 | |||||
| US25746UBD00 / Dominion Resources 7% Notes 6/15/38 | 0.18 | -2.73 | 0.0004 | -0.0000 | |||||
| NATIONSTAR MTG HLDGS INC 6.5% 08/01/2029 144A / DBT (US63861CAG42) | 0.18 | 1.14 | 0.0004 | 0.0000 | |||||
| HCA INC 5.45% 09/15/2034 / DBT (US404121AK12) | 0.18 | -0.56 | 0.0004 | -0.0000 | |||||
| US91835HAA05 / VM Consolidated Inc | 0.18 | 1.71 | 0.0004 | 0.0000 | |||||
| 29364W405 / Entergy Louisiana LLC, 5.875% Series First Mortgage Bonds due 6/15/2041 | 0.18 | 0.0004 | 0.0004 | ||||||
| US91481CAC47 / Trustees of the University of Pennsylvania | 0.18 | -9.23 | 0.0004 | -0.0000 | |||||
| US3128M9J529 / FHLG 30YR 4% 09/42#G07184 | 0.18 | -3.80 | 0.0004 | -0.0000 | |||||
| PATK / Patrick Industries, Inc. | 0.18 | -0.56 | 0.0004 | -0.0000 | |||||
| HIH TRUST 2024-61P A TSFR1M+ 10/15/2041 144A / ABS-MBS (US40444VAA98) | 0.18 | -2.21 | 0.0004 | -0.0000 | |||||
| US67059TAH86 / NuStar Logistics LP | 0.18 | 0.00 | 0.0004 | -0.0000 | |||||
| US75513ECM12 / Raytheon Technologies Corp | 0.18 | 1.14 | 0.0004 | 0.0000 | |||||
| US874054AG47 / Take-Two Interactive Software, Inc. | 0.18 | 0.57 | 0.0004 | 0.0000 | |||||
| CULLIGAN TERM B 1LN 07/31/2028 / LON (US00132UAP93) | 0.18 | 58.04 | 0.0004 | 0.0002 | |||||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 0.18 | 0.0004 | 0.0004 | ||||||
| US26443TAC09 / Duke Energy Indiana LLC | 0.18 | -6.38 | 0.0004 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.18 | -5.38 | 0.0004 | -0.0000 | |||||
| US30161MAN39 / Exelon Generation Co LLC | 0.18 | -33.08 | 0.0004 | -0.0002 | |||||
| US69318FAJ75 / PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028 | 0.18 | -3.83 | 0.0004 | -0.0000 | |||||
| ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A / DBT (US019576AD90) | 0.18 | 0.57 | 0.0004 | 0.0000 | |||||
| US25470DBF50 / Discovery Communications LLC | 0.18 | -2.23 | 0.0004 | -0.0000 | |||||
| US651639AV85 / Newmont Goldcorp Corp. | 0.18 | -3.85 | 0.0004 | -0.0000 | |||||
| US3128MJ2A79 / Freddie Mac Gold Pool | 0.18 | -3.85 | 0.0004 | -0.0000 | |||||
| US743756AB40 / Providence St. Joseph Health Obligated Group | 0.18 | 0.00 | 0.0004 | 0.0000 | |||||
| US31417DNB54 / FNMA 30YR 3.0% 10/01/2042#AB6685 | 0.18 | -10.26 | 0.0004 | -0.0000 | |||||
| US3140QLFQ47 / FNMA 20YR 2.5% 07/01/2041#CB1074 | 0.18 | -3.31 | 0.0004 | -0.0000 | |||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 0.18 | 0.0004 | 0.0004 | ||||||
| US38376RV604 / GNMA 2017-H06 FA 12ML+35 08/66 | 0.17 | -18.69 | 0.0004 | -0.0001 | |||||
| US31418AP286 / Fannie Mae Pool | 0.17 | -3.87 | 0.0004 | -0.0000 | |||||
| INTRAFI TERM B 1LN 07/31/2031 / LON (US65343UAH59) | 0.17 | 0.0004 | 0.0004 | ||||||
| XAL4780EAC83 / Lonza Group AG USD Term Loan B | 0.17 | -1.14 | 0.0004 | -0.0000 | |||||
| US71654QCB68 / Petroleos Mexicanos | 0.17 | -0.57 | 0.0004 | -0.0000 | |||||
| US10373QBG47 / BP CAP MARKETS AMERICA INC 3% 02/24/2050 | 0.17 | -4.92 | 0.0004 | -0.0000 | |||||
| SUNBELT SOLOMON TERM B 1LN 10/24/2031 / LON (US87233DAB38) | 0.17 | -1.14 | 0.0004 | -0.0000 | |||||
| TAURS 2025-UK2X B SONIO+200 02/18/2035 REGS / ABS-MBS (XS3025430466) | 0.17 | 0.0004 | 0.0004 | ||||||
| FTAIM / FTAI Aviation Ltd. - Preferred Stock | 0.17 | -0.57 | 0.0004 | -0.0000 | |||||
| US880779BA01 / Terex Corp | 0.17 | 0.00 | 0.0004 | 0.0000 | |||||
| US74460WAG24 / PUBLIC STORAGE 5.1% 08/01/2033 | 0.17 | 0.00 | 0.0004 | 0.0000 | |||||
| US185899AK74 / Cleveland-Cliffs Inc | 0.17 | -3.89 | 0.0004 | -0.0000 | |||||
| US34960PAE16 / Fortress Transportation & Infrastructure Investors LLC | 0.17 | 0.00 | 0.0004 | -0.0000 | |||||
| US00216LAE39 / ASB BANK LTD 144A 2.375000% 10/22/2031 | 0.17 | 0.58 | 0.0004 | 0.0000 | |||||
| US36179MK749 / Ginnie Mae II Pool | 0.17 | -3.89 | 0.0004 | -0.0000 | |||||
| AUTHENTIC BRANDS TERM B1 1LN 12/21/2028 / LON (US00076VBL36) | 0.17 | 4,200.00 | 0.0004 | 0.0004 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.17 | 0.0004 | 0.0004 | ||||||
| US05765WAA18 / TIBCO Software Inc | 0.17 | 0.0004 | 0.0004 | ||||||
| US12482NAN12 / CBAM 2019-10 Ltd | 0.17 | -16.91 | 0.0004 | -0.0001 | |||||
| US3136AR6G88 / FNMA, REMIC, Series 2016-33, Class JA | 0.17 | -3.91 | 0.0004 | -0.0000 | |||||
| S2TW34 / Starwood Property Trust, Inc. - Depositary Receipt (Common Stock) | 0.17 | 0.00 | 0.0004 | 0.0000 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 0.17 | -2.27 | 0.0004 | -0.0000 | |||||
| L1MN34 / Lumen Technologies, Inc. - Depositary Receipt (Common Stock) | 0.17 | 8.18 | 0.0004 | 0.0000 | |||||
| US39530LAD29 / Greenko Dutch BV | 0.17 | -0.58 | 0.0004 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.17 | 0.0004 | 0.0004 | ||||||
| US015271AR09 / Alexandria Real Estate Equities, Inc. | 0.17 | 0.0004 | 0.0004 | ||||||
| US3136ASVZ68 / FNMA ACES, Series 2016-M6, Class A2 | 0.17 | -0.58 | 0.0004 | -0.0000 | |||||
| US30227FAC41 / EXTENDED STAY AMERICA TRUST ESA 2021 ESH A1 144A | 0.17 | -1.16 | 0.0004 | -0.0000 | |||||
| US458140CB48 / Intel Corp | 0.17 | -5.00 | 0.0004 | -0.0000 | |||||
| US3132QTUT13 / FHLG 30YR 3.5% 10/45#Q36893 | 0.17 | -3.39 | 0.0004 | -0.0000 | |||||
| MCR 2024-TWA MTG TR 5.924% 06/12/2039 144A / ABS-MBS (US582923AA66) | 0.17 | -0.58 | 0.0004 | -0.0000 | |||||
| NLT 2025-INV1 XS TR VAR 02/25/2070 144A / ABS-CBDO (US62916TAH23) | 0.17 | 0.0004 | 0.0004 | ||||||
| SERVICE EXPERTS ISSUER 2024-1 LLC 6.39% 11/20/2035 144A / ABS-CBDO (US81758FAA84) | 0.17 | -6.59 | 0.0004 | -0.0000 | |||||
| US49456BAJ08 / Kinder Morgan Inc/DE | 0.17 | -5.03 | 0.0004 | -0.0000 | |||||
| US68389XBJ37 / Oracle Corp | 0.17 | -58.74 | 0.0004 | -0.0006 | |||||
| US3140QKQZ44 / FNMA 20YR 2.5% 05/01/2041#CB0471 | 0.17 | -2.86 | 0.0004 | -0.0000 | |||||
| US3617K54F88 / GNMA II, 30 Year | 0.17 | -6.08 | 0.0004 | -0.0000 | |||||
| US3138WF6Y73 / Fannie Mae Pool | 0.17 | -4.49 | 0.0004 | -0.0000 | |||||
| US95002YAA10 / Wells Fargo & Co | 0.17 | 0.00 | 0.0004 | 0.0000 | |||||
| REDWOOD FUNDING TRUST 2023-1 7.5% 07/25/2059 144A / ABS-CBDO (US75806CAA99) | 0.17 | -3.41 | 0.0004 | -0.0000 | |||||
| US36179SLV78 / Ginnie Mae II Pool | 0.17 | -3.41 | 0.0004 | -0.0000 | |||||
| XS2391395154 / EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.300000% 09/30/2033 | 0.17 | 0.00 | 0.0004 | -0.0000 | |||||
| RRR / Red Rock Resorts, Inc. | 0.17 | -0.58 | 0.0004 | -0.0000 | |||||
| US482480AJ99 / KLA CORP REGD 3.30000000 | 0.17 | -5.03 | 0.0004 | -0.0000 | |||||
| LBTYB / Liberty Global Ltd. | 0.17 | 1.80 | 0.0004 | 0.0000 | |||||
| VELOCITY COML CAP LN TR 2024-6 VAR 12/25/2054 144A / ABS-MBS (US92261BAD82) | 0.17 | -0.58 | 0.0004 | -0.0000 | |||||
| US3136BG6S51 / FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048 | 0.17 | -2.30 | 0.0004 | -0.0000 | |||||
| US36193NX212 / GNMA II 3.5% 06/20/2046#AS4297 | 0.17 | -10.58 | 0.0004 | -0.0000 | |||||
| E1XC34 / Exelon Corporation - Depositary Receipt (Common Stock) | 0.17 | -0.59 | 0.0004 | -0.0000 | |||||
| US776743AL02 / ROPER TECHNOLOGIES INC 1.75% 02/15/2031 | 0.17 | 1.20 | 0.0004 | 0.0000 | |||||
| US75884RBA05 / Regency Centers LP | 0.17 | 1.20 | 0.0004 | 0.0000 | |||||
| US3140QCNG73 / FNMA 15YR 3% 12/01/2034#CA4890 | 0.17 | -5.06 | 0.0004 | -0.0000 | |||||
| US806851AK71 / Schlumberger Holdings Corp | 0.17 | 0.60 | 0.0004 | 0.0000 | |||||
| SOUTH WEST WATER FINANCE PLC 5.75% 12/11/2032 REGS / DBT (XS2956847805) | 0.17 | 6.29 | 0.0004 | 0.0000 | |||||
| US3138LDTF01 / FNMA, Other | 0.17 | -0.59 | 0.0004 | -0.0000 | |||||
| US912909AU28 / United States Steel Corp | 0.17 | -0.59 | 0.0004 | -0.0000 | |||||
| GDBR34 / General Dynamics Corporation - Depositary Receipt (Common Stock) | 0.17 | 0.0004 | 0.0004 | ||||||
| US36179QYU92 / Ginnie Mae II Pool | 0.17 | -2.89 | 0.0004 | -0.0000 | |||||
| US62957HAJ41 / Nabors Industries, Inc. | 0.17 | -4.00 | 0.0004 | -0.0000 | |||||
| US92858TAL08 / VLS COMMERCIAL MORTGAGE TRUST 2020-LAB X CSTR 10/10/2042 144A | 0.17 | -4.57 | 0.0004 | -0.0000 | |||||
| US93935HAA59 / Washington Mutual Mortgage Pass-through Certificates Wmalt Series 2006-7 A1a 6.086 25-sep-2036 Bond | 0.17 | -4.02 | 0.0004 | -0.0000 | |||||
| BX COML MTG TR 2024-KING TSFR1M+ 05/15/2039 144A / ABS-MBS (US05612RAA77) | 0.17 | -0.60 | 0.0004 | -0.0000 | |||||
| US3128MFMG06 / FHLG 15YR 3.5% 07/01/2032#G16459 | 0.17 | -4.02 | 0.0004 | -0.0000 | |||||
| US91324PEW86 / UnitedHealth Group Inc | 0.17 | -83.28 | 0.0004 | -0.0020 | |||||
| ANTYLIA SCIENTIFIC TERM 1LN 05/14/2032 / LON (N/A) | 0.17 | 0.0004 | 0.0004 | ||||||
| US38410JAA07 / GRACIE POINT INTERNATIONAL FUNDING 2023-2 | 0.17 | -42.81 | 0.0004 | -0.0003 | |||||
| US31419AB714 / FNMA 6.00% 2/40 #AE0061 | 0.17 | -2.91 | 0.0004 | -0.0000 | |||||
| US87251RAK95 / TGP Holdings III (Traeger Grills) T/L (6/21) | 0.17 | -7.22 | 0.0004 | -0.0000 | |||||
| US3142GQLA83 / FHLG 30YR 6.5% 11/01/2053#RJ0320 | 0.17 | -6.70 | 0.0004 | -0.0000 | |||||
| US38377NRP14 / GNR 2010-170 B 4% 12/40 | 0.17 | -2.92 | 0.0004 | -0.0000 | |||||
| US3140LF4S07 / FNMA, Other | 0.17 | 0.00 | 0.0004 | 0.0000 | |||||
| US3133AWNQ33 / FHLG 30YR 2% 11/01/2051#QD0399 | 0.17 | -8.29 | 0.0004 | -0.0000 | |||||
| US34965KAA51 / Fortrea Holdings Inc | 0.17 | 0.0004 | 0.0004 | ||||||
| US3137FNAQ30 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.17 | -6.21 | 0.0004 | -0.0000 | |||||
| XS2308620793 / Serbia International Bond | 0.17 | 8.50 | 0.0004 | 0.0000 | |||||
| US3132M4JJ53 / FHLG 30YR 4.0% 01/01/2044#Q24165 | 0.17 | -5.68 | 0.0004 | -0.0000 | |||||
| US171484AE81 / Churchill Downs Inc | 0.17 | 0.00 | 0.0004 | 0.0000 | |||||
| US36179MSX91 / GNMA II, 30 Year | 0.17 | -4.05 | 0.0004 | -0.0000 | |||||
| XS1664647499 / BAT Capital Corp. | 0.17 | 7.79 | 0.0004 | 0.0000 | |||||
| US3140XJCC58 / FNMA 30YR 1.5% 09/01/2051#FS2766 | 0.17 | -4.07 | 0.0004 | -0.0000 | |||||
| ANTX / AN2 Therapeutics, Inc. | 0.17 | 4.43 | 0.0004 | 0.0000 | |||||
| US64110LAN64 / Netflix Inc | 0.17 | 0.00 | 0.0004 | 0.0000 | |||||
| GSCM SWAP REC 3.9025 04/14/26 / DIR (N/A) | 0.17 | 0.0004 | 0.0004 | ||||||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | 0.17 | -15.82 | 0.0004 | -0.0001 | |||||
| XS0989394589 / Credit Suisse Group AG | 0.17 | -19.90 | 0.0004 | -0.0001 | |||||
| US58502BAE65 / MEDNAX Inc | 0.16 | 0.00 | 0.0004 | 0.0000 | |||||
| US65505PAA57 / Noble Finance II LLC | 0.16 | -1.20 | 0.0004 | -0.0000 | |||||
| US911365BN33 / United Rentals North America Inc | 0.16 | 1.23 | 0.0004 | 0.0000 | |||||
| US3138EGET73 / FNMA 4.50% 8/40 #AL0145 | 0.16 | -3.53 | 0.0004 | -0.0000 | |||||
| US68233JCM45 / Oncor Electric Delivery Co LLC | 0.16 | -5.20 | 0.0004 | -0.0000 | |||||
| US92937EAJ38 / WFRBS Commercial Mortgage Trust, Series 2013-C11, Class D | 0.16 | 0.62 | 0.0004 | 0.0000 | |||||
| BALTIMORE GAS and ELECTRIC CO 5.65% 06/01/2054 / DBT (US059165ES50) | 0.16 | -4.12 | 0.0004 | -0.0000 | |||||
| US37940XAB82 / Global Payments Inc | 0.16 | 0.00 | 0.0004 | 0.0000 | |||||
| US19240CAC73 / COGENT COMMUNICATIONS GROUP INC | 0.16 | 1.24 | 0.0004 | 0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.16 | 0.0004 | 0.0004 | ||||||
| US83001AAD46 / Six Flags Entertainment Corp | 0.16 | -0.61 | 0.0004 | -0.0000 | |||||
| US36179TQP39 / Ginnie Mae II Pool | 0.16 | -5.23 | 0.0004 | -0.0000 | |||||
| US3128MJY387 / FHLMC Gold Pools, 30 Year | 0.16 | -5.23 | 0.0004 | -0.0000 | |||||
| US08949LAB62 / Big River Steel LLC / BRS Finance Corp | 0.16 | 0.62 | 0.0004 | 0.0000 | |||||
| SAGE AR FUNDING 2025-1X C SONIO+240 05/17/2037 REGS / ABS-MBS (XS3032970819) | 0.16 | 0.0004 | 0.0004 | ||||||
| CITIGROUP MTG LN TR 2009-12 11.151088% 07/25/2037 144A / ABS-CBDO (US173097AK21) | 0.16 | -1.22 | 0.0004 | -0.0000 | |||||
| MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC 8.25% 04/15/2030 144A / DBT (US60832QAA85) | 0.16 | 0.0004 | 0.0004 | ||||||
| US842400HD82 / Southern California Edison Co | 0.16 | 0.00 | 0.0004 | -0.0000 | |||||
| COMM 2024-277P X MORTGAGE TRUST VAR 08/10/2044 144A / ABS-MBS (US12654FAC41) | 0.16 | -6.36 | 0.0004 | -0.0000 | |||||
| US103304BU40 / CORP. NOTE | 0.16 | 0.00 | 0.0004 | 0.0000 | |||||
| US3140JHN666 / UMBS, 30 Year | 0.16 | -5.26 | 0.0004 | -0.0000 | |||||
| US68378NAC48 / Oportun Issuance Trust, Series 2022-A, Class C | 0.16 | -0.61 | 0.0004 | -0.0000 | |||||
| US70462GAB41 / PeaceHealth Obligated Group | 0.16 | 0.62 | 0.0004 | 0.0000 | |||||
| CROSS 2025-H1 MORTGAGE TRUST 6.48% 02/25/2070 144A / ABS-CBDO (US22758NAF42) | 0.16 | -0.61 | 0.0004 | -0.0000 | |||||
| US92328MAE30 / Venture Global Calcasieu Pass LLC | 0.16 | -0.61 | 0.0004 | -0.0000 | |||||
| US36181APC08 / GNMA 30YR 3.5% 07/15/2043#AE6719 | 0.16 | -1.22 | 0.0004 | -0.0000 | |||||
| US375558BA09 / Gilead Sciences Inc | 0.16 | -3.57 | 0.0004 | -0.0000 | |||||
| US38869AAC18 / Graphic Packaging International LLC | 0.16 | -0.62 | 0.0004 | -0.0000 | |||||
| US12593JBF21 / COMM 2015-CCRE24 Mortgage Trust | 0.16 | -30.90 | 0.0004 | -0.0002 | |||||
| US74834LBD10 / Quest Diagnostics Inc | 0.16 | -1.23 | 0.0004 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.16 | 0.0004 | 0.0004 | ||||||
| US3140XAUZ33 / FNMA 15YR UMBS SUPER | 0.16 | -4.17 | 0.0004 | -0.0000 | |||||
| US74340XCE94 / Prologis LP | 0.16 | -0.62 | 0.0004 | -0.0000 | |||||
| US3132DWAH60 / Freddie Mac Pool | 0.16 | -4.17 | 0.0004 | -0.0000 | |||||
| US3138YWH421 / FNMA 30YR 3.5% 10/01/2045#AZ4750 | 0.16 | -4.73 | 0.0004 | -0.0000 | |||||
| US629377CQ33 / NRG ENERGY INC 3.375% 02/15/2029 144A | 0.16 | 1.26 | 0.0004 | 0.0000 | |||||
| US31335B7H30 / FHLMC Gold Pools, 30 Year | 0.16 | -4.73 | 0.0004 | -0.0000 | |||||
| US150190AK25 / Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op | 0.16 | 0.00 | 0.0004 | -0.0000 | |||||
| SABRE TERM B1 1LN 11/15/2029 / LON (US78571YBK55) | 0.16 | 0.0004 | 0.0004 | ||||||
| US312943DJ96 / Freddie Mac Gold Pool | 0.16 | -4.19 | 0.0004 | -0.0000 | |||||
| JP MORGAN MORTGAGE TRUST SERIES 2024-VIS1 VAR 07/25/2064 144A / ABS-CBDO (US465970AF87) | 0.16 | -1.84 | 0.0004 | -0.0000 | |||||
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1 M3 VAR 02/25/2055 144A / ABS-MBS (US922955AK55) | 0.16 | -1.23 | 0.0004 | -0.0000 | |||||
| CONCORD MUSIC ROYALTIES LLC 5.644% 10/20/2074 144A / ABS-CBDO (US20633KAE82) | 0.16 | -1.84 | 0.0004 | -0.0000 | |||||
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1 M4 VAR 02/25/2055 144A / ABS-MBS (US922955AN94) | 0.16 | -1.23 | 0.0004 | -0.0000 | |||||
| US3138LE7B18 / FNMA, Other | 0.16 | -0.62 | 0.0004 | -0.0000 | |||||
| US00178UAH23 / AMSR TRUST AMSR 2020 SFR2 G 144A | 0.16 | 0.63 | 0.0004 | 0.0000 | |||||
| NLT 2025-INV1 B3 TR VAR 02/25/2070 144A / ABS-CBDO (US62916TAG40) | 0.16 | 0.0004 | 0.0004 | ||||||
| US92564RAK14 / VICI PROPERTIES LP/VICI NOTE CO | 0.16 | -75.76 | 0.0004 | -0.0012 | |||||
| US55316VAA26 / MHC Commercial Mortgage Trust 2021-MHC | 0.16 | -59.64 | 0.0004 | -0.0006 | |||||
| US701094AR58 / Parker-Hannifin Corp | 0.16 | 0.00 | 0.0004 | 0.0000 | |||||
| US281020AZ01 / Edison International | 0.16 | 0.0004 | 0.0004 | ||||||
| US172967LP48 / Citigroup Inc (variable) Bond | 0.16 | 0.00 | 0.0004 | 0.0000 | |||||
| 40467AAH2 / Help At Home, Inc. | 0.16 | -41.97 | 0.0004 | -0.0003 | |||||
| US13645RBH66 / Canadian Pacific Railway Co | 0.16 | -5.39 | 0.0004 | -0.0000 | |||||
| USP3579ECP09 / Dominican Republic International Bond | 0.16 | 0.00 | 0.0004 | 0.0000 | |||||
| US31417GZP44 / Fannie Mae Pool | 0.16 | -4.24 | 0.0004 | -0.0000 | |||||
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A 5.88% 03/15/2056 144A / ABS-CBDO (US831943AC95) | 0.16 | -1.25 | 0.0004 | -0.0000 | |||||
| US3136A2WC36 / FNMA, REMIC, Series 2011-126, Class KB | 0.16 | -5.95 | 0.0004 | -0.0000 | |||||
| US26844HAJ68 / EFS COGEN HOLDINGS I LLC 2020 TERM LOAN B | 0.16 | 0.00 | 0.0004 | 0.0000 | |||||
| ROPER TECHNOLOGIES INC 4.75% 02/15/2032 / DBT (US776696AH96) | 0.16 | 0.00 | 0.0004 | -0.0000 | |||||
| US3140J8KS13 / Fannie Mae Pool | 0.16 | -4.82 | 0.0004 | -0.0000 | |||||
| CANADA GOVERNMENT OF 3% 06/01/2034 / DBT (CA135087R481) | 0.16 | 3.27 | 0.0004 | 0.0000 | |||||
| OREGON TOOL LUX LP 7.875% 10/15/2029 144A / DBT (US68610BAA26) | 0.16 | 0.0004 | 0.0004 | ||||||
| GAEA MTG LN TR 2025-A A VAR 02/25/2030 144A / ABS-CBDO (US362928AA19) | 0.16 | 0.0004 | 0.0004 | ||||||
| US3140Q8W508 / FNMA 30YR 4.5% 01/01/2048#CA1567 | 0.16 | -3.09 | 0.0004 | -0.0000 | |||||
| TERWIN MORTGAGE TRUST STEP 06/25/2036 / ABS-CBDO (US881561VF85) | 0.16 | 2.61 | 0.0004 | 0.0000 | |||||
| US00973RAD52 / Aker BP ASA | 0.16 | -5.99 | 0.0004 | -0.0000 | |||||
| US43789KAA07 / Homeward Opportunities Fund Trust 2022-1 | 0.16 | -4.27 | 0.0004 | -0.0000 | |||||
| SOUTHERN VETERINARY PARTNERS TERM B 1LN 12/04/2031 / LON (US84410HAN08) | 0.16 | 0.0004 | 0.0004 | ||||||
| US78351MAA09 / Ryan Specialty Group LLC | 0.16 | 0.00 | 0.0004 | 0.0000 | |||||
| US3140XKHF08 / FNMA UMBS, 30 Year | 0.16 | -2.50 | 0.0004 | -0.0000 | |||||
| T-MOBILE USA INC 4.2% 10/01/2029 / DBT (US87264ADL61) | 0.16 | 0.0004 | 0.0004 | ||||||
| BX TR 2024-PAT D TSFR1M+538.9 03/15/2026 144A / ABS-MBS (US05612FAG00) | 0.16 | 0.65 | 0.0004 | 0.0000 | |||||
| AFFIRM MASTER TRUST 5.13% 02/15/2033 144A / ABS-CBDO (US00833BAB45) | 0.16 | 0.00 | 0.0004 | -0.0000 | |||||
| US69346VAA70 / Performance Food Group Inc 5.5% 10/15/2027 144A | 0.16 | 0.00 | 0.0004 | 0.0000 | |||||
| US3132WPRQ25 / Freddie Mac Gold Pool | 0.16 | -2.50 | 0.0004 | -0.0000 | |||||
| WEST TRUST 2025-ROSE VAR 04/10/2030 144A / ABS-MBS (US955909AA47) | 0.16 | 0.0004 | 0.0004 | ||||||
| US91086QBB32 / Mexico Government International Bond | 0.16 | -3.73 | 0.0004 | -0.0000 | |||||
| US3140JWBD18 / FNMA 15YR 3.5% 07/01/2034#BO1835 | 0.16 | -5.49 | 0.0004 | -0.0000 | |||||
| AFFIRM ASSET SECURITIZATION TRUST 2024-A 5.61% 02/15/2029 144A / ABS-CBDO (US00834BAA52) | 0.16 | -0.64 | 0.0004 | -0.0000 | |||||
| US3138MDZH83 / FNMA 30YR 4.5% 10/01/2042#AP9743 | 0.16 | -1.90 | 0.0004 | -0.0000 | |||||
| US3138WE7F03 / FNMA 30YR 4.5% 07/01/2045#AS5393 | 0.16 | -3.12 | 0.0004 | -0.0000 | |||||
| US3140QM3U66 / FANNIE MAE POOL UMBS P#CB2610 2.00000000 | 0.16 | -4.32 | 0.0004 | -0.0000 | |||||
| US58933YAW57 / Merck & Co. Inc. | 0.16 | -4.91 | 0.0004 | -0.0000 | |||||
| US3138MB6G67 / FNMA 3% 09/42 #AP8070 | 0.16 | -2.52 | 0.0004 | -0.0000 | |||||
| US3136BKJA11 / FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048 | 0.16 | -3.73 | 0.0004 | -0.0000 | |||||
| US14576AAC62 / Cars Net Lease Mortgage Notes, Series 2020-1A, Class A3 | 0.16 | 0.00 | 0.0004 | -0.0000 | |||||
| US62886HBE09 / NCL Corp Ltd | 0.16 | 0.00 | 0.0004 | -0.0000 | |||||
| US07402LAC63 / Bear Stearns Structured Products Trust 2007-EMX1 | 0.15 | -20.62 | 0.0004 | -0.0001 | |||||
| US63942TAB17 / Navient Student Loan Trust | 0.15 | -9.94 | 0.0004 | -0.0000 | |||||
| US89114TZJ41 / Toronto-Dominion Bank/The | 0.15 | 0.65 | 0.0004 | 0.0000 | |||||
| US3128P76P38 / Freddie Mac Gold Pool | 0.15 | -4.35 | 0.0004 | -0.0000 | |||||
| US880591EH15 / Tennessee Valley Authority 5.25% Global Power Bonds 2009 Series C 09/15/39 | 0.15 | -3.14 | 0.0004 | -0.0000 | |||||
| RFR USD SOFR-3.65471 04-07-25-30Y* LCH / DIR (N/A) | 0.15 | 0.0004 | 0.0004 | ||||||
| US378272AY43 / Glencore Funding LLC 2.50%, Due 09/01/2030 | 0.15 | 0.65 | 0.0004 | 0.0000 | |||||
| BX COML MTG TR 2024-MF TSFR1M+373.83 02/15/2039 144A / ABS-MBS (US05612EAJ73) | 0.15 | 0.00 | 0.0004 | -0.0000 | |||||
| US30260LAA35 / FEL Energy VI Sarl | 0.15 | -4.94 | 0.0004 | -0.0000 | |||||
| US3138XXHY53 / FNMA 30YR 4% 09/44#AW7446 | 0.15 | -2.53 | 0.0004 | -0.0000 | |||||
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG F TSFR1M+518.702 11/15/2034 144A / ABS-MBS (US81631WAL00) | 0.15 | -0.65 | 0.0004 | -0.0000 | |||||
| US060352AC53 / BANK | 0.15 | -15.85 | 0.0004 | -0.0001 | |||||
| US842587CW55 / Southern Co/The | 0.15 | 133.33 | 0.0004 | 0.0002 | |||||
| US3140XHHT72 / Federal National Mortgage Association Conventional 30-Yr. Pass Through | 0.15 | -4.37 | 0.0004 | -0.0000 | |||||
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.95%/VAR 03/10/2055 / DBT (US00774MBK09) | 0.15 | -0.65 | 0.0004 | -0.0000 | |||||
| AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 7.5% 10/01/2029 144A / DBT (US00810GAD60) | 0.15 | -0.65 | 0.0004 | -0.0000 | |||||
| US98978VAS25 / Zoetis Inc | 0.15 | 1.32 | 0.0004 | 0.0000 | |||||
| US3128MJWV84 / Freddie Mac Gold Pool | 0.15 | -4.37 | 0.0004 | -0.0000 | |||||
| USP3579ECN50 / DOMINICAN REPUBLIC 6.000000% 02/22/2033 | 0.15 | 0.00 | 0.0004 | -0.0000 | |||||
| US3140EVQG55 / FNMA 30YR 3.5% 02/46#BC1354 | 0.15 | -2.55 | 0.0004 | -0.0000 | |||||
| US3136AS4R44 / FNMA ACES, Series 2016-M7, Class A2 | 0.15 | 0.00 | 0.0004 | -0.0000 | |||||
| GSCM SWAP PAY 3.9025 04/14/26 / DIR (N/A) | 0.15 | 0.0004 | 0.0004 | ||||||
| US98379JAA34 / XPO Escrow Sub LLC | 0.15 | 0.00 | 0.0004 | -0.0000 | |||||
| US3133AJPG22 / Federal Home Loan Mortgage Corporation | 0.15 | -3.77 | 0.0004 | -0.0000 | |||||
| US3138ANC843 / FNMA 30YR 4.5% 8/1/41 #AI8194 | 0.15 | -1.92 | 0.0004 | -0.0000 | |||||
| US3140X9XT74 / FNMA 15YR 2% 02/01/2036#FM6089 | 0.15 | -3.18 | 0.0004 | -0.0000 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.15 | 0.0004 | 0.0004 | ||||||
| US36176HYP36 / Ginnie Mae I Pool | 0.15 | -22.84 | 0.0004 | -0.0001 | |||||
| US3140K8RB96 / FANNIE MAE POOL UMBS P#BP1381 2.50000000 | 0.15 | -3.18 | 0.0004 | -0.0000 | |||||
| US896288AA51 / TriNet Group Inc | 0.15 | 0.66 | 0.0004 | 0.0000 | |||||
| CONNECT FINCO SARL / CONNECT US FINCO LLC 9% 09/15/2029 144A / DBT (US20752TAB08) | 0.15 | 4.11 | 0.0004 | 0.0000 | |||||
| US30040WAP32 / EVERSOURCE ENERGY | 0.15 | 0.66 | 0.0004 | 0.0000 | |||||
| US3140QCS562 / FNMA 15YR 3% 01/01/2035#CA5039 | 0.15 | -5.00 | 0.0004 | -0.0000 | |||||
| US00255UAB17 / AASET 2020-1 Trust | 0.15 | -16.02 | 0.0004 | -0.0001 | |||||
| US52736RBJ05 / LEVI STRAUSS and COMPANY NEW 3.5% 03/01/2031 144A | 0.15 | 0.00 | 0.0004 | 0.0000 | |||||
| US30296AAU16 / FREMF Mortgage Trust, Series 2017-K61, Class C | 0.15 | 0.00 | 0.0004 | 0.0000 | |||||
| CARLYLE US CLO 2024-6 LTD E TSFR3M+575 10/25/2037 144A / ABS-CBDO (US14319QAA76) | 0.15 | -1.31 | 0.0004 | -0.0000 | |||||
| US437076CJ91 / Home Depot, Inc. (The) | 0.15 | 0.67 | 0.0004 | 0.0000 | |||||
| US57604TAD81 / MASSACHUSETTS ST TRANSPRTN FUND REVENUE | 0.15 | -3.21 | 0.0004 | -0.0000 | |||||
| US31395UZR57 / FHR 2996 ZD 5.5% 06/35 | 0.15 | -2.58 | 0.0004 | -0.0000 | |||||
| US3132J4NR61 / FHLMC Gold Pools, 20 Year | 0.15 | -5.03 | 0.0004 | -0.0000 | |||||
| US26250UAQ85 / Dryden XXVI Senior Loan Fund | 0.15 | -15.17 | 0.0004 | -0.0001 | |||||
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM3 B1 8.1% 03/25/2064 144A / ABS-CBDO (US10569LAE56) | 0.15 | -1.95 | 0.0004 | -0.0000 | |||||
| TVC / Tennessee Valley Authority - Preferred Stock | 0.15 | 1.35 | 0.0004 | 0.0000 | |||||
| US312936EZ60 / FHLG 30YR 4% 10/01/2039# | 0.15 | -3.23 | 0.0004 | -0.0000 | |||||
| US378272BL13 / Glencore Funding LLC | 0.15 | -90.84 | 0.0004 | -0.0030 | |||||
| US36179M5M88 / Ginnie Mae II Pool | 0.15 | -3.85 | 0.0004 | -0.0000 | |||||
| US89346DAE76 / Transalta Corp Senior Notes 6.5% 03/15/40 | 0.15 | -5.66 | 0.0004 | -0.0000 | |||||
| US31418B4R43 / FNMA, Other | 0.15 | -2.60 | 0.0004 | -0.0000 | |||||
| WOOD MACKENZIE TERM B 1LN 2/7/2031 / LON (US72706RAB24) | 0.15 | 0.0004 | 0.0004 | ||||||
| BX TR 2024-PAT A TSFR1M+209 03/15/2026 144A / ABS-MBS (US05612FAA30) | 0.15 | 0.00 | 0.0004 | -0.0000 | |||||
| METHANEX US OPERATIONS INC 6.25% 03/15/2032 144A / DBT (US59151LAA44) | 0.15 | -17.22 | 0.0004 | -0.0001 | |||||
| US06051GJS93 / Bank of America Corp | 0.15 | 0.00 | 0.0004 | 0.0000 | |||||
| SMB PRIVATE ED LN TR 2024-C SOFR30A+110 06/17/2052 144A / ABS-CBDO (US83206EAB39) | 0.15 | -5.10 | 0.0004 | -0.0000 | |||||
| US90205FAN06 / 280 Park Avenue 2017-280P Mortgage Trust | 0.15 | 0.68 | 0.0004 | 0.0000 | |||||
| US3138EKH402 / FNMA 30YR 3.0% 12/01/2042#AL2950 | 0.15 | -2.61 | 0.0004 | -0.0000 | |||||
| US760942BB71 / Uruguay Government International Bond | 0.15 | 0.00 | 0.0004 | 0.0000 | |||||
| US3140KVJ929 / FHLG 15YR 2% 12/01/2035#BQ9287 | 0.15 | -3.87 | 0.0004 | -0.0000 | |||||
| US65486XAA19 / NJ Trust 2023-GSP | 0.15 | -0.67 | 0.0004 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.15 | 0.0004 | 0.0004 | ||||||
| US05948XTV37 / Banc of America Alternative Loan Trust 2003-8 | 0.15 | -3.87 | 0.0004 | -0.0000 | |||||
| US400666AA13 / Guara Norte Sarl | 0.15 | -1.33 | 0.0004 | -0.0000 | |||||
| US3140J9DU25 / Fannie Mae Pool | 0.15 | -6.33 | 0.0004 | -0.0000 | |||||
| US22822VAR24 / SR UNSECURED 07/30 3.3 | 0.15 | -46.18 | 0.0004 | -0.0002 | |||||
| US3138A7FQ65 / Fannie Mae Pool | 0.15 | -4.52 | 0.0004 | -0.0000 | |||||
| US978097AG86 / WOLVERINE WORLD WIDE REGD 144A P/P 4.00000000 | 0.15 | 1.37 | 0.0004 | 0.0000 | |||||
| US57667JAA07 / Match Group Holdings II LLC | 0.15 | 1.37 | 0.0004 | 0.0000 | |||||
| US375558BY84 / Gilead Sciences, Inc. | 0.15 | 1.37 | 0.0004 | 0.0000 | |||||
| PPL CAP FDG INC 5.25% 09/01/2034 / DBT (US69352PAT03) | 0.15 | -0.67 | 0.0004 | -0.0000 | |||||
| US3140M4UV89 / FNCL UMBS 2.5 BU3295 10-01-51 | 0.15 | -2.63 | 0.0004 | -0.0000 | |||||
| US513075BT73 / Lamar Media Corp | 0.15 | 1.38 | 0.0004 | 0.0000 | |||||
| BNP / BNP Paribas SA | 0.15 | 0.0004 | 0.0004 | ||||||
| USB / U.S. Bancorp - Depositary Receipt (Common Stock) | 0.15 | -1.34 | 0.0004 | -0.0000 | |||||
| GGAM FINANCE LTD 6.875% 04/15/2029 144A / DBT (US36170JAD81) | 0.15 | -0.68 | 0.0004 | -0.0000 | |||||
| US3140KYQJ69 / FHLG 15YR 2% 02/01/2036#BR1356 | 0.15 | -2.65 | 0.0004 | -0.0000 | |||||
| US22534QAA94 / Credit Acceptance Auto Loan Trust, Series 2022-3A, Class A | 0.15 | -88.54 | 0.0004 | -0.0027 | |||||
| US3140QPA562 / Federal National Mortgage Association | 0.15 | -4.55 | 0.0004 | -0.0000 | |||||
| HCA INC 5.25% 03/01/2030 / DBT (US404119CZ09) | 0.15 | 0.0004 | 0.0004 | ||||||
| US98978VAV53 / Zoetis Inc | 0.15 | 0.00 | 0.0004 | -0.0000 | |||||
| US023135BT22 / Amazon.com Inc | 0.15 | -72.66 | 0.0004 | -0.0009 | |||||
| US718172CZ06 / PHILIP MORRIS INTERNATIONAL INC | 0.15 | 0.00 | 0.0004 | 0.0000 | |||||
| US3132GRHH75 / Freddie Mac Gold Pool | 0.15 | -3.95 | 0.0004 | -0.0000 | |||||
| US3138A5LP52 / FNMA 30YR 4.0% 01/01/2041#AH3933 | 0.15 | -3.31 | 0.0004 | -0.0000 | |||||
| US90932QAA40 / United Airlines 2014-2 Class A Pass Through Trust | 0.15 | -6.41 | 0.0004 | -0.0000 | |||||
| US31417ETM39 / FNMA 30YR 3.0% 01/01/2043#AB7755 | 0.15 | -2.67 | 0.0004 | -0.0000 | |||||
| US3132GK2E51 / FHLG 30YR 4.0% 11/01/2041#Q04673 | 0.15 | -4.61 | 0.0004 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.15 | 0.0003 | 0.0003 | ||||||
| US12189LAE11 / Burlington North Santa Fe 5.4% Senior Notes 06/01/41 | 0.15 | -3.97 | 0.0003 | -0.0000 | |||||
| US3133D4JL80 / FHLG 20YR 2.5% 11/01/2041#QK1167 | 0.15 | -2.03 | 0.0003 | -0.0000 | |||||
| US842400GY39 / Southern California Edison Co | 0.15 | -9.37 | 0.0003 | -0.0000 | |||||
| US02406PBB58 / AMERICAN AXLE & MFG INC REGD 5.00000000 | 0.15 | -0.68 | 0.0003 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.15 | -3.33 | 0.0003 | -0.0000 | |||||
| MSFT / Microsoft Corporation - Depositary Receipt (Common Stock) | 0.14 | -4.64 | 0.0003 | -0.0000 | |||||
| US55607PAG00 / Macquarie Group Ltd | 0.14 | -0.69 | 0.0003 | -0.0000 | |||||
| US29272WAC38 / Energizer Holdings Inc | 0.14 | 0.00 | 0.0003 | 0.0000 | |||||
| US3140FLVU93 / FNMA 30YR 3.5% 01/01/2047#BE1526 | 0.14 | -2.70 | 0.0003 | -0.0000 | |||||
| US3128MJTZ36 / FHLG 30YR 4.0% 01/01/2044#G08567 | 0.14 | -3.36 | 0.0003 | -0.0000 | |||||
| US3617KJAS36 / GNMA II, 30 Year | 0.14 | -5.26 | 0.0003 | -0.0000 | |||||
| US87470LAD38 / Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp | 0.14 | 1.41 | 0.0003 | 0.0000 | |||||
| US36202F4T03 / Ginnie Mae II Pool | 0.14 | -3.38 | 0.0003 | -0.0000 | |||||
| US3137H3SE32 / FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047 | 0.14 | -4.03 | 0.0003 | -0.0000 | |||||
| US3136B4NV63 / FNMA, REMIC, Series 2019-20, Class H | 0.14 | -4.03 | 0.0003 | -0.0000 | |||||
| XS2560994381 / COMMERZBANK AG 8.625%/VAR 02/28/2033 REGS | 0.14 | 5.93 | 0.0003 | 0.0000 | |||||
| US3138XP2M45 / FNMA 30YR 5.0% 03/01/2044#AW0779 | 0.14 | -2.05 | 0.0003 | -0.0000 | |||||
| US104931AA85 / Brand Industrial Services Inc | 0.14 | -11.73 | 0.0003 | -0.0000 | |||||
| XS1619155564 / Senegal Government International Bond | 0.14 | 0.0003 | 0.0003 | ||||||
| US92538NAE76 / Verus Securitization Trust 2022-4 | 0.14 | -4.67 | 0.0003 | -0.0000 | |||||
| AGG / iShares Trust - iShares Core U.S. Aggregate Bond ETF | 0.00 | -98.99 | 0.14 | -99.01 | 0.0003 | -0.0342 | |||
| US3140QKDW59 / FNMA 20YR 2% 04/01/2041#CB0116 | 0.14 | -4.67 | 0.0003 | -0.0000 | |||||
| US61744YAR99 / Morgan Stanley | 0.14 | -2.05 | 0.0003 | -0.0000 | |||||
| US3132L7RM32 / Freddie Mac Gold Pool | 0.14 | -4.67 | 0.0003 | -0.0000 | |||||
| US452550AA47 / Impac CMB Trust Series 2007-A | 0.14 | -4.67 | 0.0003 | -0.0000 | |||||
| US3138LDU504 / FNMA, Other | 0.14 | -0.70 | 0.0003 | -0.0000 | |||||
| US30300HAJ59 / FREMF Mortgage Trust, Series 2017-K63, Class C | 0.14 | 0.00 | 0.0003 | 0.0000 | |||||
| AMENTUM HOLDINGS INC 7.25% 08/01/2032 144A / DBT (US02352BAA35) | 0.14 | 0.00 | 0.0003 | -0.0000 | |||||
| US23292HAB78 / DLLAA 2023-1 LLC | 0.14 | -58.36 | 0.0003 | -0.0005 | |||||
| US31418CBF05 / Federal National Mortgage Association | 0.14 | -4.05 | 0.0003 | -0.0000 | |||||
| LOANCORE 2025-CRE8 ISSUER LLC A TSFR1M+138.504 08/17/2042 144A / ABS-CBDO (US53947FAA93) | 0.14 | 0.00 | 0.0003 | -0.0000 | |||||
| US08180XAN21 / Benefit Street Partners CLO VIII Ltd | 0.14 | -24.06 | 0.0003 | -0.0001 | |||||
| US92840VAE20 / Vistra Operations Co LLC | 0.14 | 0.71 | 0.0003 | 0.0000 | |||||
| US71654QCL41 / Petroleos Mexicanos | 0.14 | -2.76 | 0.0003 | -0.0000 | |||||
| GLENCORE FDG LLC 5.186% 04/01/2030 144A / DBT (US378272BZ09) | 0.14 | 0.0003 | 0.0003 | ||||||
| SAGE AR FUNDING 2025-1X D SONIO+390 05/17/2037 REGS / ABS-MBS (XS3032971031) | 0.14 | 0.0003 | 0.0003 | ||||||
| US038923AW89 / Arbor Realty Trust Inc | 0.14 | 1.44 | 0.0003 | 0.0000 | |||||
| BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC A1R TSFR3M+119 10/25/2030 144A / ABS-CBDO (US09630AAN63) | 0.14 | -12.42 | 0.0003 | -0.0000 | |||||
| US928563AE54 / VMware, Inc. | 0.14 | 0.00 | 0.0003 | -0.0000 | |||||
| US3128M5TK63 / FHLG 5.00% 2/38 #G03854 | 0.14 | -2.08 | 0.0003 | -0.0000 | |||||
| US418751AE33 / HAT Holdings I LLC / HAT Holdings II LLC | 0.14 | 0.71 | 0.0003 | 0.0000 | |||||
| US3140Q8XE01 / FNMA 30YR 5% 01/48#CA1576 | 0.14 | -8.50 | 0.0003 | -0.0000 | |||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 0.14 | -68.96 | 0.0003 | -0.0007 | |||||
| US3132CW5Q33 / FHLG 15YR 3% 07/01/2037#SB0855 | 0.14 | -3.45 | 0.0003 | -0.0000 | |||||
| US31412QPP80 / FNMA 30YR 6.0% 01/01/2037#932030 | 0.14 | -2.78 | 0.0003 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.14 | -2.78 | 0.0003 | -0.0000 | |||||
| VFH PARENT LLC / VALOR CO-ISSUER INC 7.5% 06/15/2031 144A / DBT (US91824YAA64) | 0.14 | 0.72 | 0.0003 | 0.0000 | |||||
| US36178DPE57 / Ginnie Mae I Pool | 0.14 | -3.45 | 0.0003 | -0.0000 | |||||
| US55284PAF27 / MFA 2022-NQM1 Trust | 0.14 | -4.76 | 0.0003 | -0.0000 | |||||
| CFMT 2024-R1 LLC 4% 10/25/2054 144A / ABS-CBDO (US12530YAB56) | 0.14 | -1.41 | 0.0003 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.14 | 0.0003 | 0.0003 | ||||||
| FX Forward: MXN/USD settle 2025-06-18 / DFE (N/A) | 0.14 | 0.0003 | 0.0003 | ||||||
| US312933G736 / FHLG 30YR 4.5% 05/01/2039# | 0.14 | -2.10 | 0.0003 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.14 | -6.04 | 0.0003 | -0.0000 | |||||
| MVFPSO / MV24 Capital BV | 0.14 | -3.45 | 0.0003 | -0.0000 | |||||
| US62954HBA59 / NXP BV / NXP Funding LLC / NXP USA Inc | 0.14 | -36.65 | 0.0003 | -0.0002 | |||||
| US12661NAB01 / CSMC 2022-NQM3 TRUST 4.265% 03/25/2067 144A | 0.14 | -0.71 | 0.0003 | -0.0000 | |||||
| US3140J9ER86 / FNMA 30YR 4.5% 10/01/2045#BM4643 | 0.14 | -4.76 | 0.0003 | -0.0000 | |||||
| US3138EPH641 / FNMA 30YR 5.252% 08/01/2041# | 0.14 | -5.41 | 0.0003 | -0.0000 | |||||
| US3140X3BD90 / UMBS, 30 Year | 0.14 | -4.79 | 0.0003 | -0.0000 | |||||
| ARTERA SERVICES TERM 1LN 2/15/2031 / LON (US73937UAL26) | 0.14 | -12.58 | 0.0003 | -0.0000 | |||||
| US20753XAF15 / Connecticut Avenue Securities Trust, Series 2022-R03, Class 1B1 | 0.14 | -2.11 | 0.0003 | -0.0000 | |||||
| US312944FA43 / FHLG 30YR 4.0% 12/01/2040#A95561 | 0.14 | -6.71 | 0.0003 | -0.0000 | |||||
| US312946Q257 / FHLG 30YR 4.5% 03/01/2041#A97673 | 0.14 | -2.80 | 0.0003 | -0.0000 | |||||
| US3136BCGS30 / Fannie Mae-Aces | 0.14 | -0.71 | 0.0003 | -0.0000 | |||||
| US3140XGUN72 / Fannie Mae Pool | 0.14 | -4.79 | 0.0003 | -0.0000 | |||||
| BAY CLUB TERM B 1LN 6/27/2031 / LON (US12021GAF19) | 0.14 | 0.00 | 0.0003 | -0.0000 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 0.14 | -8.00 | 0.0003 | -0.0000 | |||||
| US885160AA99 / Thor Industries Inc | 0.14 | 0.00 | 0.0003 | 0.0000 | |||||
| US171232AQ41 / Chubb Corp 6% Senior Notes 5/11/37 | 0.14 | -1.43 | 0.0003 | -0.0000 | |||||
| US60855RAL42 / Molina Healthcare Inc | 0.14 | 1.47 | 0.0003 | 0.0000 | |||||
| US133131AX02 / Camden Property Trust | 0.14 | 0.73 | 0.0003 | 0.0000 | |||||
| US23345MAB37 / DT MIDSTREAM INC 4.375% 06/15/2031 144A | 0.14 | 0.73 | 0.0003 | 0.0000 | |||||
| US3138AVUY97 / FNMA 4.00% 12/41 #AJ4198 | 0.14 | -4.83 | 0.0003 | -0.0000 | |||||
| US3128MJYD68 / Freddie Mac Gold Pool | 0.14 | -5.52 | 0.0003 | -0.0000 | |||||
| US3132WN2J08 / Freddie Mac Gold Pool | 0.14 | -9.27 | 0.0003 | -0.0000 | |||||
| US3138MLTX24 / Fannie Mae Pool | 0.14 | -2.84 | 0.0003 | -0.0000 | |||||
| US3140MPRV53 / Fannie Mae Pool | 0.14 | -2.84 | 0.0003 | -0.0000 | |||||
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI A CSTR 07/15/2035 144A / ABS-MBS (US95003PAA93) | 0.14 | -0.72 | 0.0003 | -0.0000 | |||||
| RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 06/15/2033 144A / DBT (US749571AL97) | 0.14 | 0.0003 | 0.0003 | ||||||
| GEO / The GEO Group, Inc. | 0.14 | 0.00 | 0.0003 | -0.0000 | |||||
| US3133AEDE15 / FHLG 30YR 1.5% 12/01/2050#QB7301 | 0.14 | -6.80 | 0.0003 | -0.0000 | |||||
| US04649VBA70 / Asurion LLC, Term Loan | 0.14 | 17.09 | 0.0003 | 0.0001 | |||||
| US31418B3B00 / FNMA, Other | 0.14 | -4.86 | 0.0003 | -0.0000 | |||||
| US843646AH38 / Southern Power Co. 5.15% Senior Notes 09/15/41 | 0.14 | -4.20 | 0.0003 | -0.0000 | |||||
| 30064K105 / Exacttarget, Inc. | 0.14 | -66.17 | 0.0003 | -0.0006 | |||||
| US3128M9RH74 / FHLG 30YR 3.5% 05/01/2043#G07388 | 0.14 | -3.55 | 0.0003 | -0.0000 | |||||
| US36202FY678 / Ginnie Mae II Pool | 0.14 | -3.55 | 0.0003 | -0.0000 | |||||
| US3140XABL57 / FNMA 15YR 2% 02/01/2036#FM6342 | 0.14 | -2.86 | 0.0003 | -0.0000 | |||||
| HRI / Herc Holdings Inc. | 0.14 | 0.00 | 0.0003 | -0.0000 | |||||
| US3138WSYX02 / FNMA 30YR 2.5% 06/01/2043#AT5225 | 0.14 | -2.86 | 0.0003 | -0.0000 | |||||
| US98415LAY20 / Xerox Holdings Corp 2023 Term Loan B | 0.14 | -21.39 | 0.0003 | -0.0001 | |||||
| US3136ASMM56 / FNMA, REMIC, Series 2016-38, Class NA | 0.14 | -4.23 | 0.0003 | -0.0000 | |||||
| U1DR34 / UDR, Inc. - Depositary Receipt (Common Stock) | 0.14 | -1.45 | 0.0003 | -0.0000 | |||||
| US36184HLS12 / Ginnie Mae I Pool | 0.14 | -2.86 | 0.0003 | -0.0000 | |||||
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 M2 VAR 01/25/2064 144A / ABS-CBDO (US17332HAF29) | 0.14 | 0.0003 | 0.0003 | ||||||
| US059165EM80 / Baltimore Gas and Electric Co | 0.14 | -7.48 | 0.0003 | -0.0000 | |||||
| BTE / Baytex Energy Corp. | 0.14 | -6.85 | 0.0003 | -0.0000 | |||||
| BX COML MTG TR 2024-GPA3 TSFR1M+164.233 12/15/2039 144A / ABS-MBS (US123910AC54) | 0.14 | -6.90 | 0.0003 | -0.0000 | |||||
| US35041KAC62 / Foundation Finance Trust 2020-1 | 0.14 | 0.00 | 0.0003 | 0.0000 | |||||
| NEWDAY FDG MASTER ISSUER PLC SONIO+265 07/15/2032 REGS / ABS-CBDO (XS2834468162) | 0.14 | 6.30 | 0.0003 | 0.0000 | |||||
| US92826CAK80 / VISA INC 2.7 4/40 | 0.14 | -2.17 | 0.0003 | -0.0000 | |||||
| US92343VGJ70 / Verizon Communications Inc | 0.14 | -40.27 | 0.0003 | -0.0002 | |||||
| US30295RAS04 / FREMF Mortgage Trust, Series 2016-K59, Class B | 0.14 | 0.75 | 0.0003 | 0.0000 | |||||
| US31410LF232 / FANNIE MAE POOL UMBS P#890385 6.00000000 | 0.14 | -3.57 | 0.0003 | -0.0000 | |||||
| BREX COMMERCIAL CHARGE CARD MASTER TRUST 6.05% 07/15/2027 144A / ABS-CBDO (US05601DAE31) | 0.14 | 0.00 | 0.0003 | -0.0000 | |||||
| US345397A605 / FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125 | 0.13 | -0.74 | 0.0003 | 0.0000 | |||||
| CARDIFF AUTO RECEIVABLES SECURITISATION 2024-1 SONIO+260 08/20/2031 REGS / ABS-CBDO (XS2866378503) | 0.13 | 6.35 | 0.0003 | 0.0000 | |||||
| ASIMI FUNDING 2025-1 C PLC SONIO+175 05/16/2032 REGS / ABS-CBDO (XS3043426090) | 0.13 | 0.0003 | 0.0003 | ||||||
| US3138W4VZ12 / FNMA 30YR 2.5% 03/01/2043#AR6931 | 0.13 | -2.90 | 0.0003 | -0.0000 | |||||
| CARDIFF AUTO RECEIVABLES SECURITISATION 2024-1 SONIO+190 08/20/2031 REGS / ABS-CBDO (XS2866378412) | 0.13 | 6.35 | 0.0003 | 0.0000 | |||||
| CASTELL 2025-1 X1 PLC SONIO+415 01/27/2062 REGS / ABS-CBDO (XS3050711293) | 0.13 | 0.0003 | 0.0003 | ||||||
| UK LOGISTICS 2024-1X A DAC SONIO+ 05/15/2034 REGS / ABS-MBS (XS2809140457) | 0.13 | 6.35 | 0.0003 | 0.0000 | |||||
| US378272AQ19 / Glencore Funding LLC | 0.13 | 0.00 | 0.0003 | 0.0000 | |||||
| US31417EMU28 / FNMA 30YR 3.0% 1/1/43 #AB7570 | 0.13 | -4.29 | 0.0003 | -0.0000 | |||||
| US3140J6GP63 / Federal National Mortgage Association | 0.13 | -4.29 | 0.0003 | -0.0000 | |||||
| US677632MV00 / OHIO ST UNIV | 0.13 | -2.19 | 0.0003 | -0.0000 | |||||
| US3132QQD660 / FHLG 30YR 3.5% 06/01/2045#Q33724 | 0.13 | -2.90 | 0.0003 | -0.0000 | |||||
| TOGETHER ASSET BACKED SECURITISATION 2025-CRE1 B PLC STEP 01/15/2057 REGS / ABS-CBDO (XS3017344410) | 0.13 | 0.0003 | 0.0003 | ||||||
| US059165EQ94 / BALTIMORE GAS AND ELECTRIC CO | 0.13 | -36.36 | 0.0003 | -0.0002 | |||||
| US3140Q7L479 / UMBS, 30 Year | 0.13 | -4.32 | 0.0003 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.13 | -4.32 | 0.0003 | -0.0000 | |||||
| US418751AL75 / HAT HOLDINGS I LLC/HAT REGD 144A P/P 8.00000000 | 0.13 | -1.48 | 0.0003 | -0.0000 | |||||
| EDENBROOK MORTGAGE FUNDING PLC STEP 03/22/2057 REGS / ABS-CBDO (XS2843264586) | 0.13 | 6.40 | 0.0003 | 0.0000 | |||||
| BFLD COML MTG TR 2024-UNIV TSFR1M+363.953 11/15/2029 144A / ABS-MBS (US08861RAJ05) | 0.13 | -0.75 | 0.0003 | -0.0000 | |||||
| MADISON PK FDG XLII LTD AR TSFR3M+115 11/21/2030 144A / ABS-CBDO (US55822RAA86) | 0.13 | -14.19 | 0.0003 | -0.0001 | |||||
| US3138M8J875 / Fannie Mae Pool | 0.13 | -3.62 | 0.0003 | -0.0000 | |||||
| US499894AA19 / Kobe US Midco 2, Inc. | 0.13 | 3.91 | 0.0003 | 0.0000 | |||||
| US13887PAK12 / Canyon Capital CLO 2016-1 Ltd | 0.13 | -16.87 | 0.0003 | -0.0001 | |||||
| US02209SBL60 / Altria Group Inc | 0.13 | 0.76 | 0.0003 | 0.0000 | |||||
| US31292SBY54 / Freddie Mac Gold Pool | 0.13 | -3.62 | 0.0003 | -0.0000 | |||||
| E1CO34 / Ecopetrol S.A. - Depositary Receipt (Common Stock) | 0.13 | -3.62 | 0.0003 | -0.0000 | |||||
| US76119NAF42 / Residential Mortgage Loan Trust 2019-3 | 0.13 | 0.00 | 0.0003 | -0.0000 | |||||
| US3140QCFC51 / UMBS, 30 Year | 0.13 | -3.65 | 0.0003 | -0.0000 | |||||
| US3140GUMX24 / Fannie Mae Pool | 0.13 | -5.04 | 0.0003 | -0.0000 | |||||
| US939344AK34 / Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 3A1 | 0.13 | -2.94 | 0.0003 | -0.0000 | |||||
| US219350BK07 / Corning Inc | 0.13 | -6.38 | 0.0003 | -0.0000 | |||||
| US65473PAN50 / NiSource Inc | 0.13 | 0.76 | 0.0003 | 0.0000 | |||||
| US31417VQ712 / FNMA 30YR 5.5% 01/01/2040#AC8577 | 0.13 | -18.52 | 0.0003 | -0.0001 | |||||
| US3128MAA584 / Freddie Mac Gold Pool | 0.13 | -2.94 | 0.0003 | -0.0000 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0.13 | 0.00 | 0.0003 | 0.0000 | |||||
| US31417DNL37 / FNMA 30YR 3.0% 10/01/2042#AB6694 | 0.13 | -2.22 | 0.0003 | -0.0000 | |||||
| US49177JAM45 / Kenvue, Inc. | 0.13 | -3.65 | 0.0003 | -0.0000 | |||||
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 VAR 02/25/2063 144A / ABS-CBDO (US173106AE51) | 0.13 | -7.04 | 0.0003 | -0.0000 | |||||
| AREIT 2025-CRE10 LTD A TSFR1M+138.794 12/17/2029 144A / ABS-CBDO (US00193DAA63) | 0.13 | 0.00 | 0.0003 | -0.0000 | |||||
| US3140HAEL05 / UMBS, 30 Year | 0.13 | -2.22 | 0.0003 | -0.0000 | |||||
| US617726AM65 / Morocco Government International Bond | 0.13 | -4.38 | 0.0003 | -0.0000 | |||||
| US118230AU55 / Buckeye Partners LP | 0.13 | 0.00 | 0.0003 | 0.0000 | |||||
| US3620AMGZ90 / GNMA 30YR 4% 03/15/2042#733816 | 0.13 | -2.24 | 0.0003 | -0.0000 | |||||
| US36320MAL28 / Galaxy XX CLO, Ltd. | 0.13 | -66.75 | 0.0003 | -0.0006 | |||||
| US76720AAG13 / Rio Tinto Fin Usa Plc 4.125% 08/21/42 | 0.13 | -4.38 | 0.0003 | -0.0000 | |||||
| US02209SBG75 / Altria Group, Inc. | 0.13 | -33.16 | 0.0003 | -0.0002 | |||||
| US31335CAG96 / FHLG 30YR 4% 05/01/2045#G61807 | 0.13 | -5.07 | 0.0003 | -0.0000 | |||||
| US010392GB89 / ALABAMA POWER CO SR UNSEC 5.85% 11-15-33 | 0.13 | 0.00 | 0.0003 | -0.0000 | |||||
| TPB / Turning Point Brands, Inc. | 0.13 | 1.55 | 0.0003 | 0.0000 | |||||
| US3140XABM31 / FN 03/51 FIXED VAR | 0.13 | -5.07 | 0.0003 | -0.0000 | |||||
| MSWF COMMERCIAL MORTGAGE TRUST 23-2 VAR 12/15/2056 / ABS-MBS (US55361AAV61) | 0.13 | -2.96 | 0.0003 | -0.0000 | |||||
| US3140HRRT29 / FNMA, Other | 0.13 | 0.00 | 0.0003 | -0.0000 | |||||
| US3140QHPY58 / FNMA 15YR 2% 03/01/2036#CA9438 | 0.13 | -3.68 | 0.0003 | -0.0000 | |||||
| US92553PAU66 / Viacom, Inc. Bond | 0.13 | -37.62 | 0.0003 | -0.0002 | |||||
| US3136AN6U63 / FNMA ACES, Series 2015-M10, Class A2 | 0.13 | 0.00 | 0.0003 | -0.0000 | |||||
| US36178D7F29 / GNMA 30YR 3.0% 04/15/2043#AA6294 | 0.13 | -5.07 | 0.0003 | -0.0000 | |||||
| APA CORP 5.25% 02/01/2042 144A / DBT (US03743QAJ76) | 0.13 | -10.34 | 0.0003 | -0.0000 | |||||
| US75907DAA54 / REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1 SER 2022-1 CL A REGD 144A P/P 3.07000000 | 0.13 | -31.58 | 0.0003 | -0.0001 | |||||
| US312945PS16 / FHLMC Gold Pools, 30 Year | 0.13 | -3.70 | 0.0003 | -0.0000 | |||||
| US3128P76T59 / Freddie Mac Gold Pool | 0.13 | -4.41 | 0.0003 | -0.0000 | |||||
| US14367LAJ08 / CarNow Auto Receivables Trust, Series 2022-1A, Class E | 0.13 | -44.92 | 0.0003 | -0.0003 | |||||
| US91282CHR51 / U.S. Treasury Notes | 0.13 | 0.78 | 0.0003 | 0.0000 | |||||
| US3132HNH519 / Freddie Mac Gold Pool | 0.13 | -3.73 | 0.0003 | -0.0000 | |||||
| US477164AA59 / JetBlue 2020-1 Class A Pass Through Trust | 0.13 | -5.84 | 0.0003 | -0.0000 | |||||
| US3140XDCS31 / Fannie Mae Pool | 0.13 | -3.73 | 0.0003 | -0.0000 | |||||
| US398905AN98 / Group 1 Automotive Inc | 0.13 | 0.78 | 0.0003 | 0.0000 | |||||
| US36179SNW34 / Ginnie Mae II Pool | 0.13 | -4.44 | 0.0003 | -0.0000 | |||||
| US482480AL46 / KLA Corp | 0.13 | 0.00 | 0.0003 | -0.0000 | |||||
| US44965TAA51 / ILFC E-Capital Trust I | 0.13 | -3.03 | 0.0003 | -0.0000 | |||||
| US31393UVK68 / FNMA, REMIC, Series 2003-130, Class HZ | 0.13 | -5.88 | 0.0003 | -0.0000 | |||||
| US31335AGX00 / FHLMC Gold Pools, 30 Year | 0.13 | -5.19 | 0.0003 | -0.0000 | |||||
| US31335AE385 / FHLMC Gold Pools, 30 Year | 0.13 | -4.48 | 0.0003 | -0.0000 | |||||
| U1NM34 / Unum Group - Depositary Receipt (Common Stock) | 0.13 | -4.48 | 0.0003 | -0.0000 | |||||
| US05608RAA32 / BX Trust | 0.13 | 0.00 | 0.0003 | -0.0000 | |||||
| US78646UAA79 / Safehold Operating Partnership LP | 0.13 | 0.00 | 0.0003 | 0.0000 | |||||
| US3140XC4X36 / FNMA 15YR UMBS SUPER | 0.13 | -7.25 | 0.0003 | -0.0000 | |||||
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 6.496% 11/25/2069 144A / ABS-CBDO (US617932AF56) | 0.13 | -0.78 | 0.0003 | -0.0000 | |||||
| US3140F1ZP06 / FNMA 30YR 3.5% 07/01/2046#BC6149 | 0.13 | -3.03 | 0.0003 | -0.0000 | |||||
| BALCAN INNOVATIONS TERM B 1LN 10/18/2031 / LON (XAC0564DAB29) | 0.13 | -5.19 | 0.0003 | -0.0000 | |||||
| US3617K1XE81 / GNMA II, 30 Year | 0.13 | -8.63 | 0.0003 | -0.0000 | |||||
| US3138M8WD14 / FNMA 30YR 3.0% 09/01/2042#AP5143 | 0.13 | -3.05 | 0.0003 | -0.0000 | |||||
| ACURIS FIN US/ACURIS FIN 9% 08/01/2029 144A / DBT (US00511BAE74) | 0.13 | 2.42 | 0.0003 | 0.0000 | |||||
| LMT / Lockheed Martin Corporation - Depositary Receipt (Common Stock) | 0.13 | 0.0003 | 0.0003 | ||||||
| US3140J76C43 / UMBS, 20 Year | 0.13 | -5.93 | 0.0003 | -0.0000 | |||||
| US3132J7A448 / FHLG 3.0% 2/01/43 #Q15926 | 0.13 | -2.31 | 0.0003 | -0.0000 | |||||
| US3132FCFU45 / FHLMC Gold Pools, 30 Year | 0.13 | -4.51 | 0.0003 | -0.0000 | |||||
| VERUS SECURITIZATION TR 2022-3 B1 CSTR 02/25/2067 144A / ABS-CBDO (US92538UAE10) | 0.13 | -4.51 | 0.0003 | -0.0000 | |||||
| US3133GB4M31 / FHLG 15YR 2% 02/01/2036#QN5328 | 0.13 | -2.31 | 0.0003 | -0.0000 | |||||
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.25% 03/15/2033 144A / DBT (US01309QAB41) | 0.13 | 0.00 | 0.0003 | 0.0000 | |||||
| US19688HAF82 / COLT Mortgage Loan Trust, Series 2022-1, Class B2 | 0.13 | -2.33 | 0.0003 | -0.0000 | |||||
| EURO-BUXL 30Y BND FUT JUN25 UBM5 / DIR (DE000F1B2NK9) | 0.13 | -584.62 | 0.0003 | 0.0004 | |||||
| US780082AD52 / Royal Bank of Canada Bond | 0.13 | 0.00 | 0.0003 | 0.0000 | |||||
| US539830BL23 / Lockheed Martin Corp | 0.13 | -4.55 | 0.0003 | -0.0000 | |||||
| US31394FGT66 / FEDERAL NAT MTG ASN GTD REM PA 2005-79 ZC 5.9% 09/25/2035 | 0.13 | -4.55 | 0.0003 | -0.0000 | |||||
| US36179SUW50 / Ginnie Mae II Pool | 0.13 | -5.26 | 0.0003 | -0.0000 | |||||
| SITIOS LATINOAMERICA SAB DE CV 6% 11/25/2029 144A / DBT (US82983PAA12) | 0.13 | 0.00 | 0.0003 | 0.0000 | |||||
| US37046US851 / General Motors Financial Co Inc | 0.13 | -82.08 | 0.0003 | -0.0014 | |||||
| US05604FAS48 / BWAY 2013-1515 Mortgage Trust | 0.13 | -2.34 | 0.0003 | -0.0000 | |||||
| US12593PAW23 / COMM 2015-CCRE25 Mortgage Trust | 0.13 | -37.19 | 0.0003 | -0.0002 | |||||
| US12510HAF73 / CARS-DB4 LP, Series 2020-1A, Class A6 | 0.13 | -0.79 | 0.0003 | -0.0000 | |||||
| US3138EHKF88 / Fannie Mae Pool | 0.13 | -3.85 | 0.0003 | -0.0000 | |||||
| CWALT TR 2006-J4 6% 07/25/2036 / ABS-CBDO (US23242WAH25) | 0.13 | -3.10 | 0.0003 | -0.0000 | |||||
| US3140M3DT44 / FANNIE MAE POOL FN BU1913 | 0.13 | -3.10 | 0.0003 | -0.0000 | |||||
| REGIONAL MANAGEMENT ISSUANCE TRUST 5.11% 12/15/2033 144A / ABS-CBDO (US75907AAA16) | 0.13 | -0.79 | 0.0003 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.13 | -4.58 | 0.0003 | -0.0000 | |||||
| US3138EN4H94 / Fannie Mae Pool | 0.13 | -2.34 | 0.0003 | -0.0000 | |||||
| SUN / Sunoco LP - Limited Partnership | 0.12 | 0.0003 | 0.0003 | ||||||
| US740816AN32 / President & Fellows of Harvard College Massachusetts Revenue | 0.12 | -8.82 | 0.0003 | -0.0000 | |||||
| SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A / DBT (US86881WAF95) | 0.12 | -24.85 | 0.0003 | -0.0001 | |||||
| UST NOTES 4% 01/31/2031 / DBT (US91282CJX02) | 0.12 | 0.00 | 0.0003 | 0.0000 | |||||
| US92259LAB45 / VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2020-1 VCC 2020-1 AFX | 0.12 | -1.59 | 0.0003 | -0.0000 | |||||
| DE000A2DAR40 / Kreditanstalt fuer Wiederaufbau | 0.12 | -92.19 | 0.0003 | -0.0035 | |||||
| US75513ECP43 / Raytheon Technologies Corp. | 0.12 | -4.62 | 0.0003 | -0.0000 | |||||
| US3138WJMB11 / Fannie Mae Pool | 0.12 | -3.12 | 0.0003 | -0.0000 | |||||
| US74340XBZ33 / Prologis LP | 0.12 | 0.81 | 0.0003 | 0.0000 | |||||
| US3140FNJV70 / FNMA 30YR 4% 01/47#BE2975 | 0.12 | -6.06 | 0.0003 | -0.0000 | |||||
| US740212AL91 / Precision Drilling Corp | 0.12 | -37.88 | 0.0003 | -0.0002 | |||||
| US64035DAE67 / Nelnet Student Loan Trust 2021-A | 0.12 | -0.81 | 0.0003 | -0.0000 | |||||
| US26444HAR21 / Duke Energy Florida LLC | 0.12 | -4.65 | 0.0003 | -0.0000 | |||||
| US87305RAK59 / TTM Technologies Inc | 0.12 | 1.65 | 0.0003 | 0.0000 | |||||
| BROOKFIELD 24-MF23 E TSFR1M+338.905 06/15/2041 144A / ABS-MBS (US05593JAJ97) | 0.12 | 0.00 | 0.0003 | 0.0000 | |||||
| US78646UAB52 / Safehold Operating Partnership LP | 0.12 | -1.60 | 0.0003 | -0.0000 | |||||
| US3138X1RS75 / FNMA 15YR 2.5% 08/01/2028#AU2296 | 0.12 | -8.21 | 0.0003 | -0.0000 | |||||
| US26078JAE01 / DuPont de Nemours Inc | 0.12 | -1.60 | 0.0003 | -0.0000 | |||||
| BXMT 2025-FL5 LTD A TSFR1M+163.88 10/18/2042 144A / ABS-CBDO (US05613YAA10) | 0.12 | 0.0003 | 0.0003 | ||||||
| US071813CV90 / Baxter International Inc | 0.12 | -6.11 | 0.0003 | -0.0000 | |||||
| DBSG 2024-ALTA A MTG TR VAR 06/10/2037 144A / ABS-MBS (US239918AA37) | 0.12 | -0.81 | 0.0003 | -0.0000 | |||||
| BX 2024-CNYN E TSFR1M+368.86 04/05/2029 144A / ABS-MBS (US05612HAJ05) | 0.12 | -0.81 | 0.0003 | -0.0000 | |||||
| US898813AV23 / Tucson Electric Power Co | 0.12 | -6.87 | 0.0003 | -0.0000 | |||||
| US31417FMM76 / FNMA 30YR 2.5% 02/01/2043#AB8463 | 0.12 | -3.94 | 0.0003 | -0.0000 | |||||
| US3617HNN392 / GNMA II, 30 Year | 0.12 | -3.17 | 0.0003 | -0.0000 | |||||
| BBAM US CLO I LTD D1R TSFR3M+300 03/30/2038 144A / ABS-CBDO (US054978AS03) | 0.12 | -2.40 | 0.0003 | -0.0000 | |||||
| US3133B2ZT96 / FNCL UMBS 2.5 QD5254 01-01-52 | 0.12 | -6.15 | 0.0003 | -0.0000 | |||||
| US156504AM47 / Century Communities Inc | 0.12 | -0.81 | 0.0003 | -0.0000 | |||||
| SDAL TR 2025-DAL TSFR1M+244.132 04/15/2030 144A / ABS-MBS (US78437RAA77) | 0.12 | 0.0003 | 0.0003 | ||||||
| ENT / Entain Plc | 0.12 | 0.0003 | 0.0003 | ||||||
| GENESYS TERM B 1LN 01/30/2032 / LON (US39479UAY91) | 0.12 | 0.0003 | 0.0003 | ||||||
| US216762AJ33 / Cooper-Standard Automotive, Inc. | 0.12 | -2.42 | 0.0003 | -0.0000 | |||||
| US670001AH91 / Novelis Corp | 0.12 | 0.83 | 0.0003 | 0.0000 | |||||
| US94989NBE67 / Wells Fargo Commercial Mortgage Trust 2015-C30 | 0.12 | -45.25 | 0.0003 | -0.0002 | |||||
| CXW / CoreCivic, Inc. | 0.12 | 0.00 | 0.0003 | -0.0000 | |||||
| US053773BH95 / Avis Budget Car Rental LLC / Avis Budget Finance Inc | 0.12 | -0.82 | 0.0003 | -0.0000 | |||||
| US3136BBHB13 / FNMA, Series 2020-M38, Class 2A1 | 0.12 | -11.68 | 0.0003 | -0.0000 | |||||
| US46645WAW38 / JPMCC 2018-WPT XAFX CSTR 07/23 144A | 0.12 | -18.24 | 0.0003 | -0.0001 | |||||
| US3140J7TL95 / UMBS, 20 Year | 0.12 | -3.97 | 0.0003 | -0.0000 | |||||
| XROX / Xerox Holdings Corporation - Depositary Receipt (Common Stock) | 0.12 | -18.24 | 0.0003 | -0.0001 | |||||
| US341081FP71 / Florida Power & Light Co | 0.12 | -4.72 | 0.0003 | -0.0000 | |||||
| US22822VAZ40 / Crown Castle International Corp | 0.12 | 0.83 | 0.0003 | 0.0000 | |||||
| SBLOFI SWAP CY873248 04/17/65 B / DCR (N/A) | 0.12 | 0.0003 | 0.0003 | ||||||
| US30322DAL38 / FRTKL, Series 2021-SFR1, Class F | 0.12 | -0.83 | 0.0003 | -0.0000 | |||||
| US3140X8ES20 / FNMA 20YR 2% 10/01/2040#FM4644 | 0.12 | -2.44 | 0.0003 | -0.0000 | |||||
| BANK5 2024-5YR11 A3 5.893% 11/15/2057 / ABS-MBS (US06644WBD92) | 0.12 | -85.22 | 0.0003 | -0.0017 | |||||
| US36179WQB71 / GNMA | 0.12 | -4.76 | 0.0003 | -0.0000 | |||||
| US06051GLH01 / Bank of America Corp. | 0.12 | -97.66 | 0.0003 | -0.0114 | |||||
| AVNT / Avient Corporation | 0.12 | 0.00 | 0.0003 | -0.0000 | |||||
| US36179RD974 / Ginnie Mae II Pool | 0.12 | -4.00 | 0.0003 | -0.0000 | |||||
| US20451NAG60 / Compass Minerals International, Inc. | 0.12 | 0.00 | 0.0003 | 0.0000 | |||||
| PGA NATIONAL RESORT COMMERCIAL MORTGAGE TRUST 24-RSR2 A TSFR1M+189.09 06/15/2026 144A / ABS-MBS (US69381CAA53) | 0.12 | -0.83 | 0.0003 | -0.0000 | |||||
| US3138WE6W45 / FNMA 30YR 4% 07/01/2045#AS5384 | 0.12 | -4.80 | 0.0003 | -0.0000 | |||||
| US913017BT50 / United Technologies Corp 4.50% 06/01/42 | 0.12 | -2.46 | 0.0003 | -0.0000 | |||||
| US87267TAE10 / TRK 2021-INV2 Trust | 0.12 | -4.03 | 0.0003 | -0.0000 | |||||
| US3140J6DL86 / UMBS, 30 Year | 0.12 | -4.80 | 0.0003 | -0.0000 | |||||
| US059165EL08 / Baltimore Gas & Electric Co | 0.12 | -54.58 | 0.0003 | -0.0003 | |||||
| US3140M7PW58 / Fannie Mae Pool | 0.12 | -4.03 | 0.0003 | -0.0000 | |||||
| HOWARD MIDSTREAM ENERGY PARTNERS LLC 7.375% 07/15/2032 144A / DBT (US442722AC80) | 0.12 | 0.00 | 0.0003 | -0.0000 | |||||
| US3133D4CW19 / FHLG 20YR 2.5% 08/01/2041#QK0985 | 0.12 | -4.07 | 0.0003 | -0.0000 | |||||
| US12189LBE02 / Burlington Northern Santa Fe LLC | 0.12 | -4.84 | 0.0003 | -0.0000 | |||||
| US502160AN46 / LSB Industries Inc | 0.12 | 0.85 | 0.0003 | 0.0000 | |||||
| APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES 7.875% 11/01/2029 144A / DBT (US00188QAA40) | 0.12 | -1.67 | 0.0003 | -0.0000 | |||||
| US36179SUX34 / Ginnie Mae II Pool | 0.12 | -4.07 | 0.0003 | -0.0000 | |||||
| US36179RXE43 / Ginnie Mae II Pool | 0.12 | -4.84 | 0.0003 | -0.0000 | |||||
| US00653VAC54 / AdaptHealth LLC | 0.12 | 0.00 | 0.0003 | -0.0000 | |||||
| SINCLAIR TELEVISION GROUP INC 4.375% 12/31/2032 144A / DBT (US829259BF69) | 0.12 | 14.71 | 0.0003 | 0.0000 | |||||
| US3140HUW698 / FNMA, Other | 0.12 | 0.00 | 0.0003 | 0.0000 | |||||
| DRYDEN 54 SR LN FD / DRYDEN 54 SR LN FD LLC AR TSFR3M+115 10/19/2029 144A / ABS-CBDO (US26244RAF82) | 0.12 | -26.42 | 0.0003 | -0.0001 | |||||
| US031162CR97 / Amgen Inc | 0.12 | -2.50 | 0.0003 | -0.0000 | |||||
| US75513ECS81 / Raytheon Technologies Corp | 0.12 | -4.10 | 0.0003 | -0.0000 | |||||
| US3138W9GY09 / UMBS, 30 Year | 0.12 | -4.10 | 0.0003 | -0.0000 | |||||
| US31416RRB14 / Fannie Mae Pool | 0.12 | -3.31 | 0.0003 | -0.0000 | |||||
| US36179Q6N61 / Ginnie Mae II Pool | 0.12 | -3.31 | 0.0003 | -0.0000 | |||||
| US22788CAA36 / CROWDSTRIKE HOLDINGS INC 3% 02/15/2029 | 0.12 | 0.87 | 0.0003 | 0.0000 | |||||
| WPC / W. P. Carey Inc. | 0.12 | 8.41 | 0.0003 | 0.0000 | |||||
| STX / Seagate Technology Holdings plc | 0.12 | 0.00 | 0.0003 | 0.0000 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.12 | 9.43 | 0.0003 | 0.0000 | |||||
| US3140F9WA99 / FNCL UMBS 3.5 BD2440 01-01-47 | 0.12 | -3.33 | 0.0003 | -0.0000 | |||||
| US26441CBU80 / Duke Energy Corp | 0.12 | -14.71 | 0.0003 | -0.0000 | |||||
| ECI SOFTWARE SOLUTIONS TERM B 1LN 5/9/2030 / LON (US26825UAM36) | 0.12 | 0.0003 | 0.0003 | ||||||
| US36321JAC80 / Galaxy XVIII CLO Ltd | 0.12 | -43.69 | 0.0003 | -0.0002 | |||||
| US3140GPCD84 / FNMA 30YR 4.5% 05/01/2047#BH0967 | 0.12 | -2.52 | 0.0003 | -0.0000 | |||||
| US00404AAN90 / Acadia Healthcare Co Inc | 0.12 | 2.65 | 0.0003 | 0.0000 | |||||
| US3140X82L04 / FNMA 15YR 2% 12/01/2035#FM5278 | 0.12 | -4.13 | 0.0003 | -0.0000 | |||||
| US665530AB71 / Northern Oil and Gas Inc | 0.12 | 0.0003 | 0.0003 | ||||||
| US209111FT54 / Consolidated Edison Co. of New York Inc. | 0.12 | -5.74 | 0.0003 | -0.0000 | |||||
| US36176PQQ27 / GNMA 4.00% 9/41 #772063 | 0.12 | -7.26 | 0.0003 | -0.0000 | |||||
| US822582CK64 / Shell International Finance BV | 0.12 | -4.17 | 0.0003 | -0.0000 | |||||
| CFMT 2024-HB15 LLC 4% 08/25/2034 144A / ABS-CBDO (US15723AAC53) | 0.12 | 0.00 | 0.0003 | 0.0000 | |||||
| US3138WGA613 / Fannie Mae Pool | 0.12 | -4.17 | 0.0003 | -0.0000 | |||||
| LIGHTNING POWER LLC 7.25% 08/15/2032 144A / DBT (US53229KAA79) | 0.12 | 0.88 | 0.0003 | 0.0000 | |||||
| BX COML MTG TR 2024-MF TSFR1M+144.161 02/15/2039 144A / ABS-MBS (US05612EAA64) | 0.12 | 0.00 | 0.0003 | 0.0000 | |||||
| US3138LDLB78 / FNMA, Other | 0.12 | 0.88 | 0.0003 | 0.0000 | |||||
| US31292L5F85 / FHLG 30YR 3% 01/01/2043#C04446 | 0.12 | -4.17 | 0.0003 | -0.0000 | |||||
| FORTUNA CONSUMER LOAN ABS 2024-2 DAC STEP 10/18/2034 / ABS-CBDO (XS2887889793) | 0.12 | 10.58 | 0.0003 | 0.0000 | |||||
| US3140HNWJ77 / UMBS, 30 Year | 0.12 | -7.26 | 0.0003 | -0.0000 | |||||
| US90290MAH43 / US Foods, Inc. | 0.11 | 0.00 | 0.0003 | 0.0000 | |||||
| US312946QN92 / FHLG 4.50% 3/41 #A97661 | 0.11 | -2.56 | 0.0003 | -0.0000 | |||||
| CANO HEALTH LLC / EC (N/A) | 0.01 | 0.11 | 0.0003 | 0.0003 | |||||
| US3617ALMR80 / GNMA II, 30 Year | 0.11 | -3.39 | 0.0003 | -0.0000 | |||||
| US3132WF5T25 / FHLMC Gold Pools, 30 Year | 0.11 | -3.39 | 0.0003 | -0.0000 | |||||
| US36213EZT62 / GNMA 4.00% 12/41 #552554 | 0.11 | -16.18 | 0.0003 | -0.0001 | |||||
| US437076BH45 / Home Depot Inc. | 0.11 | -4.20 | 0.0003 | -0.0000 | |||||
| US3617K1XL25 / GNMA II, 30 Year | 0.11 | -3.39 | 0.0003 | -0.0000 | |||||
| US07831CAA18 / BellRing Brands Inc | 0.11 | 0.00 | 0.0003 | 0.0000 | |||||
| SC GERMANY CONSUMER 2024-2 1MEUR+ 05/14/2038 REGS / ABS-CBDO (XS2903303860) | 0.11 | 9.62 | 0.0003 | 0.0000 | |||||
| US502431AR03 / L3Harris Technologies, Inc. | 0.11 | -4.20 | 0.0003 | -0.0000 | |||||
| US744448CU39 / Public Service Co of Colorado | 0.11 | -6.56 | 0.0003 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.11 | -5.83 | 0.0003 | -0.0000 | |||||
| US31307BDT44 / FHLG 15YR 2.5% 3/1/28 #J22814 | 0.11 | -12.40 | 0.0003 | -0.0000 | |||||
| US66977WAR07 / NOVA Chemicals Corp | 0.11 | 0.00 | 0.0003 | 0.0000 | |||||
| US23312JAC71 / DBJPM 17-C6 Mortgage Trust | 0.11 | -0.88 | 0.0003 | -0.0000 | |||||
| US92556VAC00 / CORP. NOTE | 0.11 | 0.00 | 0.0003 | 0.0000 | |||||
| SC GERMANY CONSUMER 2024-2 D 1MEUR+0 05/14/2038 REGS / ABS-CBDO (XS2903303944) | 0.11 | 9.71 | 0.0003 | 0.0000 | |||||
| FTA CONSUMO SANTANDER 3MEUR+150 01/21/2040 REGS / ABS-CBDO (ES0305898027) | 0.11 | 0.0003 | 0.0003 | ||||||
| US71710TAF57 / PG&E Recovery Funding LLC | 0.11 | -5.83 | 0.0003 | -0.0000 | |||||
| EPIQ TERM B 1LN 04/26/2029 / LON (US23358EAK55) | 0.11 | 0.0003 | 0.0003 | ||||||
| US036752AK91 / Anthem Inc. | 0.11 | 0.0003 | 0.0003 | ||||||
| SILK FINANCE 3MEUR+170 08/31/2032 REGS / ABS-CBDO (PTTUSFOM0006) | 0.11 | 0.0003 | 0.0003 | ||||||
| US23338VAA44 / Dte Electric Co Dte 4% 04/01/43-42 | 0.11 | -5.04 | 0.0003 | -0.0000 | |||||
| AUTO ABS ITALIAN STELLA LOANS 2025-1 SRL 1MEUR+125 12/28/2040 REGS / ABS-CBDO (IT0005650491) | 0.11 | 0.0003 | 0.0003 | ||||||
| ACCENTRO 2 WOHNEIGENTUM GMBH 20% 06/30/2025 / DBT (DE000A383GS9) | 0.11 | 9.71 | 0.0003 | 0.0000 | |||||
| ACCENTRO 2 WOHNEIGENTUM GMBH 20% 06/30/2025 / DBT (DE000A383XR6) | 0.11 | 9.71 | 0.0003 | 0.0000 | |||||
| US690732AG70 / Owens & Minor Inc | 0.11 | -8.13 | 0.0003 | -0.0000 | |||||
| US896288AC18 / TriNet Group, Inc. | 0.11 | 0.89 | 0.0003 | 0.0000 | |||||
| US63942TAA34 / NAVIENT STUDENT LOAN TRUST 23-BA A1A 6.48% 03/15/2072 144A | 0.11 | -10.32 | 0.0003 | -0.0000 | |||||
| US10373QBP46 / BP Capital Markets America Inc | 0.11 | -5.04 | 0.0003 | -0.0000 | |||||
| CNA / CNA Financial Corporation | 0.11 | -0.88 | 0.0003 | -0.0000 | |||||
| US534187AW96 / Lincoln National 6.3% Senior Notes 10/9/37 | 0.11 | -3.42 | 0.0003 | -0.0000 | |||||
| US015271AV11 / Alexandria Real Estate Equities, Inc. | 0.11 | 330.77 | 0.0003 | 0.0002 | |||||
| GOOGL / Alphabet Inc. - Depositary Receipt (Common Stock) | 0.11 | 0.0003 | 0.0003 | ||||||
| WASTE PRO USA INC 7% 02/01/2033 144A / DBT (US94107JAC71) | 0.11 | 0.90 | 0.0003 | 0.0000 | |||||
| US3140FP7A13 / FNMA 30YR 4.5% 12/01/2046#BE4488 | 0.11 | -3.45 | 0.0003 | -0.0000 | |||||
| PRUDENTIAL CDS SWAP 05/07/2026 / DCR (N/A) | 0.11 | 0.0003 | 0.0003 | ||||||
| US20030NCK54 / Comcast Corp. | 0.11 | -5.08 | 0.0003 | -0.0000 | |||||
| US3140XCA996 / FNMA 15YR 2.5% 07/01/2036#FM8131 | 0.11 | -4.27 | 0.0003 | -0.0000 | |||||
| US68249DAC39 / One New York Plaza Trust 2020-1NYP | 0.11 | 0.90 | 0.0003 | 0.0000 | |||||
| US744533BQ24 / Public Service Co of Oklahoma | 0.11 | -0.88 | 0.0003 | -0.0000 | |||||
| US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) | 0.11 | 0.00 | 0.0003 | 0.0000 | |||||
| US3140F1NM03 / FNMA 30YR 4.5% 04/01/2046#BC5795 | 0.11 | -2.61 | 0.0003 | -0.0000 | |||||
| US31307RE271 / FHLG 15YR 3% 06/01/2031#J34653 | 0.11 | -5.88 | 0.0003 | -0.0000 | |||||
| PRPM 2025-RPL1 M1B 4% 03/25/2055 144A / ABS-CBDO (US74390WAE21) | 0.11 | 0.0003 | 0.0003 | ||||||
| US3133AMPQ33 / FHLG 30YR 1.5% 06/01/2051#QC3131 | 0.11 | -3.45 | 0.0003 | -0.0000 | |||||
| US89386MAA62 / Transocean Titan Financing Ltd | 0.11 | 0.0003 | 0.0003 | ||||||
| GPI / Group 1 Automotive, Inc. | 0.11 | 0.90 | 0.0003 | 0.0000 | |||||
| US36179ME304 / Ginnie Mae II Pool | 0.11 | -4.31 | 0.0003 | -0.0000 | |||||
| US3140FAJA13 / UMBS, 30 Year | 0.11 | -3.48 | 0.0003 | -0.0000 | |||||
| MILTONIA MORTGAGE FINANCE SRL STEP 04/28/2062 REGS / ABS-CBDO (IT0005592933) | 0.11 | 7.77 | 0.0003 | 0.0000 | |||||
| BX TR 2024-BRBK TSFR1M+392.66 10/15/2041 144A / ABS-MBS (US05613NAG25) | 0.11 | -0.89 | 0.0003 | -0.0000 | |||||
| US53218CAE03 / Life 2021-BMR Mortgage Trust | 0.11 | -84.84 | 0.0003 | -0.0015 | |||||
| HILL 2024-2FL D 1MEUR+195 10/18/2032 REGS / ABS-CBDO (XS2905556556) | 0.11 | 6.73 | 0.0003 | 0.0000 | |||||
| BMC SOFTWARE TERM B 1LN 07/30/2031 / LON (US05988HAQ02) | 0.11 | 0.0003 | 0.0003 | ||||||
| NEP GROUP TERM B 1LN 08/19/2026 / LON (US62908HAM79) | 0.11 | -1.77 | 0.0003 | -0.0000 | |||||
| COMM 2024-CBM MORTGAGE TRUST VAR 12/10/2041 144A / ABS-MBS (US12674GAC87) | 0.11 | -0.89 | 0.0003 | -0.0000 | |||||
| US023608AJ15 / AMEREN CORP SR UNSECURED 01/31 3.5 | 0.11 | 0.00 | 0.0003 | 0.0000 | |||||
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC 7.0816% 07/15/2043 144A / ABS-MBS (US95004AAJ25) | 0.11 | 0.92 | 0.0003 | 0.0000 | |||||
| US3138LYTS68 / FNMA 30YR 4.5% 07/01/2042#AO7760 | 0.11 | -2.65 | 0.0003 | -0.0000 | |||||
| NELNET STUDENT LN TR 2023-PL1 A1A SOFR30A+ 11/25/2053 144A / ABS-CBDO (US64034UAA79) | 0.11 | -11.29 | 0.0003 | -0.0000 | |||||
| US12467AAF57 / C&S Group Enterprises LLC | 0.11 | 0.92 | 0.0003 | 0.0000 | |||||
| US69007TAB08 / Outfront Media Capital LLC / Outfront Media Capital Corp | 0.11 | 0.92 | 0.0003 | 0.0000 | |||||
| US7846ELAD98 / SPCM SA | 0.11 | 0.92 | 0.0003 | 0.0000 | |||||
| US36176HTG91 / GNMA 3.50% 5/42 #766751 | 0.11 | -2.65 | 0.0003 | -0.0000 | |||||
| US46644UAZ12 / JPMBB COML MTG SECS TR 2015-C30 3.551% 07/15/2048 | 0.11 | -87.30 | 0.0003 | -0.0018 | |||||
| US31419AX445 / Fannie Mae Pool | 0.11 | -2.65 | 0.0003 | -0.0000 | |||||
| US92539GAE17 / Verus Securitization Trust 2023-3 | 0.11 | -0.90 | 0.0003 | -0.0000 | |||||
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.875% 07/15/2030 144A / DBT (US81180LAA35) | 0.11 | 0.0003 | 0.0003 | ||||||
| FIESTA PURCHASER INC 7.875% 03/01/2031 144A / DBT (US31659AAA43) | 0.11 | 1.85 | 0.0003 | 0.0000 | |||||
| US33767MAL90 / FirstKey Homes Trust, Series 2020-SFR1, Class F1 | 0.11 | 0.92 | 0.0003 | 0.0000 | |||||
| US828807DH72 / Simon Property Group LP | 0.11 | -6.84 | 0.0003 | -0.0000 | |||||
| AVALARA TERM B 1LN 3/26/2032 / LON (US05338KAB35) | 0.11 | 0.0003 | 0.0003 | ||||||
| EURO-BUND FUTURE JUN25 RXM5 / DIR (DE000F1B2NG7) | 0.11 | 0.0003 | 0.0003 | ||||||
| FS RIALTO 2025-FL10 ISSUER LLC A TSFR1M+138.505 08/19/2042 144A / ABS-CBDO (US30340KAA97) | 0.11 | 0.00 | 0.0003 | -0.0000 | |||||
| BOEING CO-THE SNR S* ICE / DCR (N/A) | 0.11 | 0.0003 | 0.0003 | ||||||
| BOEING CO-THE SNR S* ICE / DCR (N/A) | 0.11 | 0.0003 | 0.0003 | ||||||
| HEARTLAND DENTAL TERM B 1LN 04/28/2028 / LON (US42236WAW73) | 0.11 | 0.0003 | 0.0003 | ||||||
| US3140XGCN74 / FNMA 30YR 2.5% 03/01/2047#FS0976 | 0.11 | -3.54 | 0.0003 | -0.0000 | |||||
| US31335BZW98 / FHLG 30YR 5% 12/01/2047#G61657 | 0.11 | -7.63 | 0.0003 | -0.0000 | |||||
| US382550BR12 / Goodyear Tire & Rubber Co/The | 0.11 | 0.93 | 0.0003 | 0.0000 | |||||
| TNETBB / Telenet Financing USD LLC 2020 USD Term Loan AR | 0.11 | 0.00 | 0.0003 | -0.0000 | |||||
| US3138NXTQ02 / FNMA 30YR 3.0% 01/01/2043#AR1458 | 0.11 | -2.68 | 0.0003 | -0.0000 | |||||
| US3132WPRV10 / Freddie Mac Gold Pool | 0.11 | -7.63 | 0.0003 | -0.0000 | |||||
| US3133GCLZ32 / FHLG 15YR 2% 03/01/2036#QN5744 | 0.11 | -4.42 | 0.0003 | -0.0000 | |||||
| US281020AT41 / Edison International | 0.11 | -2.70 | 0.0003 | -0.0000 | |||||
| US577081AU60 / Mattel Inc | 0.11 | -6.90 | 0.0003 | -0.0000 | |||||
| TKO GROUP TERM B 1LN 11/21/2031 / LON (US90266UAK97) | 0.11 | 0.0003 | 0.0003 | ||||||
| US641423CG18 / Nevada Power Co. | 0.11 | -6.09 | 0.0003 | -0.0000 | |||||
| US897051AC29 / Tronox Inc | 0.11 | -58.30 | 0.0003 | -0.0004 | |||||
| US77340RAT41 / Rockies Express Pipeline LLC | 0.11 | 0.00 | 0.0003 | 0.0000 | |||||
| US3140X92U84 / FNMA 15YR 2% 02/01/2036#FM6186 | 0.11 | -3.57 | 0.0003 | -0.0000 | |||||
| US12545AAZ75 / CHL MTG PASS-THROUGH TR 2007-8 6% 01/25/2038 | 0.11 | -1.82 | 0.0003 | -0.0000 | |||||
| US18976GAW69 / CitiMortgage Alternative Loan Trust | 0.11 | -4.42 | 0.0003 | -0.0000 | |||||
| US38375BUL43 / Government National Mortgage Association | 0.11 | -11.48 | 0.0003 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.11 | -3.57 | 0.0003 | -0.0000 | |||||
| US3140JAUL03 / Fannie Mae Pool | 0.11 | -4.42 | 0.0003 | -0.0000 | |||||
| US3132D6D804 / FHLG 15YR 4% 04/01/2038#SB8227 | 0.11 | -6.14 | 0.0003 | -0.0000 | |||||
| US82652TAD72 / Sierra Timeshare 2022-1 Receivables Funding LLC | 0.11 | -15.08 | 0.0003 | -0.0000 | |||||
| US36179MK665 / Ginnie Mae II Pool | 0.11 | -3.60 | 0.0003 | -0.0000 | |||||
| US36179NF788 / Ginnie Mae II Pool | 0.11 | -4.46 | 0.0003 | -0.0000 | |||||
| US898813AQ38 / Tucson Electric Power Co | 0.11 | -5.31 | 0.0003 | -0.0000 | |||||
| US38937LAC54 / Gray Oak Pipeline LLC | 0.11 | 0.00 | 0.0003 | 0.0000 | |||||
| US235825AJ53 / DANA INC REGD 4.50000000 | 0.11 | 0.00 | 0.0003 | 0.0000 | |||||
| MARINER FIN ISSUANCE TR 2025-AA C 0% 05/20/2038 144A / ABS-CBDO (US567920AC76) | 0.11 | 0.0003 | 0.0003 | ||||||
| US3138XTW501 / FNMA 30YR 4% 08/01/2039#AW4267 | 0.11 | -2.73 | 0.0003 | -0.0000 | |||||
| GSCOFI SWAP CY873248 04/17/65 B / DCR (N/A) | 0.11 | 0.0003 | 0.0003 | ||||||
| US3617H7DN19 / GNMA II, 30 Year | 0.11 | -4.46 | 0.0003 | -0.0000 | |||||
| US3132GJKG30 / FHLG 4.00% 9/41 #Q03295 | 0.11 | -2.73 | 0.0003 | -0.0000 | |||||
| US96950GAE26 / Williams Scotsman International Inc | 0.11 | 0.94 | 0.0003 | 0.0000 | |||||
| US852234AN39 / Block Inc | 0.11 | 0.94 | 0.0003 | 0.0000 | |||||
| US18060TAC99 / Clarios Global LP / Clarios US Finance Co | 0.11 | -0.93 | 0.0003 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.11 | -7.02 | 0.0003 | -0.0000 | |||||
| US312945ZL52 / Freddie Mac Gold Pool | 0.11 | -3.64 | 0.0003 | -0.0000 | |||||
| US3135G05Q27 / Federal National Mortgage Association | 0.11 | 0.95 | 0.0003 | 0.0000 | |||||
| US88023UAJ07 / Tempur Sealy International Inc | 0.11 | 0.00 | 0.0003 | 0.0000 | |||||
| POST / Post Holdings, Inc. | 0.11 | -83.94 | 0.0003 | -0.0013 | |||||
| US75513ECX76 / RTX CORP SR UNSEC 6.4% 03-15-54 | 0.11 | -4.50 | 0.0003 | -0.0000 | |||||
| MATV / Mativ Holdings, Inc. | 0.11 | -7.83 | 0.0003 | -0.0000 | |||||
| US36179XLH79 / Ginnie Mae II Pool | 0.11 | -4.50 | 0.0003 | -0.0000 | |||||
| US227046AB51 / Crocs Inc | 0.11 | 0.00 | 0.0003 | -0.0000 | |||||
| ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4 B2 CSTR 09/25/2067 144A / ABS-CBDO (US268432AF87) | 0.11 | -0.93 | 0.0003 | -0.0000 | |||||
| LCH OIS SOFRV3.25% MAC 06/18/30 / DIR (N/A) | 0.11 | 0.0003 | 0.0003 | ||||||
| US031162CY49 / Amgen Inc | 0.11 | 0.0003 | 0.0003 | ||||||
| US00191UAA07 / ASGN, Inc. | 0.11 | 0.95 | 0.0003 | 0.0000 | |||||
| US92873CAA27 / VOLT XCIII LLC | 0.11 | -75.47 | 0.0003 | -0.0008 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.11 | -0.94 | 0.0003 | -0.0000 | |||||
| US3140L1U296 / FNMA 15YR 2% 02/01/2036#BR3300 | 0.11 | -4.55 | 0.0003 | -0.0000 | |||||
| US02154CAF05 / Altice Financing SA | 0.11 | -41.99 | 0.0003 | -0.0001 | |||||
| US3138WJHM31 / UMBS, 30 Year | 0.11 | -2.78 | 0.0003 | -0.0000 | |||||
| US3620C04V76 / Ginnie Mae I Pool | 0.11 | -0.94 | 0.0003 | -0.0000 | |||||
| US3140XBXV74 / FNMA 20YR 2% 06/01/2041#FM7891 | 0.11 | -2.78 | 0.0003 | -0.0000 | |||||
| US043436AU81 / Asbury Automotive Group Inc | 0.11 | 0.96 | 0.0003 | 0.0000 | |||||
| US87332PAA84 / TYSN 2023-CRNR A VAR 12/10/2038 144A | 0.11 | 0.00 | 0.0003 | -0.0000 | |||||
| US31419FC380 / FNMA 30YR 4.0% 09/40#AE4589 | 0.11 | -5.41 | 0.0003 | -0.0000 | |||||
| VOD / Vodafone Group Public Limited Company - Depositary Receipt (Common Stock) | 0.10 | -0.95 | 0.0003 | -0.0000 | |||||
| US36246MAU36 / GTP Acquisition Partners I LLC | 0.10 | 0.00 | 0.0003 | 0.0000 | |||||
| BSPDF 2025-FL2 ISSUER LLC FL2 A TSFR1M+152.4 12/15/2042 144A / ABS-CBDO (US05615KAA97) | 0.10 | 0.0003 | 0.0003 | ||||||
| US12532HAC88 / CGI Inc | 0.10 | 0.00 | 0.0003 | 0.0000 | |||||
| US55609NAB47 / Macquarie Airfinance Holdings Ltd | 0.10 | -0.95 | 0.0003 | -0.0000 | |||||
| US20030NBP50 / Comcast Corp | 0.10 | -0.95 | 0.0003 | -0.0000 | |||||
| MARINER FIN ISSUANCE TR 2025-A 0% 05/20/2038 144A / ABS-CBDO (US567920AB93) | 0.10 | 0.0003 | 0.0003 | ||||||
| US3140HHHN86 / Fannie Mae Pool | 0.10 | -2.80 | 0.0003 | -0.0000 | |||||
| HCA INC 6% 04/01/2054 / DBT (US404119CV94) | 0.10 | -3.70 | 0.0003 | -0.0000 | |||||
| US19688LAE20 / COLT 2022-5 Mortgage Loan Trust | 0.10 | -4.59 | 0.0003 | -0.0000 | |||||
| US3138EDEK34 / FNMA 4.00% 4/42 #AK8237 | 0.10 | -2.80 | 0.0003 | -0.0000 | |||||
| US433674AA63 / NRZ Excess Spread-Collateralized Notes Series 2020-PLS1 | 0.10 | -8.04 | 0.0002 | -0.0000 | |||||
| US3138WTR578 / UMBS, 30 Year | 0.10 | -6.36 | 0.0002 | -0.0000 | |||||
| US31418B7C47 / FNMA, Other | 0.10 | -2.83 | 0.0002 | -0.0000 | |||||
| US269330AA42 / E3, Series 2019-1, Class A | 0.10 | -1.90 | 0.0002 | -0.0000 | |||||
| US64952WCX92 / New York Life Global Funding | 0.10 | 0.98 | 0.0002 | 0.0000 | |||||
| US31418BCX29 / FNMA 30YR 5.0% 03/01/2044#MA1885 | 0.10 | -2.83 | 0.0002 | -0.0000 | |||||
| US013822AG68 / Alcoa Nederland Holding BV | 0.10 | 0.00 | 0.0002 | 0.0000 | |||||
| US3140QCG914 / UMBS, 15 Year | 0.10 | -4.63 | 0.0002 | -0.0000 | |||||
| GOLDEN BAR SECURITISATION SRL 2024-1 B 3MEUR+150 09/22/2043 REGS / ABS-CBDO (IT0005611386) | 0.10 | -0.96 | 0.0002 | -0.0000 | |||||
| CWALT INC TSFR1M+46.448 11/25/2035 / ABS-CBDO (US12668AUP82) | 0.10 | 1.98 | 0.0002 | 0.0000 | |||||
| US31418AK311 / Fannie Mae Pool | 0.10 | -2.83 | 0.0002 | -0.0000 | |||||
| US FOODS INC 5.75% 04/15/2033 144A / DBT (US90290MAJ09) | 0.10 | 0.00 | 0.0002 | -0.0000 | |||||
| US3138XQJA09 / FNMA 30YR 4% 03/01/2039#AW1156 | 0.10 | -1.90 | 0.0002 | -0.0000 | |||||
| US20030NDM02 / COMCAST CORP NEW 1.95% 01/15/2031 | 0.10 | 0.99 | 0.0002 | 0.0000 | |||||
| EQT / EQT Corporation | 0.10 | 0.0002 | 0.0002 | ||||||
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1 D 7.46% 07/15/2036 144A / ABS-CBDO (US758983AD25) | 0.10 | 0.0002 | 0.0002 | ||||||
| US3138WQA281 / Fannie Mae Pool | 0.10 | -3.77 | 0.0002 | -0.0000 | |||||
| USP3579EAY34 / Dominican Republic International Bond | 0.10 | -3.77 | 0.0002 | -0.0000 | |||||
| US90205FAA84 / 280 Park Avenue 2017-280P Mortgage Trust | 0.10 | 0.0002 | 0.0002 | ||||||
| US03740LAG77 / Aon Corp / Aon Global Holdings PLC | 0.10 | 0.00 | 0.0002 | -0.0000 | |||||
| US38218QAA85 / Goodgreen Trust, Series 2017-2A, Class A | 0.10 | -6.42 | 0.0002 | -0.0000 | |||||
| NBR / Nabors Industries Ltd. | 0.10 | -24.44 | 0.0002 | -0.0001 | |||||
| US38141GYC22 / Goldman Sachs Group Inc/The | 0.10 | -3.77 | 0.0002 | -0.0000 | |||||
| US437076BP60 / Home Depot Inc/The | 0.10 | -6.42 | 0.0002 | -0.0000 | |||||
| US30289UAS15 / FREMF Mortgage Trust, Series 2016-K56, Class B | 0.10 | 0.00 | 0.0002 | 0.0000 | |||||
| RFR USD SOFR-3.80662 04-02-25-30Y* LCH / DIR (N/A) | 0.10 | 0.0002 | 0.0002 | ||||||
| US31296NV618 / Freddie Mac Gold Pool | 0.10 | -2.86 | 0.0002 | -0.0000 | |||||
| US3140Q8WF84 / Fannie Mae Pool | 0.10 | -2.86 | 0.0002 | -0.0000 | |||||
| US3128MJPB04 / FHLG 5.00% 8/40 #G08417 | 0.10 | -1.92 | 0.0002 | -0.0000 | |||||
| US3132WGS733 / FHLMC Gold Pools, 30 Year | 0.10 | -2.86 | 0.0002 | -0.0000 | |||||
| US055451BA54 / BHP Billiton Finance USA Ltd | 0.10 | 0.00 | 0.0002 | -0.0000 | |||||
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 02/15/2030 144A / DBT (US18060TAD72) | 0.10 | -0.98 | 0.0002 | -0.0000 | |||||
| US3132Y2NH56 / FHLG 30YR 3.5% 09/01/2048#Q58491 | 0.10 | -2.88 | 0.0002 | -0.0000 | |||||
| US3138AUX851 / FNMA 4.50% 11/41 #AJ3402 | 0.10 | -14.41 | 0.0002 | -0.0000 | |||||
| US36179SYU58 / Ginnie Mae II Pool | 0.10 | -4.72 | 0.0002 | -0.0000 | |||||
| AMERICAN ROCK SALT TERM 1ST OUT TL B 1LN 6/9/2028 / LON (US02932JAT43) | 0.10 | 26.25 | 0.0002 | 0.0000 | |||||
| FRONTIER TERM B 1LN 07/01/2031 / LON (US35906EAU47) | 0.10 | 0.0002 | 0.0002 | ||||||
| LENDMARK FDG TR 2024-1 7.21% 06/21/2032 144A / ABS-CBDO (US52603DAD57) | 0.10 | -0.98 | 0.0002 | -0.0000 | |||||
| GREENSKY HOME IMPROVEMENT TRUST 2024-1 5.87% 06/25/2059 144A / ABS-CBDO (US39571MAF59) | 0.10 | -0.98 | 0.0002 | -0.0000 | |||||
| US3138AJJY98 / FNMA 30YR 5.0% 06/01/2041#AI4778 | 0.10 | -1.96 | 0.0002 | -0.0000 | |||||
| US3132HQYX41 / FHLG 30YR 2.5% 1/1/43 #Q14326 | 0.10 | -4.76 | 0.0002 | -0.0000 | |||||
| SHR TR 2024-LXRY D TSFR1M+350 10/15/2041 144A / ABS-MBS (US784234AG17) | 0.10 | -50.50 | 0.0002 | -0.0002 | |||||
| CELANESE US HLDGS LLC 6.5% 04/15/2030 / DBT (US15089QAZ72) | 0.10 | 0.0002 | 0.0002 | ||||||
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53 A VAR 05/10/2039 144A / ABS-MBS (US404300AA33) | 0.10 | -0.99 | 0.0002 | -0.0000 | |||||
| US3138EHVP42 / FNMA 4.00% 3/42 #AL1521 | 0.10 | -5.66 | 0.0002 | -0.0000 | |||||
| KRONOS ACQUISITION HOLDINGS INC 8.25% 06/30/2031 144A / DBT (US50106GAG73) | 0.10 | -6.54 | 0.0002 | -0.0000 | |||||
| BPR COML MTG TR 2024-PARK A VAR 11/05/2039 144A / ABS-MBS (US05593UAA34) | 0.10 | 0.00 | 0.0002 | -0.0000 | |||||
| US312933NW08 / Freddie Mac Gold Pool | 0.10 | -5.66 | 0.0002 | -0.0000 | |||||
| US3140J6CW50 / Fannie Mae Pool | 0.10 | -4.76 | 0.0002 | -0.0000 | |||||
| ONEMAIN DIRECT AUTO RECEIVABLES TRST 6.1% 07/14/2037 144A / ABS-CBDO (US682684AD78) | 0.10 | -2.91 | 0.0002 | -0.0000 | |||||
| US26442UAE47 / Duke Energy Progress LLC | 0.10 | 0.0002 | 0.0002 | ||||||
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM1 B1 8.042% 12/01/2063 144A / ABS-CBDO (US10570FAE51) | 0.10 | -1.96 | 0.0002 | -0.0000 | |||||
| NYC 2024-3ELV A TSFR1M+199.094 08/15/2029 144A / ABS-MBS (US62956HAA41) | 0.10 | 0.00 | 0.0002 | -0.0000 | |||||
| PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A / DBT (US69318FAM05) | 0.10 | 0.0002 | 0.0002 | ||||||
| US38375B5N82 / GNMA_13-H19 | 0.10 | 2.04 | 0.0002 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.10 | -0.99 | 0.0002 | -0.0000 | |||||
| MF1 2024-FL14 A LLC TSFR1M+173.7 03/19/2039 144A / ABS-CBDO (US55416AAA79) | 0.10 | 0.00 | 0.0002 | -0.0000 | |||||
| US36267CAA36 / GS Mortgage Securities Corp Trust 2023-FUN | 0.10 | 0.00 | 0.0002 | -0.0000 | |||||
| BOCA COMMERCIAL MORTGAGE TRUST 2024-BOCA A TSFR1M+192.068 08/15/2041 144A / ABS-MBS (US096817AA90) | 0.10 | 0.00 | 0.0002 | -0.0000 | |||||
| US36179NBC11 / Ginnie Mae Ii Pool G2 Ma0935 Bond | 0.10 | -2.91 | 0.0002 | -0.0000 | |||||
| US3138M1EB07 / FNMA 30YR 4% 07/01/2042#AO9129 | 0.10 | -2.91 | 0.0002 | -0.0000 | |||||
| MARINER FINANCE ISSUANCE TRUST 2024-BA D 6.36% 11/20/2038 144A / ABS-CBDO (US56847GAD51) | 0.10 | 0.0002 | 0.0002 | ||||||
| US780153BK72 / Royal Caribbean Cruises Ltd | 0.10 | 0.00 | 0.0002 | -0.0000 | |||||
| US383931AA02 / GRACIE POINT INTERNATIONAL FUNDING 2023-1 | 0.10 | -3.88 | 0.0002 | -0.0000 | |||||
| US78434KAE73 / SG Residential Mortgage Trust 2022-2 | 0.10 | -1.00 | 0.0002 | -0.0000 | |||||
| GREAT WOLF TRUST 2024-WOLF TSFR1M+154.2 03/15/2039 144A / ABS-MBS (US39152MAA36) | 0.10 | -1.00 | 0.0002 | -0.0000 | |||||
| US62475WAA36 / MTN Commercial Mortgage Trust, Series 2022-LPFL, Class A | 0.10 | -1.00 | 0.0002 | -0.0000 | |||||
| US31417DU506 / Fannie Mae Pool | 0.10 | -2.94 | 0.0002 | -0.0000 | |||||
| US36202FLM67 / GOVT NATL MORTG ASSN 3.50% 10/20/2040 SF2 G2SF | 0.10 | -3.88 | 0.0002 | -0.0000 | |||||
| BW REAL ESTATE INC 9.5%/VAR PERP 144A / EP (US05614HAA77) | 0.10 | 0.0002 | 0.0002 | ||||||
| F2IC34 / Fair Isaac Corporation - Depositary Receipt (Common Stock) | 0.10 | 0.0002 | 0.0002 | ||||||
| AFFIRM ASSET SECURITIZATION TR 2025-X1 5.34% 04/15/2030 144A / ABS-CBDO (US00834MAC73) | 0.10 | 0.0002 | 0.0002 | ||||||
| US629377CP59 / NRG Energy Inc | 0.10 | 0.00 | 0.0002 | 0.0000 | |||||
| CITI SWAP PAY 4.01 12/20/29 / DIR (N/A) | 0.10 | 0.0002 | 0.0002 | ||||||
| US3136BCGU85 / Fannie Mae-Aces | 0.10 | -20.80 | 0.0002 | -0.0001 | |||||
| US3140J8CS05 / Fannie Mae Pool | 0.10 | -5.71 | 0.0002 | -0.0000 | |||||
| US46652RAA23 / J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M | 0.10 | 0.0002 | 0.0002 | ||||||
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 VAR 09/25/2068 144A / ABS-CBDO (US61775VAE65) | 0.10 | -1.00 | 0.0002 | -0.0000 | |||||
| VELOCITY COML CAP LN TR 2024-5 M2 VAR 10/25/2054 144A / ABS-MBS (US92261AAF57) | 0.10 | -1.00 | 0.0002 | -0.0000 | |||||
| SBLOFI SWAP CY562349 11/18/64 B / DCR (N/A) | 0.10 | 0.0002 | 0.0002 | ||||||
| FOUNDATION FINANCE TRUST 2024-2 B 4.93% 03/15/2050 144A / ABS-CBDO (US35040VAB53) | 0.10 | 0.00 | 0.0002 | -0.0000 | |||||
| US26245MAC55 / Dryden 55 CLO Ltd | 0.10 | -24.43 | 0.0002 | -0.0001 | |||||
| COLT 2022-8 B1 MORTGAGE LOAN TRUST CSTR 08/25/2067 144A / ABS-CBDO (US19688MAE03) | 0.10 | -1.01 | 0.0002 | -0.0000 | |||||
| BASS PRO TERM B 1LN 01/23/2032 / LON (US07014QAP63) | 0.10 | 180.00 | 0.0002 | 0.0002 | |||||
| GSCOFI SWAP CY873248 04/17/65 B / DCR (N/A) | 0.10 | 0.0002 | 0.0002 | ||||||
| GSCOFI SWAP CY873248 04/17/65 B / DCR (N/A) | 0.10 | 0.0002 | 0.0002 | ||||||
| US31292SA834 / Freddie Mac Gold Pool | 0.10 | -2.97 | 0.0002 | -0.0000 | |||||
| US31335ACA43 / FHLG 30YR 4% 09/01/2043#G60065 | 0.10 | -4.85 | 0.0002 | -0.0000 | |||||
| LENDMARK FDG TR 2024-2 4.86% 02/21/2034 144A / ABS-CBDO (US52590AAB08) | 0.10 | -1.01 | 0.0002 | -0.0000 | |||||
| US36179M2R03 / Ginnie Mae II Pool | 0.10 | -2.97 | 0.0002 | -0.0000 | |||||
| US29717PAV94 / ESSEX PORTFOLIO LP | 0.10 | -1.01 | 0.0002 | -0.0000 | |||||
| LBA TR 2024-BOLT TSFR1M+448.48 06/15/2026 144A / ABS-MBS (US50177BAQ05) | 0.10 | -1.01 | 0.0002 | -0.0000 | |||||
| US717081DE02 / Pfizer Inc. | 0.10 | -4.85 | 0.0002 | -0.0000 | |||||
| US127097AG80 / Coterra Energy Inc | 0.10 | 0.00 | 0.0002 | 0.0000 | |||||
| FTA SANTANDER CONSUMO 7 3 3MEUR+0 07/20/2038 REGS / ABS-CBDO (ES0305855019) | 0.10 | -5.77 | 0.0002 | -0.0000 | |||||
| FTA SANTANDER CONSUMO 7 3MEUR+0 07/20/2038 REGS / ABS-CBDO (ES0305855027) | 0.10 | -4.85 | 0.0002 | -0.0000 | |||||
| US12531CAA45 / Cfine LLC, Series 2022-RTL1, Class AA | 0.10 | -12.50 | 0.0002 | -0.0000 | |||||
| US842400GK35 / Southern California Edison Co | 0.10 | -7.55 | 0.0002 | -0.0000 | |||||
| US3138LWES67 / FNMA 30YR 4.5% 07/01/2042#AO5544 | 0.10 | -2.00 | 0.0002 | -0.0000 | |||||
| US81180WBD20 / Seagate HDD Cayman | 0.10 | 2.08 | 0.0002 | 0.0000 | |||||
| US25179MBE21 / Devon Energy Corp | 0.10 | -1.02 | 0.0002 | -0.0000 | |||||
| US92939UAM80 / WEC Energy Group, Inc. | 0.10 | -1.02 | 0.0002 | -0.0000 | |||||
| US038413AC49 / Aqua Finance Trust, Series 2020-AA, Class C | 0.10 | -5.83 | 0.0002 | -0.0000 | |||||
| US35563GAA76 / FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN3, Class M1 | 0.10 | -3.00 | 0.0002 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.10 | -3.96 | 0.0002 | -0.0000 | |||||
| US036752AU73 / Anthem, Inc. | 0.10 | -5.83 | 0.0002 | -0.0000 | |||||
| US36180MYH41 / GNMA II 3% 03/20/2043#AD8812 | 0.10 | -4.90 | 0.0002 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.10 | 0.00 | 0.0002 | -0.0000 | |||||
| US694308JL21 / PACIFIC GAS and ELECTRIC CO 3.45% 07/01/2025 | 0.10 | 0.00 | 0.0002 | 0.0000 | |||||
| MCR 2024-HTL E MORTGAGE TRUST TSFR1M+465.43 02/15/2037 144A / ABS-MBS (US55286PAJ21) | 0.10 | -2.02 | 0.0002 | -0.0000 | |||||
| US31371NBD66 / FNMA 5.50% 3/37 #256636 | 0.10 | -3.96 | 0.0002 | -0.0000 | |||||
| US31417GMK93 / FNMA 30YR 3.5% 05/01/2043#AB9361 | 0.10 | -3.96 | 0.0002 | -0.0000 | |||||
| US91282CJA09 / United States Treasury Note/Bond | 0.10 | 1.04 | 0.0002 | 0.0000 | |||||
| US3140EYC251 / FNMA 30YR 3.5% 12/01/2045#BC3688 | 0.10 | -3.00 | 0.0002 | -0.0000 | |||||
| US78454LAP58 / SM Energy Co | 0.10 | -75.51 | 0.0002 | -0.0007 | |||||
| VELOCITY COML CAP LN TR 2024-5 M3 VAR 10/25/2054 144A / ABS-MBS (US92261AAJ79) | 0.10 | -1.03 | 0.0002 | -0.0000 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 0.10 | -54.93 | 0.0002 | -0.0003 | |||||
| US36179TLT06 / Ginnie Mae II Pool | 0.10 | -5.88 | 0.0002 | -0.0000 | |||||
| US36209RST13 / GNMA 4.00% 10/41 #479430 | 0.10 | -5.88 | 0.0002 | -0.0000 | |||||
| KSL COML MTG TR 2025-MAK VAR 06/16/2042 144A / ABS-MBS (US50116JAA25) | 0.10 | 0.0002 | 0.0002 | ||||||
| CFMT LLC 2024-HB14 M3 3% 06/25/2034 144A / ABS-CBDO (US12530XAD30) | 0.10 | 1.05 | 0.0002 | 0.0000 | |||||
| US30311NAE04 / FREMF Mortgage Trust, Series 2019-KL05, Class BHG | 0.10 | 1.05 | 0.0002 | 0.0000 | |||||
| US64072UAM45 / CSC Holdings LLC | 0.10 | 0.00 | 0.0002 | 0.0000 | |||||
| US36202FDB94 / GNMA II, 30 Year | 0.10 | -3.03 | 0.0002 | -0.0000 | |||||
| US36179W5C89 / Ginnie Mae II Pool | 0.10 | -4.00 | 0.0002 | -0.0000 | |||||
| OT MIDCO INC 10% 02/15/2030 144A / DBT (US68877AAA25) | 0.10 | 0.0002 | 0.0002 | ||||||
| US62482BAB80 / MOZART DEBT MERGER SUB INC | 0.10 | 0.00 | 0.0002 | 0.0000 | |||||
| US3140J5FF18 / UMBS, 30 Year | 0.10 | -4.04 | 0.0002 | -0.0000 | |||||
| US68249DAE94 / One New York Plaza Trust 2020-1NYP | 0.10 | 2.15 | 0.0002 | 0.0000 | |||||
| US91324PBU57 / Unitedhealth Group Inc. 4.625% Senior Notes 11/15/41 | 0.10 | -4.04 | 0.0002 | -0.0000 | |||||
| SUMMIT MIDSTREAM HOLDINGS LLC 8.625% 10/31/2029 144A / DBT (US86614JAA34) | 0.10 | -4.04 | 0.0002 | -0.0000 | |||||
| US3140X55G46 / FNMA 20YR 2.5% 03/01/2040#FM2646 | 0.10 | -3.06 | 0.0002 | -0.0000 | |||||
| US3140FREC58 / FNMA 30YR 3.5% 01/01/2047#BE5530 | 0.09 | -3.09 | 0.0002 | -0.0000 | |||||
| US25470DAL38 / Discovery Communications LLC | 0.09 | 0.0002 | 0.0002 | ||||||
| US36209RYC14 / Ginnie Mae I Pool | 0.09 | -2.08 | 0.0002 | -0.0000 | |||||
| US74340XBP50 / Prologis LP | 0.09 | -6.00 | 0.0002 | -0.0000 | |||||
| US63861CAC38 / Nationstar Mortgage Holdings Inc | 0.09 | 1.08 | 0.0002 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.09 | -7.84 | 0.0002 | -0.0000 | |||||
| US15138AAA88 / Centennial Resource Production LLC | 0.09 | 0.00 | 0.0002 | 0.0000 | |||||
| US3132KEKK09 / FHLG 15YR 3.0% 10/01/2028#V60298 | 0.09 | -8.74 | 0.0002 | -0.0000 | |||||
| US3138XVLD05 / FNMA 30YR 4.5% 09/01/2044#AW5723 | 0.09 | -6.00 | 0.0002 | -0.0000 | |||||
| US06539WBD74 / BANK 2020-BNK25 | 0.09 | -5.05 | 0.0002 | -0.0000 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.09 | 0.0002 | 0.0002 | ||||||
| US06832FAB31 / Barracuda Networks, Inc., 1st Lien Term Loan | 0.09 | -2.08 | 0.0002 | -0.0000 | |||||
| US31418CEF77 / Fannie Mae Pool | 0.09 | -3.09 | 0.0002 | -0.0000 | |||||
| US3138MAL556 / FNMA 15YR 3.0% 10/01/2027#AP6647 | 0.09 | -22.31 | 0.0002 | -0.0001 | |||||
| US35563P4Q92 / FREDDIE MAC SCRT SCRT 2021 2 BXS 144A | 0.09 | -7.92 | 0.0002 | -0.0000 | |||||
| US3140XGCB37 / Fannie Mae Pool | 0.09 | -6.06 | 0.0002 | -0.0000 | |||||
| US3140J5JM23 / FNMA 30YR 4% 10/01/2043#BM1167 | 0.09 | -4.12 | 0.0002 | -0.0000 | |||||
| US912834LX48 / United States Treasury Strip Coupon | 0.09 | -6.06 | 0.0002 | -0.0000 | |||||
| US59524QAA31 / Mid-Atlantic Interstate Transmission LLC | 0.09 | 0.00 | 0.0002 | 0.0000 | |||||
| US70533DAF78 / Pediatric Associates Holding Company, LLC 2021 Term Loan B | 0.09 | 0.0002 | 0.0002 | ||||||
| US835898AH05 / SOTHEBYS 7.375% 10/15/2027 144A | 0.09 | -1.06 | 0.0002 | -0.0000 | |||||
| RRR / Red Rock Resorts, Inc. | 0.09 | 0.0002 | 0.0002 | ||||||
| US3138LECJ88 / FNMA, Other | 0.09 | 0.00 | 0.0002 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.09 | -5.10 | 0.0002 | -0.0000 | |||||
| US3138YUWB38 / FNMA 30YR 4% 06/45#AZ3341 | 0.09 | -3.12 | 0.0002 | -0.0000 | |||||
| GOODG / Goodgreen 2018-1 3.93 | 0.09 | -3.12 | 0.0002 | -0.0000 | |||||
| US09076AAA51 / Bioceanico Sovereign Certificate Ltd | 0.09 | 2.20 | 0.0002 | 0.0000 | |||||
| US05401AAK79 / Avolon Holdings Funding Ltd | 0.09 | 0.00 | 0.0002 | -0.0000 | |||||
| US38382TBX19 / GNMA CMO IO | 0.09 | -2.11 | 0.0002 | -0.0000 | |||||
| US907818FZ69 / Union Pacific Corp | 0.09 | -6.12 | 0.0002 | -0.0000 | |||||
| US36179SJR94 / GNII II 2.5% 08/20/2046#MA3872 | 0.09 | -4.17 | 0.0002 | -0.0000 | |||||
| US36196PT440 / GNMA II, 30 Year | 0.09 | -3.16 | 0.0002 | -0.0000 | |||||
| US3140J73J23 / UMBS, 30 Year | 0.09 | -4.17 | 0.0002 | -0.0000 | |||||
| US281020AY36 / EDISON INTERNATIONAL | 0.09 | -70.51 | 0.0002 | -0.0005 | |||||
| US31417DC439 / FNMA 30YR 3.0% 10/01/2042#AB6390 | 0.09 | -5.15 | 0.0002 | -0.0000 | |||||
| US31292K4D64 / Freddie Mac Gold Pool | 0.09 | -5.15 | 0.0002 | -0.0000 | |||||
| US3132CWVN19 / FHLG 15YR 3% 02/01/2033#SB0621 | 0.09 | -7.07 | 0.0002 | -0.0000 | |||||
| US3132KEZJ70 / Freddie Mac Gold Pool | 0.09 | -9.00 | 0.0002 | -0.0000 | |||||
| US3138A2BN83 / Fannie Mae Pool | 0.09 | -4.21 | 0.0002 | -0.0000 | |||||
| US96949LAC90 / Williams Companies Inc | 0.09 | -5.21 | 0.0002 | -0.0000 | |||||
| US36179SLS40 / Ginnie Mae II Pool | 0.09 | -5.21 | 0.0002 | -0.0000 | |||||
| US2254W0NE17 / Credit Suisse First Boston Mortgage Securities Corp | 0.09 | -6.19 | 0.0002 | -0.0000 | |||||
| US81180WBC47 / Seagate HDD Cayman | 0.09 | 0.00 | 0.0002 | 0.0000 | |||||
| ACHC / Acadia Healthcare Company, Inc. | 0.09 | 0.0002 | 0.0002 | ||||||
| CITIGROUP MTG LN TR 2025-RP1 B1 VAR 01/25/2064 144A / ABS-CBDO (US17332HAG02) | 0.09 | 0.0002 | 0.0002 | ||||||
| US60855RAK68 / Molina Healthcare Inc | 0.09 | 1.11 | 0.0002 | 0.0000 | |||||
| WALKER and DUNLOP INC 6.625% 04/01/2033 144A / DBT (US93148PAA03) | 0.09 | 0.0002 | 0.0002 | ||||||
| US693304BD82 / PECO ENERGY CO | 0.09 | -5.21 | 0.0002 | -0.0000 | |||||
| US47216FAA57 / Jazz Securities DAC | 0.09 | 0.00 | 0.0002 | 0.0000 | |||||
| US85172FAR01 / Springleaf Finance Corp 5.375% 11/15/2029 | 0.09 | 0.00 | 0.0002 | -0.0000 | |||||
| PROGRESS RESIDENTIAL 2024-SFR2 E1 TRUST CSTR VAR 04/17/2041 144A / ABS-CBDO (US74290XAJ00) | 0.09 | 1.11 | 0.0002 | 0.0000 | |||||
| US278062AH73 / Eaton Corp | 0.09 | 0.00 | 0.0002 | 0.0000 | |||||
| CITI SWAP REC 4.01 12/20/29 / DIR (N/A) | 0.09 | 0.0002 | 0.0002 | ||||||
| US3137F72J31 / FHLMC, Multifamily Structured Pass-Through Certificates, Series Q014, Class X | 0.09 | -3.23 | 0.0002 | -0.0000 | |||||
| US31368HM426 / Fannie Mae Pool | 0.09 | -4.26 | 0.0002 | -0.0000 | |||||
| US3140H7MW44 / UMBS, 30 Year | 0.09 | -3.23 | 0.0002 | -0.0000 | |||||
| CLF / Cleveland-Cliffs Inc. | 0.09 | -14.29 | 0.0002 | -0.0000 | |||||
| US74834LAQ32 / Quest Diagnostics Inc Senior Notes 5.75% 01/30/40 | 0.09 | -2.17 | 0.0002 | -0.0000 | |||||
| US797440BY99 / SAN DIEGO GAS & ELECTRIC CO | 0.09 | -6.25 | 0.0002 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.09 | 0.0002 | 0.0002 | ||||||
| US31419BCD55 / FNMA 3.50% 6/39 #AE0967 | 0.09 | -4.26 | 0.0002 | -0.0000 | |||||
| NNN / NNN REIT, Inc. | 0.09 | -1.10 | 0.0002 | -0.0000 | |||||
| US3138A2MY20 / FNMA 4.50% 1/41 #AH1274 | 0.09 | -2.17 | 0.0002 | -0.0000 | |||||
| US31417ECH27 / FNMA 30YR 3.0% 12/01/2042#AB7271 | 0.09 | -3.26 | 0.0002 | -0.0000 | |||||
| US185899AL57 / Cleveland-Cliffs Inc | 0.09 | -10.10 | 0.0002 | -0.0000 | |||||
| US36241LP425 / GNMA 4.00% 10/40 #783143 | 0.09 | -3.26 | 0.0002 | -0.0000 | |||||
| US87252LAA35 / THPT 2023-THL MORTGAGE TRUST VAR 12/10/2034 144A | 0.09 | -2.20 | 0.0002 | -0.0000 | |||||
| US573874AJ32 / Marvell Technology Inc | 0.09 | 0.00 | 0.0002 | -0.0000 | |||||
| US38141GXM13 / Goldman Sachs Group Inc/The | 0.09 | 1.14 | 0.0002 | 0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.09 | 0.0002 | 0.0002 | ||||||
| US3138WEU566 / FNMA 15YR 3% 06/01/2030#AS5103 | 0.09 | -8.25 | 0.0002 | -0.0000 | |||||
| US22757NAA63 / Cross 2023-H2 Mortgage Trust | 0.09 | -7.37 | 0.0002 | -0.0000 | |||||
| US87256GAA04 / 2023-MIC Trust/THE | 0.09 | -1.12 | 0.0002 | -0.0000 | |||||
| US36194GLT93 / GNMA I, 30 Year | 0.09 | -3.30 | 0.0002 | -0.0000 | |||||
| US68245HAG92 / One Market Plaza Trust 2017-1MKT | 0.09 | 1.15 | 0.0002 | 0.0000 | |||||
| GLOBAL PARTNERS LP / GLP FIN CORP 8.25% 01/15/2032 144A / DBT (US37954FAK03) | 0.09 | 0.0002 | 0.0002 | ||||||
| OCTAGON INVESTMENT PARTNERS 39 LTD AR TSFR3M+115 10/20/2030 144A / ABS-CBDO (US67592CAL00) | 0.09 | -25.42 | 0.0002 | -0.0001 | |||||
| US69357VAA35 / PMHC II Inc | 0.09 | -43.95 | 0.0002 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.09 | -2.22 | 0.0002 | -0.0000 | |||||
| DC TRUST 2024-HLTN VAR 04/13/2028 144A / ABS-MBS (US24022FAN06) | 0.09 | -3.33 | 0.0002 | -0.0000 | |||||
| US3138WG4K79 / FNMA 30YR 2.5% 05/46#AS7125 | 0.09 | -3.33 | 0.0002 | -0.0000 | |||||
| US50187TAH95 / LGI Homes, Inc. | 0.09 | -2.25 | 0.0002 | -0.0000 | |||||
| US31307GJH39 / FHLG 15YR 3.5% 02/01/2029#J27464 | 0.09 | -11.22 | 0.0002 | -0.0000 | |||||
| US3128MJZG80 / Freddie Mac Gold Pool | 0.09 | -4.40 | 0.0002 | -0.0000 | |||||
| US3132QL6S74 / FHLG 30YR 4.5% 12/01/2044#Q30880 | 0.09 | -2.25 | 0.0002 | -0.0000 | |||||
| US36179SQW07 / Ginnie Mae II Pool | 0.09 | -4.40 | 0.0002 | -0.0000 | |||||
| US3140XDYW05 / FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.09 | 0.0002 | 0.0002 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.09 | -3.33 | 0.0002 | -0.0000 | |||||
| IHRT / iHeartMedia, Inc. | 0.09 | 1.16 | 0.0002 | 0.0000 | |||||
| US26244KAN63 / Dryden 41 Senior Loan Fund | 0.09 | -20.37 | 0.0002 | -0.0001 | |||||
| US202795JY77 / Commonwealth Edison Co. | 0.09 | -5.49 | 0.0002 | -0.0000 | |||||
| US31417YLA37 / FNMA 20YR 5.00% 2/30 #MA0320 | 0.09 | -9.47 | 0.0002 | -0.0000 | |||||
| US3138E0RJ02 / FNMA 30YR 4.0% 12/01/2041#AJ7688 | 0.09 | -3.37 | 0.0002 | -0.0000 | |||||
| US31418EKR08 / FNMA 30YR 3.5% 11/01/2052#MA4803 | 0.09 | -3.37 | 0.0002 | -0.0000 | |||||
| US12544MAA71 / CHL Mortgage Pass-Through Trust 2007-16 | 0.09 | -3.37 | 0.0002 | -0.0000 | |||||
| US70339PAA75 / Pattern Energy Operations LP / Pattern Energy Operations Inc | 0.09 | 1.18 | 0.0002 | 0.0000 | |||||
| US38376RWL67 / GNMA, Series 2016-H16, Class FD | 0.09 | -15.69 | 0.0002 | -0.0000 | |||||
| US31418BXU50 / FNMA 30YR 4.5% 11/01/2045#MA2490 | 0.09 | -2.27 | 0.0002 | -0.0000 | |||||
| US12637HAS76 / CSMC Mortgage-Backed Trust Series 2006-4 | 0.09 | -3.37 | 0.0002 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.09 | -4.44 | 0.0002 | -0.0000 | |||||
| US68402VAF94 / Option One Mortgage Loan Trust 2007-FXD1 | 0.09 | -4.44 | 0.0002 | -0.0000 | |||||
| US07386XAH98 / BEAR STEARNS ALT A TRUST BALTA 2007 1 21A1 | 0.09 | -3.41 | 0.0002 | -0.0000 | |||||
| US3133BDPK54 / Freddie Mac Pool | 0.09 | -3.41 | 0.0002 | -0.0000 | |||||
| US3617BM3C91 / GNMA II, 30 Year | 0.09 | -3.41 | 0.0002 | -0.0000 | |||||
| US3138WBT390 / FNMA 15YR 3.5% 05/01/2029#AS2369 | 0.09 | -11.46 | 0.0002 | -0.0000 | |||||
| US3132DNUM37 / Freddie Mac Pool | 0.09 | -3.41 | 0.0002 | -0.0000 | |||||
| US010392FX19 / Alabama Power Co | 0.09 | 0.00 | 0.0002 | 0.0000 | |||||
| US3140FMUL86 / FNMA 30YR 4.5% 11/01/2046#BE2386 | 0.09 | -3.41 | 0.0002 | -0.0000 | |||||
| US185899AN14 / Cleveland-Cliffs Inc | 0.09 | -72.13 | 0.0002 | -0.0005 | |||||
| RFR USD SOFR-3.69392 09/03/24 7Y CME / DIR (N/A) | 0.09 | 0.0002 | 0.0002 | ||||||
| US03969YAC21 / Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | 0.09 | 1.19 | 0.0002 | 0.0000 | |||||
| US009089AA11 / Air Canada 2013-1 Class A Pass Through Trust | 0.09 | 1.19 | 0.0002 | 0.0000 | |||||
| US71654QCK67 / Petroleos Mexicanos | 0.08 | 1.20 | 0.0002 | 0.0000 | |||||
| US3617B0XU40 / GNMA II, 30 Year | 0.08 | -3.45 | 0.0002 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.08 | -4.55 | 0.0002 | -0.0000 | |||||
| US3138A37B78 / FNMA 4.50% 1/41 #AH2689 | 0.08 | -2.33 | 0.0002 | -0.0000 | |||||
| ATRIUM HOTEL PORTFOLIO TR 2024-ATRM E 9.52014% 11/10/2029 144A / ABS-MBS (US04963XAL82) | 0.08 | -3.45 | 0.0002 | -0.0000 | |||||
| SWP: EUR 2.245000 09/13/2054 EUR / DIR (N/A) | 0.08 | 0.0002 | 0.0002 | ||||||
| US31410F5B71 / FNMA 6.00% 3/36 #888342 | 0.08 | -5.62 | 0.0002 | -0.0000 | |||||
| US3132HQGD88 / FHLMC Gold Pools, 30 Year | 0.08 | -2.33 | 0.0002 | -0.0000 | |||||
| US3128MJ3C27 / FHLG 30YR 4.5% 12/01/2047# | 0.08 | -4.55 | 0.0002 | -0.0000 | |||||
| GSCOFI SWAP CZ030008 12/17/57 B / DCR (N/A) | 0.08 | 0.0002 | 0.0002 | ||||||
| US74922NAB55 / RALI Series 2006-QA10 Trust | 0.08 | 0.00 | 0.0002 | -0.0000 | |||||
| US31417C2P96 / FNMA 30YR 3.0% 09/01/2042#AB6181 | 0.08 | -8.79 | 0.0002 | -0.0000 | |||||
| US3140MP3S88 / FANNIE MAE POOL FN BV9808 | 0.08 | -2.35 | 0.0002 | -0.0000 | |||||
| US655844BM95 / Norfolk Southern Corp 3.95% 10/01/42 | 0.08 | -4.60 | 0.0002 | -0.0000 | |||||
| US24380XAD93 / Deephaven Residential Mortgage Trust 2022-2 | 0.08 | -7.78 | 0.0002 | -0.0000 | |||||
| US31417EDZ16 / FNMA 30YR 4.0% 12/42#AB7319 | 0.08 | -2.35 | 0.0002 | -0.0000 | |||||
| US3140EYLA79 / FNMA 30YR 4% 04/46#BC3920 | 0.08 | -3.49 | 0.0002 | -0.0000 | |||||
| US345397A456 / Ford Motor Credit Co. LLC | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| US3133KPJ660 / FREDDIE MAC POOL UMBS P#RA7485 4.00000000 | 0.08 | -4.60 | 0.0002 | -0.0000 | |||||
| US31418CPK44 / Fannie Mae Pool | 0.08 | -4.60 | 0.0002 | -0.0000 | |||||
| US3137BJGM95 / FEDERAL HOME LN MTG MLT CTF GT 4.0% 12/15/2040 | 0.08 | -9.89 | 0.0002 | -0.0000 | |||||
| US3132HRGD61 / FHLG 30YR 3% 1/1/43 #Q14696 | 0.08 | -3.53 | 0.0002 | -0.0000 | |||||
| US59562VBD82 / Berkshire Hathaway Energy Co | 0.08 | -4.65 | 0.0002 | -0.0000 | |||||
| US3138MCWF71 / FNMA 30YR 4.5% 10/01/2042#AP8745 | 0.08 | -2.38 | 0.0002 | -0.0000 | |||||
| US93935EAF16 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust | 0.08 | -3.53 | 0.0002 | -0.0000 | |||||
| US3140J7L296 / UMBS, 30 Year | 0.08 | -3.53 | 0.0002 | -0.0000 | |||||
| US20030NCZ24 / Comcast Corp. | 0.08 | -5.75 | 0.0002 | -0.0000 | |||||
| ENTERPRISE FLEET FINANCING 2024-4 LLC 4.7% 06/20/2031 144A / ABS-CBDO (US29374MAD02) | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.08 | -7.87 | 0.0002 | -0.0000 | |||||
| US91835EAA73 / VOLT_21-NPL6 | 0.08 | -42.96 | 0.0002 | -0.0001 | |||||
| US26443TAB26 / Duke Energy Indiana LLC | 0.08 | -5.81 | 0.0002 | -0.0000 | |||||
| UBERD / Uber Technologies, Inc. - Depositary Receipt (Common Stock) | 0.08 | -4.71 | 0.0002 | -0.0000 | |||||
| US3140XJXW83 / FN FS3392 | 0.08 | -4.71 | 0.0002 | -0.0000 | |||||
| US3140KP7D93 / Fannie Mae Pool | 0.08 | -4.71 | 0.0002 | -0.0000 | |||||
| US709599BL72 / Penske Truck Leasing Co Lp / PTL Finance Corp | 0.08 | 1.25 | 0.0002 | 0.0000 | |||||
| US31418BBW54 / FNMA 30YR 5.0% 03/01/2044#MA1852 | 0.08 | -5.81 | 0.0002 | -0.0000 | |||||
| NLT 2025-INV1 AIOS TR VAR 02/25/2070 144A / ABS-CBDO (US62916TAK51) | 0.08 | 0.0002 | 0.0002 | ||||||
| US853496AH04 / Standard Industries Inc/NJ | 0.08 | 1.25 | 0.0002 | 0.0000 | |||||
| INCORA TOP HOLDCO LLC / EC (US45338U1016) | 0.00 | 0.00 | 0.08 | -32.50 | 0.0002 | -0.0001 | |||
| US59523UAP21 / Mid-America Apartments LP | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| THLOG 2024-1X B 3MEUR+205 11/17/2036 / ABS-MBS (XS2896262552) | 0.08 | -1.22 | 0.0002 | -0.0000 | |||||
| KO / The Coca-Cola Company - Depositary Receipt (Common Stock) | 0.08 | -30.17 | 0.0002 | -0.0001 | |||||
| US06406RBH93 / Bank of New York Mellon Corp/The | 0.08 | 0.00 | 0.0002 | -0.0000 | |||||
| US341081FX06 / Florida Power & Light Co | 0.08 | -50.91 | 0.0002 | -0.0002 | |||||
| US3140H3LN40 / Fannie Mae Pool | 0.08 | -2.41 | 0.0002 | -0.0000 | |||||
| US3138EKCU76 / Fannie Mae Pool | 0.08 | -2.41 | 0.0002 | -0.0000 | |||||
| US023771T329 / American Airlines Inc | 0.08 | -1.23 | 0.0002 | -0.0000 | |||||
| US3138YPLQ31 / FNMA 30YR 4.5% 05/01/2045#AY9334 | 0.08 | -2.44 | 0.0002 | -0.0000 | |||||
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7% 02/01/2030 144A / DBT (US70052LAD55) | 0.08 | -1.23 | 0.0002 | -0.0000 | |||||
| US3140H6DX45 / UMBS, 30 Year | 0.08 | -3.61 | 0.0002 | -0.0000 | |||||
| US87169DAB10 / Syneos Health (INC Research/inVentiv Health) T/L B (09/23) | 0.08 | -49.04 | 0.0002 | -0.0002 | |||||
| US3140QLGU40 / UMBS | 0.08 | -3.61 | 0.0002 | -0.0000 | |||||
| SBLOFI SWAP CY873248 04/17/65 B / DCR (N/A) | 0.08 | 0.0002 | 0.0002 | ||||||
| US30293XAJ90 / FREMF Mortgage Trust, Series 2015-K51, Class B | 0.08 | 1.27 | 0.0002 | 0.0000 | |||||
| US12510MAD11 / INHEAL TLB INCR | 0.08 | 8.22 | 0.0002 | 0.0000 | |||||
| US31410GPA57 / FNMA 5.50% 8/37 #888817 | 0.08 | -5.95 | 0.0002 | -0.0000 | |||||
| US3138XYEF74 / FNMA 30YR 4% 10/01/2039#AW8233 | 0.08 | -2.47 | 0.0002 | -0.0000 | |||||
| US31307JAG85 / FHLG 15YR 3.0% 8/29#J29007 | 0.08 | -11.24 | 0.0002 | -0.0000 | |||||
| US3132Y27L43 / FHLG 30YR 4.5% 10/01/2048#Q58998 | 0.08 | -2.47 | 0.0002 | -0.0000 | |||||
| US20030NEC11 / Comcast Corp | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| US3132DNNR07 / Freddie Mac Pool | 0.08 | -3.66 | 0.0002 | -0.0000 | |||||
| US3140XCKY34 / FNMA 20YR 2% 08/01/2041#FM8410 | 0.08 | -2.47 | 0.0002 | -0.0000 | |||||
| US31402KNG57 / FNMA 30YR 5% 08/33#731291 | 0.08 | -2.47 | 0.0002 | -0.0000 | |||||
| US3617BFSV51 / GNMA II, 30 Year | 0.08 | -1.25 | 0.0002 | -0.0000 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.08 | 0.0002 | 0.0002 | ||||||
| US58933YBG98 / Merck & Co Inc | 0.08 | -4.82 | 0.0002 | -0.0000 | |||||
| US03027XBR08 / American Tower Corp | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| GOVERNMENT NAT MTG AS REMIC PT 2.25% 04/16/2065 / ABS-MBS (US38384CEP05) | 0.08 | -1.27 | 0.0002 | -0.0000 | |||||
| US694308HP52 / PACIFIC GAS + ELECTRIC SR UNSECURED 03/26 2.95 | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| US3138A9Y652 / FNMA 30YR 4.5% 08/41#AH7932 | 0.08 | -10.34 | 0.0002 | -0.0000 | |||||
| US3140FPDG16 / FNMA POOL BE3702 FN 06/47 FIXED 4 | 0.08 | -4.88 | 0.0002 | -0.0000 | |||||
| MCR 2024-TWA MTG TR 8.725% 06/12/2039 144A / ABS-MBS (US582923AE88) | 0.08 | -45.83 | 0.0002 | -0.0002 | |||||
| US00091HAC60 / ACC Trust 2022-1 | 0.08 | -18.75 | 0.0002 | -0.0000 | |||||
| US31418VWV07 / FNMA 5.00% 6/40 #AD7859 | 0.08 | -3.70 | 0.0002 | -0.0000 | |||||
| MSCS SWAP CY885802 12/15/56 B / DCR (N/A) | 0.08 | 0.0002 | 0.0002 | ||||||
| US019736AG29 / Allison Transmission Inc | 0.08 | 1.30 | 0.0002 | 0.0000 | |||||
| US68378NAA81 / Oportun Issuance Trust, Series 2022-A, Class A | 0.08 | -44.20 | 0.0002 | -0.0001 | |||||
| US3128P75Z29 / Freddie Mac Gold Pool | 0.08 | -4.94 | 0.0002 | -0.0000 | |||||
| US14852DAC56 / Castle US Holding Corp | 0.08 | 0.0002 | 0.0002 | ||||||
| FX Forward: USD/GBP settle 2025-07-02 / DFE (N/A) | 0.08 | 0.0002 | 0.0002 | ||||||
| US36176W2N02 / GNMA 4.00% 12/41 #778681 | 0.08 | -2.53 | 0.0002 | -0.0000 | |||||
| US377320AA45 / Glatfelter Corp | 0.08 | -9.41 | 0.0002 | -0.0000 | |||||
| US3132WD3F93 / FHLMC Gold Pools, 30 Year | 0.08 | -3.75 | 0.0002 | -0.0000 | |||||
| US36176HTF19 / GNMA 3.50% 5/42 #766750 | 0.08 | -3.75 | 0.0002 | -0.0000 | |||||
| US3132QNFW47 / FHLG 30YR 3.0% 03/01/2045#Q31980 | 0.08 | -2.53 | 0.0002 | -0.0000 | |||||
| US3140J8DB60 / Fannie Mae Pool | 0.08 | -4.94 | 0.0002 | -0.0000 | |||||
| US00817YAP34 / Aetna Inc. | 0.08 | -6.10 | 0.0002 | -0.0000 | |||||
| US3140JWVW78 / UMBS, 30 Year | 0.08 | -2.53 | 0.0002 | -0.0000 | |||||
| US29366NAB29 / ENTERGY TEXAS RESTORATION FD II | 0.08 | -2.53 | 0.0002 | -0.0000 | |||||
| BNP / BNP Paribas SA | 0.08 | 0.0002 | 0.0002 | ||||||
| BNP / BNP Paribas SA | 0.08 | 0.0002 | 0.0002 | ||||||
| TOORAK MORTGAGE CORP 2018-1 LTD 3.287% 07/25/2056 144A / ABS-CBDO (US89688WAE12) | 0.08 | -2.53 | 0.0002 | -0.0000 | |||||
| US3140H6ZU67 / UMBS, 30 Year | 0.08 | -8.33 | 0.0002 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.08 | -8.33 | 0.0002 | -0.0000 | |||||
| US693342AK39 / PG&E Wildfire Recovery Funding LLC | 0.08 | -4.94 | 0.0002 | -0.0000 | |||||
| US03523TBW71 / Anheuser-Busch InBev Worldwide Inc | 0.08 | -98.94 | 0.0002 | -0.0162 | |||||
| STUBHUB TERM B 1LN 3/15/2030 / LON (US74530DAH89) | 0.08 | -2.56 | 0.0002 | -0.0000 | |||||
| GSCOFI SWAP CZ030007 12/17/57 B / DCR (N/A) | 0.08 | 0.0002 | 0.0002 | ||||||
| US3138X2E421 / FNMA 30YR 4% 08/01/2043#AU2854 | 0.08 | -14.61 | 0.0002 | -0.0000 | |||||
| US717081EJ89 / Pfizer Inc | 0.08 | -2.56 | 0.0002 | -0.0000 | |||||
| US3138AEQN63 / FNMA 30YR 5.0% 04/01/2041#AI1360 | 0.08 | -1.30 | 0.0002 | -0.0000 | |||||
| US3128M8T959 / FHLMC Gold Pools, 30 Year | 0.08 | -2.56 | 0.0002 | -0.0000 | |||||
| VZ / Verizon Communications Inc. - Depositary Receipt (Common Stock) | 0.08 | 0.0002 | 0.0002 | ||||||
| US36202FV948 / Ginnie Mae II Pool | 0.08 | -3.85 | 0.0002 | -0.0000 | |||||
| US86745GAF00 / Sunnova Energy Corp | 0.08 | 44.23 | 0.0002 | 0.0001 | |||||
| US36202F3N42 / Ginnie Mae II Pool | 0.08 | -3.85 | 0.0002 | -0.0000 | |||||
| US049560AY17 / Atmos Energy Corp. | 0.08 | -5.06 | 0.0002 | -0.0000 | |||||
| US3132A9RL34 / FHLG 15YR 3% 12/01/2030#ZS8591 | 0.08 | -6.25 | 0.0002 | -0.0000 | |||||
| US3140QLJ232 / FNMA 15YR 2% 07/01/2036#CB1180 | 0.08 | -91.97 | 0.0002 | -0.0018 | |||||
| US02361DAU46 / AMEREN ILLINOIS CO REGD 3.25000000 | 0.08 | -7.41 | 0.0002 | -0.0000 | |||||
| US677415CQ28 / Ohio Power Co. | 0.08 | 0.0002 | 0.0002 | ||||||
| DIGICEL LTD PFD PERP / EP (N/A) | 0.01 | 0.08 | 0.0002 | 0.0002 | |||||
| US3617KJP738 / GNMA II, 30 Year | 0.08 | -5.06 | 0.0002 | -0.0000 | |||||
| US3617J77A48 / GNMA II, 30 Year | 0.07 | -2.63 | 0.0002 | -0.0000 | |||||
| US043436AX21 / Asbury Automotive Group Inc | 0.07 | 0.00 | 0.0002 | 0.0000 | |||||
| US3128M8VM31 / FHLG 30YR 4.5% 07/41#G06620 | 0.07 | -5.13 | 0.0002 | -0.0000 | |||||
| US48128KBA88 / JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP JPMCC 2017-JP6 ASB | 0.07 | -13.95 | 0.0002 | -0.0000 | |||||
| US36270GAJ04 / GS MTG SECS CORP TR 2023-SHIP 7.68138% 09/15/2038 144A | 0.07 | 0.00 | 0.0002 | -0.0000 | |||||
| US36179RQ281 / Ginnie Mae II Pool | 0.07 | -5.13 | 0.0002 | -0.0000 | |||||
| US27034RAC79 / Earthstone Energy Holdings LLC | 0.07 | 0.00 | 0.0002 | -0.0000 | |||||
| US78397EAJ55 / SBALR Commercial Mortgage Trust, Series 2020-RR1, Class XA | 0.07 | -5.13 | 0.0002 | -0.0000 | |||||
| US29366MAB46 / Entergy Arkansas LLC | 0.07 | -7.59 | 0.0002 | -0.0000 | |||||
| TRANSDIGM TERM I 1LN 08/24/2028 / LON (US89364MCC64) | 0.07 | -64.39 | 0.0002 | -0.0003 | |||||
| COUGAR JV SUBSIDIARY LLC 8% 05/15/2032 144A / DBT (US22208WAA18) | 0.07 | -1.35 | 0.0002 | -0.0000 | |||||
| US072863AJ20 / Baylor Scott & White Holdings | 0.07 | -7.59 | 0.0002 | -0.0000 | |||||
| US3138EQ6P20 / Fannie Mae Pool | 0.07 | -8.75 | 0.0002 | -0.0000 | |||||
| US46284VAJ08 / Iron Mountain Inc | 0.07 | 1.39 | 0.0002 | 0.0000 | |||||
| US717081EU35 / Pfizer Inc | 0.07 | -2.67 | 0.0002 | -0.0000 | |||||
| US3133AYLJ73 / Federal Home Loan Mortgage Corporation | 0.07 | -5.26 | 0.0002 | -0.0000 | |||||
| US3138WCUT83 / Fannie Mae Pool | 0.07 | -4.00 | 0.0002 | -0.0000 | |||||
| EUC TERM 1LN 07/01/2031 / LON (US60753DAC83) | 0.07 | 0.0002 | 0.0002 | ||||||
| US65339KCQ13 / NextEra Energy Capital Holdings Inc | 0.07 | -4.00 | 0.0002 | -0.0000 | |||||
| US92915PAH82 / INGIM 2014-1A AAR2 | 0.07 | -19.10 | 0.0002 | -0.0000 | |||||
| US17291EBB65 / CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 XA CSTR 12/10/2049 | 0.07 | -19.10 | 0.0002 | -0.0000 | |||||
| US159864AE78 / Charles River Laboratories International Inc | 0.07 | -77.29 | 0.0002 | -0.0006 | |||||
| US36290TJX81 / GNMA 3.50% 2/42 #616878 | 0.07 | -2.70 | 0.0002 | -0.0000 | |||||
| GCAT 2021-NQM3 B1 TRUST 3.471% 05/25/2066 144A / ABS-CBDO (US36167HAF29) | 0.07 | -6.58 | 0.0002 | -0.0000 | |||||
| US60871RAH30 / Molson Coors Brewing Co | 0.07 | -5.33 | 0.0002 | -0.0000 | |||||
| US3132DPGJ12 / Freddie Mac Pool | 0.07 | -5.33 | 0.0002 | -0.0000 | |||||
| US3138ALH424 / FNMA 30YR 4.5% 07/01/2041#AI6550 | 0.07 | -5.33 | 0.0002 | -0.0000 | |||||
| US68377GAB23 / OPTN_21-B | 0.07 | -22.83 | 0.0002 | -0.0001 | |||||
| US3132J7T448 / FHLG 30YR 3.0% 03/01/2043#Q16470 | 0.07 | -4.05 | 0.0002 | -0.0000 | |||||
| US3140Q9NG42 / Fannie Mae Pool | 0.07 | -4.05 | 0.0002 | -0.0000 | |||||
| US3132QTZK58 / FHLG 30YR 4% 10/01/2045#Q37045 | 0.07 | -21.11 | 0.0002 | -0.0000 | |||||
| US31418ESQ43 / FNMA 30YR 3.5% 04/01/2053#MA5026 | 0.07 | -4.05 | 0.0002 | -0.0000 | |||||
| EDGEWATER GENERATION TERM B 1LN 8/1/2030 / LON (US28031FAJ93) | 0.07 | 0.00 | 0.0002 | -0.0000 | |||||
| US29364WBD92 / Entergy Louisiana LLC | 0.07 | -5.33 | 0.0002 | -0.0000 | |||||
| US64972FL207 / NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE | 0.07 | -4.05 | 0.0002 | -0.0000 | |||||
| US26444HAF82 / Duke Energy Florida LLC | 0.07 | -5.33 | 0.0002 | -0.0000 | |||||
| US3138AEG231 / FNMA 4.50% 4/41 #AI1116 | 0.07 | -2.78 | 0.0002 | -0.0000 | |||||
| US69351UBB89 / PPL Electric Utilities Corp | 0.07 | -5.41 | 0.0002 | -0.0000 | |||||
| US10373QBN97 / BP Capital Markets America Inc | 0.07 | -5.41 | 0.0002 | -0.0000 | |||||
| US059165EJ51 / Baltimore Gas & Electric Co | 0.07 | -5.41 | 0.0002 | -0.0000 | |||||
| US31410LMM18 / UMBS, 30 Year | 0.07 | -4.11 | 0.0002 | -0.0000 | |||||
| US3140E2UH29 / FNMA 30YR 4% 12/45#AZ9583 | 0.07 | -2.78 | 0.0002 | -0.0000 | |||||
| US3138WVTT83 / FNMA 15YR 2.5% 06/01/2028#AT7761 | 0.07 | -9.09 | 0.0002 | -0.0000 | |||||
| SINCLAIR TELEVISION GROUP INC 8.125% 02/15/2033 144A / DBT (US829259BH26) | 0.07 | 0.0002 | 0.0002 | ||||||
| US3617KJQJ62 / GNMA II, 30 Year | 0.07 | -7.89 | 0.0002 | -0.0000 | |||||
| US36179SB976 / Ginnie Mae II Pool | 0.07 | -4.11 | 0.0002 | -0.0000 | |||||
| GSCOFI SWAP CY873248 04/17/65 B / DCR (N/A) | 0.07 | 0.0002 | 0.0002 | ||||||
| US31418D5B46 / Fannie Mae Pool | 0.07 | -2.82 | 0.0002 | -0.0000 | |||||
| US3140XHXB80 / FNMA 30YR 5% 07/01/2052#FS2473 | 0.07 | -4.17 | 0.0002 | -0.0000 | |||||
| US31418DPA45 / Fannie Mae Pool | 0.07 | -2.82 | 0.0002 | -0.0000 | |||||
| US3138WKDD41 / FNMA 30YR 5% 05/01/2044#AS9099 | 0.07 | -2.82 | 0.0002 | -0.0000 | |||||
| US95000U2M49 / Wells Fargo & Co | 0.07 | -84.39 | 0.0002 | -0.0009 | |||||
| US00439KAD81 / Accelerated 2021-1H LLC | 0.07 | -8.00 | 0.0002 | -0.0000 | |||||
| US36179YDK73 / Ginnie Mae II Pool | 0.07 | -2.82 | 0.0002 | -0.0000 | |||||
| US36210ECY32 / GNMA 3.50% 11/41 #489787 | 0.07 | -1.43 | 0.0002 | -0.0000 | |||||
| US36193SW544 / GNMA II 3.5% 05/20/2046#AS6968 | 0.07 | -4.23 | 0.0002 | -0.0000 | |||||
| US50190EAC84 / LCM Investments Holdings II LLC | 0.07 | 0.00 | 0.0002 | 0.0000 | |||||
| US92539LAE02 / Verus Securitization Trust 2021-3 | 0.07 | -8.11 | 0.0002 | -0.0000 | |||||
| US3140HAFF28 / UMBS, 30 Year | 0.07 | -2.86 | 0.0002 | -0.0000 | |||||
| SBLOFI SWAP CZ030008 12/17/57 B / DCR (N/A) | 0.07 | 0.0002 | 0.0002 | ||||||
| HIH TRUST 2024-61P D TSFR1M+ 10/15/2041 144A / ABS-MBS (US40444VAG68) | 0.07 | -2.86 | 0.0002 | -0.0000 | |||||
| US36179UPB25 / Ginnie Mae II Pool | 0.07 | -5.56 | 0.0002 | -0.0000 | |||||
| US92873FAA57 / VOLT XCVI LLC, Series 2021-NPL5, Class A1 | 0.07 | -65.66 | 0.0002 | -0.0003 | |||||
| INCORA TOP HOLDCO LLC CONV 6% 01/31/2033 / EP (N/A) | 0.07 | 0.0002 | 0.0002 | ||||||
| US3138EDEA51 / FNMA 4.00% 4/42 #AK8228 | 0.07 | -4.23 | 0.0002 | -0.0000 | |||||
| HCA INC 6.2% 03/01/2055 / DBT (US404119DC05) | 0.07 | 0.0002 | 0.0002 | ||||||
| US31418EN895 / Federal National Mortgage Association (FNMA) | 0.07 | -6.85 | 0.0002 | -0.0000 | |||||
| US3617JSAU00 / GNMA I, 30 Year | 0.07 | -1.45 | 0.0002 | -0.0000 | |||||
| US24736XAA63 / Delta Air Lines 2015-1 Class AA Pass Through Trust | 0.07 | 0.00 | 0.0002 | -0.0000 | |||||
| GSCOFI SWAP CY873248 04/17/65 B / DCR (N/A) | 0.07 | 0.0002 | 0.0002 | ||||||
| US3128P7SE48 / Freddie Mac Gold Pool | 0.07 | -5.56 | 0.0002 | -0.0000 | |||||
| AMSPEC PARENT TERM B 1LN 12/22/2031 / LON (US03218AAB52) | 0.07 | 1.49 | 0.0002 | 0.0000 | |||||
| US3132HQBB77 / FHLG 30YR 3% 11/1/42 #Q13634 | 0.07 | -4.23 | 0.0002 | -0.0000 | |||||
| US31412YFS63 / FNMA 6.00% 9/36 #938577 | 0.07 | -2.86 | 0.0002 | -0.0000 | |||||
| BATBC / British American Tobacco Bangladesh Company Limited | 0.07 | 0.0002 | 0.0002 | ||||||
| US3140Q83U76 / UMBS, 30 Year | 0.07 | -4.29 | 0.0002 | -0.0000 | |||||
| KINDERCARE TERM B 1LN 06/12/2030 / LON (US50118YAG44) | 0.07 | 0.0002 | 0.0002 | ||||||
| US3132QQF988 / Freddie Mac Gold Pool | 0.07 | -2.90 | 0.0002 | -0.0000 | |||||
| US12649MBC64 / CSMC SER 2015-1R 1ML+28 05/27/2037 144A | 0.07 | -5.63 | 0.0002 | -0.0000 | |||||
| US01741RAL69 / Allegheny Technologies, Inc. | 0.07 | 0.00 | 0.0002 | 0.0000 | |||||
| US36179RJD26 / Ginnie Mae II Pool | 0.07 | -5.63 | 0.0002 | -0.0000 | |||||
| US3132D6AP51 / Freddie Mac Pool | 0.07 | -4.29 | 0.0002 | -0.0000 | |||||
| US36193VFQ05 / GNII II 3.5% 05/20/2046#AS9175 | 0.07 | -4.29 | 0.0002 | -0.0000 | |||||
| US31417A4E67 / FNMA 15YR 3.00% 2/27 #AB4420 | 0.07 | -18.29 | 0.0002 | -0.0000 | |||||
| SHELL FINANCE US INC 4% 05/10/2046 / DBT (US822905AE56) | 0.07 | -4.29 | 0.0002 | -0.0000 | |||||
| US694308GZ44 / Pacific Gas & Electric 4.45% Senior Notes 04/15/42 | 0.07 | 0.0002 | 0.0002 | ||||||
| US92915CAQ78 / Voya CLO 2016-1 Ltd | 0.07 | -1.47 | 0.0002 | -0.0000 | |||||
| US3140FL2D97 / FNMA 30YR 4.5% 10/01/2046#BE1671 | 0.07 | -2.90 | 0.0002 | -0.0000 | |||||
| ANGEL OAK MORTGAGE TRUST 2024-1 5.21% 08/25/2068 144A / ABS-CBDO (US03465XAA72) | 0.07 | -4.29 | 0.0002 | -0.0000 | |||||
| ENTERGY ARKANSAS LLC 5.75% 06/01/2054 / DBT (US29366MAG33) | 0.07 | -5.63 | 0.0002 | -0.0000 | |||||
| US717081FB45 / Pfizer Inc | 0.07 | 0.0002 | 0.0002 | ||||||
| US26442EAE05 / Duke Energy Ohio Inc. | 0.07 | 0.0002 | 0.0002 | ||||||
| CSMC SERIES 2014-10R 5.57%/VAR 05/27/2036 144A / ABS-CBDO (US12649BAY39) | 0.07 | -1.47 | 0.0002 | -0.0000 | |||||
| US3617HU2S11 / GNMA II, 30 Year | 0.07 | -1.47 | 0.0002 | -0.0000 | |||||
| CITIGROUP MORTGAGE LOAN TRUST 2007-6 TSFR1M+61.448 05/25/2037 / ABS-CBDO (US17312VAS79) | 0.07 | -2.90 | 0.0002 | -0.0000 | |||||
| GLENCORE FDG LLC 5.371% 04/04/2029 144A / DBT (US378272BS65) | 0.07 | -5.63 | 0.0002 | -0.0000 | |||||
| US3620A7ZY43 / GNMA 30YR 4.0% 08/15/2040#721759 | 0.07 | -1.47 | 0.0002 | -0.0000 | |||||
| US3140HPKE66 / UMBS, 30 Year | 0.07 | -1.47 | 0.0002 | -0.0000 | |||||
| US140944AA76 / Capstone Borrower Inc | 0.07 | -1.47 | 0.0002 | -0.0000 | |||||
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 5.35% 06/21/2027 144A / ABS-CBDO (US78435VAB80) | 0.07 | -58.64 | 0.0002 | -0.0002 | |||||
| US026874DP97 / American International Group Inc | 0.07 | -26.37 | 0.0002 | -0.0001 | |||||
| SWP: EUR 2.196000 11/05/2054 EUR / DIR (N/A) | 0.07 | 0.0002 | 0.0002 | ||||||
| US761713BB19 / Reynolds American Inc | 0.07 | -86.61 | 0.0002 | -0.0010 | |||||
| TRGP / Targa Resources Corp. | 0.07 | 0.0002 | 0.0002 | ||||||
| US78571YBJ82 / SABRE TERM B 1LN 06/30/2028 | 0.07 | -1.49 | 0.0002 | -0.0000 | |||||
| FX Forward: USD/EUR settle 2025-07-08 / DFE (N/A) | 0.07 | 0.0002 | 0.0002 | ||||||
| FX Forward: USD/EUR settle 2025-07-08 / DFE (N/A) | 0.07 | 0.0002 | 0.0002 | ||||||
| US02079KAG22 / Alphabet Inc | 0.07 | 0.0002 | 0.0002 | ||||||
| US3138A94P64 / Fannie Mae Pool | 0.07 | -9.59 | 0.0002 | -0.0000 | |||||
| US36179RD636 / Ginnie Mae II Pool | 0.07 | -4.35 | 0.0002 | -0.0000 | |||||
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4 VAR 08/25/2052 144A / ABS-MBS (US92259KAN00) | 0.07 | -5.71 | 0.0002 | -0.0000 | |||||
| US3140HPTN74 / UMBS, 30 Year | 0.07 | -2.94 | 0.0002 | -0.0000 | |||||
| US92556HAE71 / Paramount Global | 0.07 | 0.00 | 0.0002 | 0.0000 | |||||
| L1HX34 / L3Harris Technologies, Inc. - Depositary Receipt (Common Stock) | 0.07 | -94.56 | 0.0002 | -0.0027 | |||||
| US05608VAL09 / BX Trust, Series 2021-MFM1, Class E | 0.07 | 0.00 | 0.0002 | 0.0000 | |||||
| US3128P74W07 / FHLG 20YR 3.5% 12/01/2033#C91737 | 0.07 | -4.35 | 0.0002 | -0.0000 | |||||
| US3128MJV649 / Freddie Mac Gold Pool | 0.07 | -2.94 | 0.0002 | -0.0000 | |||||
| US86363MAD39 / Structured Asset Securities Corp Mortgage Loan Tru | 0.07 | 0.00 | 0.0002 | -0.0000 | |||||
| US3128M6QV39 / Freddie Mac Gold Pool | 0.07 | -2.99 | 0.0002 | -0.0000 | |||||
| US36202FPF70 / Ginnie Mae Ii Pool G2 4922 Bond | 0.07 | -96.98 | 0.0002 | -0.0050 | |||||
| US31418AWG92 / FNMA, Other | 0.07 | -4.41 | 0.0002 | -0.0000 | |||||
| US3617BFTE28 / GNMA II, 30 Year | 0.07 | -7.14 | 0.0002 | -0.0000 | |||||
| US695156AW92 / Packaging Corp. of America | 0.07 | -7.14 | 0.0002 | -0.0000 | |||||
| US3140F5MS95 / UMBS, 30 Year | 0.07 | -2.99 | 0.0002 | -0.0000 | |||||
| US3617KJP811 / GNMA II, 30 Year | 0.07 | -17.72 | 0.0002 | -0.0000 | |||||
| PECO ENERGY COMPANY 5.25% 09/15/2054 / DBT (US693304BG14) | 0.07 | -71.62 | 0.0002 | -0.0004 | |||||
| US767201AL06 / Rio Tinto Finance (usa) Limited 5.20% Notes 11/2/40 | 0.07 | -2.99 | 0.0002 | -0.0000 | |||||
| BHC / Bausch Health Companies Inc. | 0.07 | -59.88 | 0.0002 | -0.0002 | |||||
| US024747AG26 / CORP. NOTE | 0.07 | 1.56 | 0.0002 | 0.0000 | |||||
| IHRT / iHeartMedia, Inc. | 0.07 | -16.67 | 0.0002 | -0.0000 | |||||
| US3138EN2A69 / UMBS, 30 Year | 0.07 | -5.80 | 0.0002 | -0.0000 | |||||
| OGN / Organon & Co. | 0.06 | 0.0002 | 0.0002 | ||||||
| US3140HEZT24 / FNMA 30YR 4.5% 02/01/2048#BK1653 | 0.06 | -64.25 | 0.0002 | -0.0003 | |||||
| US3617J76Z08 / GNMA II, 30 Year | 0.06 | -3.03 | 0.0002 | -0.0000 | |||||
| US46646RAK95 / JPMDB Commercial Mortgage Securities Trust 2016-C4 | 0.06 | -13.51 | 0.0002 | -0.0000 | |||||
| US57665RAL06 / Match Group Inc | 0.06 | 1.59 | 0.0002 | 0.0000 | |||||
| US3138W9KG47 / Fannie Mae Pool | 0.06 | -11.11 | 0.0002 | -0.0000 | |||||
| US009090AA91 / Air Canada 2015-1 Class A Pass Through Trust | 0.06 | -4.48 | 0.0002 | -0.0000 | |||||
| AMERICAN ROCK SALT TERM 1ST OUT DD TL 1LN 6/9/2028 / LON (US02932JAU16) | 0.06 | -25.58 | 0.0002 | -0.0001 | |||||
| US92343VGK44 / Verizon Communications Inc | 0.06 | -3.03 | 0.0002 | -0.0000 | |||||
| US74841CAB72 / Quicken Loans LLC / Quicken Loans Co-Issuer Inc | 0.06 | 1.59 | 0.0002 | 0.0000 | |||||
| US31419LTD54 / FNMA 30YR 4.5% 11/01/2040#AE9547 | 0.06 | -1.54 | 0.0002 | -0.0000 | |||||
| US29366WAB28 / Entergy Mississippi LLC | 0.06 | -5.88 | 0.0002 | -0.0000 | |||||
| US665772CV98 / Northern States Power Co/MN | 0.06 | -4.48 | 0.0002 | -0.0000 | |||||
| US00108WAK62 / AEP Texas Inc | 0.06 | -5.97 | 0.0002 | -0.0000 | |||||
| US26441CBN48 / Duke Energy Corp | 0.06 | -44.74 | 0.0002 | -0.0001 | |||||
| US3132M5JN31 / FHLG 30YR 4.5% 03/01/2044#Q25069 | 0.06 | -4.55 | 0.0002 | -0.0000 | |||||
| US3140H8L866 / FNMA 15YR 3% 11/32#BJ6650 | 0.06 | -4.55 | 0.0002 | -0.0000 | |||||
| US694308HH37 / PACIFIC GAS + ELECTRIC SR UNSECURED 02/44 4.75 | 0.06 | 0.0002 | 0.0002 | ||||||
| US3140H7NV51 / UMBS, 30 Year | 0.06 | -3.08 | 0.0002 | -0.0000 | |||||
| US3132GKHC36 / FHLG 30YR 4% 10/01/2041#Q04127 | 0.06 | -3.08 | 0.0002 | -0.0000 | |||||
| US36179RF870 / Ginnie Mae II Pool | 0.06 | -4.55 | 0.0002 | -0.0000 | |||||
| US15239XAA63 / Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL | 0.06 | 0.00 | 0.0002 | 0.0000 | |||||
| US3132GEX962 / FHLG 30YR 5.0% 06/01/2041#Q01604 | 0.06 | -1.56 | 0.0002 | -0.0000 | |||||
| US3132XXHS16 / FHLG 30YR 3.5% 03/01/2048#Q54740 | 0.06 | -7.35 | 0.0002 | -0.0000 | |||||
| BWAY TRUST 2025-1535 A VAR 05/05/2030 144A / ABS-MBS (US12430BAA89) | 0.06 | 0.0002 | 0.0002 | ||||||
| CPI ACQUISITION INC 10% 07/15/2029 144A / DBT (US12598FAC32) | 0.06 | -1.56 | 0.0002 | -0.0000 | |||||
| US3132M5ME94 / FHLG 30YR 4.5% 02/01/2044#Q25157 | 0.06 | -3.08 | 0.0002 | -0.0000 | |||||
| US73358WEK62 / PORT AUTH OF NEW YORK & NEW JERSEY NY | 0.06 | -5.97 | 0.0002 | -0.0000 | |||||
| US36179QWF44 / Ginnie Mae II Pool | 0.06 | -3.08 | 0.0002 | -0.0000 | |||||
| US6174468Y83 / Morgan Stanley | 0.06 | -4.55 | 0.0002 | -0.0000 | |||||
| US03959KAA88 / Archrock Partners LP / Archrock Partners Finance Corp 6.875% 04/01/2027 144A | 0.06 | 1.61 | 0.0002 | 0.0000 | |||||
| MSCS SWAP CY873248 04/17/65 B / DCR (N/A) | 0.06 | 0.0002 | 0.0002 | ||||||
| MSCS SWAP CY873248 04/17/65 B / DCR (N/A) | 0.06 | 0.0002 | 0.0002 | ||||||
| US36179MQP85 / Ginnie Mae II Pool | 0.06 | -3.08 | 0.0002 | -0.0000 | |||||
| US89383JAA60 / Transocean Poseidon Ltd | 0.06 | 1.61 | 0.0002 | 0.0000 | |||||
| US38122ND823 / Golden State Tobacco Securitization Corp | 0.06 | -20.25 | 0.0002 | -0.0000 | |||||
| US3138MAD702 / FNMA 30YR 3.0% 09/01/2042#AP6425 | 0.06 | -3.12 | 0.0002 | -0.0000 | |||||
| US38376RHF64 / GNMA, Series 2015-H23, Class FB | 0.06 | -16.22 | 0.0002 | -0.0000 | |||||
| US36180DVE48 / GNMA 30YR 3.5% 5/15/43 #AD2413 | 0.06 | -1.59 | 0.0002 | -0.0000 | |||||
| US92936UAE91 / WP Carey Inc. | 0.06 | 0.00 | 0.0002 | 0.0000 | |||||
| US47077WAA62 / Jane Street Group / JSG Finance, Inc. | 0.06 | 1.64 | 0.0002 | 0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.06 | -4.62 | 0.0002 | -0.0000 | |||||
| US31371LDG14 / Fannie Mae Pool | 0.06 | -4.62 | 0.0001 | -0.0000 | |||||
| US12189LAK70 / Burlington North Santa Fe 4.375% 09/01/42 | 0.06 | -4.62 | 0.0001 | -0.0000 | |||||
| US039653AA89 / Arcosa Inc | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US845437BT80 / SOUTHWESTERN ELECTRIC POWER CO | 0.06 | -7.58 | 0.0001 | -0.0000 | |||||
| US432833AF84 / Hilton Domestic Operating Co Inc | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140QGLW55 / Fannie Mae 2.00 01/01/2051 | 0.06 | -4.69 | 0.0001 | -0.0000 | |||||
| US26442UAP93 / Duke Energy Progress LLC | 0.06 | -6.15 | 0.0001 | -0.0000 | |||||
| US3138MRB759 / FNMA 30YR 4% 12/01/2042#AQ9061 | 0.06 | -19.74 | 0.0001 | -0.0000 | |||||
| US3132J62X10 / FHLG 30YR 3.0% 02/01/2043#Q15789 | 0.06 | -1.61 | 0.0001 | -0.0000 | |||||
| US203372AX50 / CommScope Inc | 0.06 | 7.02 | 0.0001 | 0.0000 | |||||
| NY COMMERCIAL MORTGAGE TRUST 2025-299P B VAR 02/10/2035 144A / ABS-MBS (US62957FAC32) | 0.06 | -3.17 | 0.0001 | -0.0000 | |||||
| US3128MJUM04 / Freddie Mac Gold Pool | 0.06 | -7.58 | 0.0001 | -0.0000 | |||||
| US31335CB940 / FHLMC Gold Pools, 30 Year | 0.06 | -6.15 | 0.0001 | -0.0000 | |||||
| US36264EAG98 / GS Mortgage-Backed Securities Trust 2022-NQM1 | 0.06 | -6.15 | 0.0001 | -0.0000 | |||||
| GSCOFI SWAP CZ030008 12/17/57 B / DCR (N/A) | 0.06 | 0.0001 | 0.0001 | ||||||
| US3140FRKJ38 / FNMA 30YR 3.5% 02/01/2047#BE5696 | 0.06 | -1.61 | 0.0001 | -0.0000 | |||||
| US98389BAY65 / Xcel Energy Inc | 0.06 | 1.67 | 0.0001 | 0.0000 | |||||
| US278062AE43 / Eaton Corp | 0.06 | -3.17 | 0.0001 | -0.0000 | |||||
| US85172FAQ28 / Springleaf Finance Corp 6.625% 01/15/2028 | 0.06 | -1.64 | 0.0001 | -0.0000 | |||||
| THAMES WATER UTILITIES LTD 0% 10/10/2027 144A / DBT (N/A) | 0.06 | 0.0001 | 0.0001 | ||||||
| UST BILLS 0% 07/03/2025 / DBT (US912797NX17) | 0.06 | 0.0001 | 0.0001 | ||||||
| US3138X0ZZ44 / Fannie Mae Pool | 0.06 | -10.45 | 0.0001 | -0.0000 | |||||
| US3620AVT516 / GNMA 4.50% 8/40 #741372 | 0.06 | -6.25 | 0.0001 | -0.0000 | |||||
| ELLUCIAN TERM 2LN 11/22/2032 / LON (US28917XAE04) | 0.06 | -1.64 | 0.0001 | -0.0000 | |||||
| US31307HLV77 / FHLG 15YR 3.0% 06/01/2029#J28440 | 0.06 | -11.76 | 0.0001 | -0.0000 | |||||
| ELLUCIAN HOLDINGS INC 6.5% 12/01/2029 144A / DBT (US289178AA37) | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US14040HCH66 / Capital One Financial Corp. | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US31307UGP75 / FHLG 15YR 3% 08/01/2032#J37406 | 0.06 | -4.76 | 0.0001 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.06 | -3.23 | 0.0001 | -0.0000 | |||||
| US957638AD14 / Western Alliance Bancorp | 0.06 | 0.00 | 0.0001 | -0.0000 | |||||
| US3617M76W30 / GNMA II 3.5% 12/20/2049#BR8985 | 0.06 | -4.84 | 0.0001 | -0.0000 | |||||
| US78430EAL92 / SG Commercial Mortgage Securities Trust 2019-PREZ | 0.06 | 0.00 | 0.0001 | -0.0000 | |||||
| US36179RBW88 / Ginnie Mae II Pool | 0.06 | -4.84 | 0.0001 | -0.0000 | |||||
| US85172FAQ28 / Springleaf Finance Corp 6.625% 01/15/2028 | 0.06 | 0.0001 | 0.0001 | ||||||
| US12671CAK27 / CWABS Asset Backed Notes Trust 2007-Sea2 | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140L5BJ48 / FNMA 30YR UMBS | 0.06 | -4.84 | 0.0001 | -0.0000 | |||||
| US68306MAA71 / Ontario Gaming GTA LP | 0.06 | -4.84 | 0.0001 | -0.0000 | |||||
| US38376RXT84 / GNMA, Series 2016-H17, Class FC | 0.06 | -14.49 | 0.0001 | -0.0000 | |||||
| US05606GAQ47 / BX Trust 2021-VIEW | 0.06 | 3.51 | 0.0001 | 0.0000 | |||||
| US3138Y8GB03 / FNMA 30YR 4.5% 11/01/2044#AX6493 | 0.06 | -1.67 | 0.0001 | -0.0000 | |||||
| US3140GTCN88 / FNMA 30YR 4.5% 06/01/2047#BH4576 | 0.06 | -4.92 | 0.0001 | -0.0000 | |||||
| US3140HFFD66 / UMBS, 30 Year | 0.06 | -4.92 | 0.0001 | -0.0000 | |||||
| GNII II 2.5% 06/20/2054#MA9719 / ABS-MBS (US36179YYQ15) | 0.06 | -4.92 | 0.0001 | -0.0000 | |||||
| US810186AP17 / Scotts Miracle-Gro Co/The | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US31418BYR13 / FNMA, Other | 0.06 | -3.33 | 0.0001 | -0.0000 | |||||
| US02406PAU49 / American Axle & Manufacturing Inc | 0.06 | 0.00 | 0.0001 | -0.0000 | |||||
| US18539UAC99 / Clearway Energy Operating LLC | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US3133GAS729 / UMBS | 0.06 | -3.33 | 0.0001 | -0.0000 | |||||
| US3138X0Z271 / FNMA 15YR 2.5% 07/01/2028#AU1660 | 0.06 | -10.77 | 0.0001 | -0.0000 | |||||
| US36176XB733 / GNMA 3.50% 2/42 #778862 | 0.06 | -4.92 | 0.0001 | -0.0000 | |||||
| US92258XAE31 / Velocity Commercial Capital Loan Trust 2022-1 | 0.06 | -3.33 | 0.0001 | -0.0000 | |||||
| US312946K961 / FHLG 30YR 5.0% 03/01/2041#A97520 | 0.06 | -1.69 | 0.0001 | -0.0000 | |||||
| US3620C0W534 / GNMA 4.50% 6/40 #745068 | 0.06 | -1.69 | 0.0001 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.06 | -4.92 | 0.0001 | -0.0000 | |||||
| US67059TAE55 / NuStar Logistics LP | 0.06 | 0.00 | 0.0001 | -0.0000 | |||||
| US36179TJY29 / Ginnie Mae II Pool | 0.06 | -4.92 | 0.0001 | -0.0000 | |||||
| US879369AG12 / Teleflex Inc | 0.06 | -71.64 | 0.0001 | -0.0003 | |||||
| US14307PAC95 / Carlyle C17 CLO Ltd | 0.06 | -32.14 | 0.0001 | -0.0001 | |||||
| US025816CM94 / American Express Co | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US31335AGJ16 / FHLG 30YR 4.5% 12/44#G60201 | 0.06 | -9.52 | 0.0001 | -0.0000 | |||||
| US81180WBF77 / Seagate HDD Cayman | 0.06 | 1.79 | 0.0001 | 0.0000 | |||||
| US312946RF59 / FHLG 30YR 5.0% 03/01/2041#A97686 | 0.06 | -35.96 | 0.0001 | -0.0001 | |||||
| US744448CR00 / Public Service Co of Colorado | 0.06 | -5.00 | 0.0001 | -0.0000 | |||||
| US3138EGZ493 / FNMA 30YR 4.5% 10/01/2041#AL0762 | 0.06 | -5.00 | 0.0001 | -0.0000 | |||||
| US67112GAA67 / OZLM XVIII Ltd | 0.06 | -44.12 | 0.0001 | -0.0001 | |||||
| US3132H7EG58 / FHLMC Gold Pools, Other | 0.06 | -3.39 | 0.0001 | -0.0000 | |||||
| US00511BAA52 / ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A | 0.06 | 3.64 | 0.0001 | 0.0000 | |||||
| ALTICE FING SA 9.625% 07/15/2027 144A / DBT (US02154CAJ27) | 0.06 | 0.0001 | 0.0001 | ||||||
| US31418CAH79 / Fannie Mae Pool | 0.06 | -5.08 | 0.0001 | -0.0000 | |||||
| US693475AX33 / PNC Financial Services Group Inc/The | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US89175GAK22 / Towd Point Mortgage Trust | 0.06 | -12.50 | 0.0001 | -0.0000 | |||||
| US3140XHWU70 / Fannie Mae Pool | 0.06 | -5.08 | 0.0001 | -0.0000 | |||||
| US3132M5L345 / FHLG 30YR 4.5% 03/01/2044#Q25146 | 0.06 | -3.45 | 0.0001 | -0.0000 | |||||
| P2OD34 / Insulet Corporation - Depositary Receipt (Common Stock) | 0.06 | 0.0001 | 0.0001 | ||||||
| US31418BXL51 / FNMA, Other | 0.06 | -3.45 | 0.0001 | -0.0000 | |||||
| US3138W7D845 / FNMA 30YR 2.5% 03/01/2043#AR9126 | 0.06 | -6.67 | 0.0001 | -0.0000 | |||||
| US3138WDBG56 / FNMA 30YR 4% 10/01/2044#AS3638 | 0.06 | -1.75 | 0.0001 | -0.0000 | |||||
| US049560AK13 / Atmos Energy Corp. 5.50% 06/15/41 | 0.06 | -3.45 | 0.0001 | -0.0000 | |||||
| US29089QAC96 / Emergent BioSolutions Inc | 0.06 | -5.08 | 0.0001 | -0.0000 | |||||
| US3140XKW712 / Fannie Mae Pool | 0.06 | -3.45 | 0.0001 | -0.0000 | |||||
| US171484AJ78 / Churchill Downs Inc | 0.06 | 0.00 | 0.0001 | -0.0000 | |||||
| US29078EAA38 / Embarq Corp Notes 7.995% 06/01/36 | 0.06 | -5.17 | 0.0001 | -0.0000 | |||||
| US3138EGBG89 / UMBS, 30 Year | 0.06 | -3.51 | 0.0001 | -0.0000 | |||||
| US3140X9ZM04 / Fannie Mae Pool | 0.06 | -6.78 | 0.0001 | -0.0000 | |||||
| GENESIS ENERGY LP/ FIN CORP 7.875% 05/15/2032 / DBT (US37185LAQ59) | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US3132QWC645 / FHLMC Gold Pools, 30 Year | 0.06 | -3.51 | 0.0001 | -0.0000 | |||||
| US95000U2S19 / Wells Fargo & Co | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US36202ETZ24 / Ginnie Mae II Pool | 0.06 | -3.51 | 0.0001 | -0.0000 | |||||
| US55916AAB08 / Magic Mergeco Inc | 0.06 | -79.25 | 0.0001 | -0.0005 | |||||
| US38239JAA97 / Goodman US Finance Three LLC | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138EEAV18 / FNMA 4.00% 4/42 #AK9019 | 0.06 | -3.51 | 0.0001 | -0.0000 | |||||
| US3138ANVH30 / FNMA 30YR 4.5% 08/01/2041#AI8715 | 0.06 | -1.79 | 0.0001 | -0.0000 | |||||
| US31418B6J09 / Fannie Mae Pool | 0.06 | -3.51 | 0.0001 | -0.0000 | |||||
| US3128M9LU40 / Freddie Mac Gold Pool | 0.06 | -3.51 | 0.0001 | -0.0000 | |||||
| US36202FKM76 / Ginnie Mae II Pool | 0.06 | -3.51 | 0.0001 | -0.0000 | |||||
| US3138XZT843 / FNMA 30YR 4% 07/01/2039#AW9574 | 0.06 | -1.79 | 0.0001 | -0.0000 | |||||
| US3138ASLE06 / FNMA 4.50% 10/41 #AJ1224 | 0.06 | -1.79 | 0.0001 | -0.0000 | |||||
| US38141GZT48 / Goldman Sachs Group Inc/The | 0.05 | 0.00 | 0.0001 | -0.0000 | |||||
| CITIGROUP MTG LN TR 2025-RP1 B3 VAR 01/25/2064 144A / ABS-CBDO (US17332HAJ41) | 0.05 | 0.0001 | 0.0001 | ||||||
| US3132JMSX82 / FHLMC GOLD 30YR | 0.05 | -3.57 | 0.0001 | -0.0000 | |||||
| US3128M76E18 / FHLG 5.00% 8/40 #G05969 | 0.05 | -3.57 | 0.0001 | -0.0000 | |||||
| US053773BF30 / Avis Budget Car Rental LLC / Avis Budget Finance Inc | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US36176PQZ26 / GNMA 4.00% 10/41 #772072 | 0.05 | -1.82 | 0.0001 | -0.0000 | |||||
| US3138W4CS89 / UMBS, 30 Year | 0.05 | -5.26 | 0.0001 | -0.0000 | |||||
| GSCOFI SWAP CY873248 04/17/65 B / DCR (N/A) | 0.05 | 0.0001 | 0.0001 | ||||||
| US3620A5B737 / GNMA 5.00% 8/40 #719262 | 0.05 | -1.82 | 0.0001 | -0.0000 | |||||
| US36179RGB96 / Ginnie Mae II Pool | 0.05 | -3.57 | 0.0001 | -0.0000 | |||||
| US31418APN27 / FNMA, Other | 0.05 | -3.57 | 0.0001 | -0.0000 | |||||
| US443628AJ11 / Hudbay Minerals Inc | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US31418BWY81 / FNMA, Other | 0.05 | -3.57 | 0.0001 | -0.0000 | |||||
| US3140E6S942 / UMBS, 30 Year | 0.05 | -3.57 | 0.0001 | -0.0000 | |||||
| US77587UAL61 / ROMARK CLO LTD RMRK 2017 1A A1R 144A | 0.05 | -37.21 | 0.0001 | -0.0001 | |||||
| HEXION TERM 1LN 03/15/2029 / LON (US00217XAE67) | 0.05 | 0.00 | 0.0001 | -0.0000 | |||||
| US43285HAC25 / Hilton Grand Vacations Trust 2020-A | 0.05 | -6.90 | 0.0001 | -0.0000 | |||||
| US31417DV421 / FNMA 30YR 3.5% 11/42#AB6934 | 0.05 | -1.82 | 0.0001 | -0.0000 | |||||
| TROPICANA TERM EXCH FLTO FL30 PIK 01/24/2030 / LON (US62984CAN39) | 0.05 | 0.0001 | 0.0001 | ||||||
| US3132H7CN28 / Freddie Mac Gold Pool | 0.05 | -7.02 | 0.0001 | -0.0000 | |||||
| US36241LKA34 / Ginnie Mae I Pool | 0.05 | -3.64 | 0.0001 | -0.0000 | |||||
| US312946LH79 / FHLG 4.50% 3/41 #A97528 | 0.05 | -3.64 | 0.0001 | -0.0000 | |||||
| US3132HNMX48 / FHLMC Gold Pools, 30 Year | 0.05 | -3.64 | 0.0001 | -0.0000 | |||||
| US31403DLV90 / Fannie Mae Pool | 0.05 | -5.36 | 0.0001 | -0.0000 | |||||
| US312945T998 / FHLG 4.50% 2/41 #A96876 | 0.05 | -3.64 | 0.0001 | -0.0000 | |||||
| US36194GQD96 / GNMA I, 30 Year | 0.05 | -3.64 | 0.0001 | -0.0000 | |||||
| US3131Y0ZB11 / Freddie Mac Pool | 0.05 | -3.64 | 0.0001 | -0.0000 | |||||
| US720186AM78 / Piedmont Natural Gas Co Inc | 0.05 | 0.0001 | 0.0001 | ||||||
| US3140FUNQ72 / FNMA 30YR 4.5% 02/01/2047#BE8498 | 0.05 | -3.64 | 0.0001 | -0.0000 | |||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 0.05 | 0.0001 | 0.0001 | ||||||
| US90290MAE12 / US Foods Inc | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US207597EL50 / CONNECTICUT LIGHT + PWR 1ST REF MORT 04/48 4 | 0.05 | -5.45 | 0.0001 | -0.0000 | |||||
| US36179NLE66 / Ginnie Mae II Pool | 0.05 | -3.70 | 0.0001 | -0.0000 | |||||
| US31307UCF30 / FHLG 15YR 3% 07/01/2032#J37270 | 0.05 | -3.70 | 0.0001 | -0.0000 | |||||
| US110122EC85 / Bristol-Myers Squibb Co | 0.05 | -5.45 | 0.0001 | -0.0000 | |||||
| SESAC FINANCE LLC 2022-1 6.421% 01/25/2054 144A / ABS-CBDO (US78396YAD58) | 0.05 | -1.89 | 0.0001 | -0.0000 | |||||
| US31418D4B54 / FNMA UMBS, 15 Year | 0.05 | -3.70 | 0.0001 | -0.0000 | |||||
| US36193UAG94 / GNMA II, 30 Year | 0.05 | -11.86 | 0.0001 | -0.0000 | |||||
| US89115A2U52 / Toronto-Dominion Bank (The) | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US31410KJ475 / FNMA 30YR 5% 07/01/2036#889583 | 0.05 | -5.45 | 0.0001 | -0.0000 | |||||
| US501797AL82 / L Brands Inc | 0.05 | -1.89 | 0.0001 | -0.0000 | |||||
| BX COMMERCIAL MORTGAGE TRUST 2024-PURE CAON+190 11/15/2029 144A / ABS-MBS (CA74625PAB00) | 0.05 | 6.12 | 0.0001 | 0.0000 | |||||
| US39843UAA07 / Grifols Escrow Issuer SA | 0.05 | 1.96 | 0.0001 | 0.0000 | |||||
| SBLOFI SWAP CY885802 12/15/56 B / DCR (N/A) | 0.05 | 0.0001 | 0.0001 | ||||||
| US3128M73F10 / FHLG 5.00% 6/40 #G05898 | 0.05 | -3.77 | 0.0001 | -0.0000 | |||||
| US3140X9M938 / Fannie Mae Pool | 0.05 | -3.77 | 0.0001 | -0.0000 | |||||
| US74958CAB63 / RFMSI Trust, Series 2006-SA4, Class 2A1 | 0.05 | -10.53 | 0.0001 | -0.0000 | |||||
| US31418BYV25 / Fannie Mae Pool | 0.05 | -3.77 | 0.0001 | -0.0000 | |||||
| US07325BAC28 / BAYVIEW COML ASSET TR 06 4 1ML+27 12/25/2036 144A | 0.05 | -1.92 | 0.0001 | -0.0000 | |||||
| US3137ARA303 / FHLMC, REMIC, Series 4060, Class TB | 0.05 | -17.74 | 0.0001 | -0.0000 | |||||
| US3138W7SA39 / FNMA 30YR 2.5% 04/01/2043#AR9512 | 0.05 | -1.92 | 0.0001 | -0.0000 | |||||
| US3132HMNA52 / FHLMC Gold Pools, 30 Year | 0.05 | -1.92 | 0.0001 | -0.0000 | |||||
| US609935AA97 / Monongahela Power Co. | 0.05 | 0.00 | 0.0001 | -0.0000 | |||||
| US31419AXK86 / UMBS, 30 Year | 0.05 | -13.56 | 0.0001 | -0.0000 | |||||
| US3138EGSN57 / FNMA 30YR 5.0% 05/01/2039#AL0524 | 0.05 | -3.77 | 0.0001 | -0.0000 | |||||
| OIS 3.922300 06/03/2026 SOF / DIR (N/A) | 0.05 | 0.0001 | 0.0001 | ||||||
| US3132GDTN20 / FHLG 30YR 5.0% 05/01/2041#Q00557 | 0.05 | -1.92 | 0.0001 | -0.0000 | |||||
| US31418D3L46 / Fannie Mae Pool | 0.05 | -1.92 | 0.0001 | -0.0000 | |||||
| US92872VAA17 / VOLT_21-NPL8 | 0.05 | -51.92 | 0.0001 | -0.0001 | |||||
| US3140QHM770 / Fannie Mae Pool | 0.05 | -5.66 | 0.0001 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.05 | -3.85 | 0.0001 | -0.0000 | |||||
| CITIGROUP MTG LN TR 2025-RP1 B2 VAR 01/25/2064 144A / ABS-CBDO (US17332HAH84) | 0.05 | 0.0001 | 0.0001 | ||||||
| R2RX34 / Regal Rexnord Corporation - Depositary Receipt (Common Stock) | 0.05 | 0.00 | 0.0001 | -0.0000 | |||||
| US637417AS53 / NNN REIT, Inc. | 0.05 | -1.96 | 0.0001 | -0.0000 | |||||
| US3138YHML19 / FNMA 30YR 4% 10/45#AY3962 | 0.05 | -3.85 | 0.0001 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.05 | -3.85 | 0.0001 | -0.0000 | |||||
| CANO HEALTH TERM 1LN 06/28/2029 / LON (US13781HAN08) | 0.05 | -3.85 | 0.0001 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.05 | 0.0001 | 0.0001 | ||||||
| US3128MJXA39 / Freddie Mac Gold Pool | 0.05 | -3.85 | 0.0001 | -0.0000 | |||||
| US38378U8R14 / GNMA, Series 2015-H04, Class FL | 0.05 | -15.25 | 0.0001 | -0.0000 | |||||
| KASEYA TERM B 1LN 3/20/2032 / LON (US48578AAB44) | 0.05 | 0.0001 | 0.0001 | ||||||
| GSCM SWAP REC 3.1415 09/15/2025 / DIR (N/A) | 0.05 | 0.0001 | 0.0001 | ||||||
| US31414LHF85 / FNMA 30YR 5.5% 05/01/2037#969230 | 0.05 | -3.92 | 0.0001 | -0.0000 | |||||
| US59151KAJ79 / Methanex Corp | 0.05 | -46.15 | 0.0001 | -0.0001 | |||||
| US12510MAB54 / CCRR Parent, Inc Term Loan B | 0.05 | 6.52 | 0.0001 | 0.0000 | |||||
| US3136ANY684 / FEDERAL NAT MTG ASN GTD REM PA 6% 06/25/2045 | 0.05 | -9.26 | 0.0001 | -0.0000 | |||||
| US74834LBB53 / Quest Diagnostics Inc | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US3132D6AF79 / FR SB8106 | 0.05 | -3.92 | 0.0001 | -0.0000 | |||||
| US3138ETWB84 / FNMA 30YR 6.54% 02/01/2039# | 0.05 | -9.26 | 0.0001 | -0.0000 | |||||
| TALOS PRODUCTION INC 9% 02/01/2029 144A / DBT (US87485LAD64) | 0.05 | -3.92 | 0.0001 | -0.0000 | |||||
| US3138AX4B48 / FNMA 30YR 4% 01/01/2042#AJ6217 | 0.05 | -3.92 | 0.0001 | -0.0000 | |||||
| US3620ARDQ16 / GNMA 5.00% 8/40 #737311 | 0.05 | -2.00 | 0.0001 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.05 | 0.0001 | 0.0001 | ||||||
| US3132J62U70 / FHLG 30YR 3.0% 02/01/2043#Q15786 | 0.05 | -2.00 | 0.0001 | -0.0000 | |||||
| US38383R2G19 / GOVERNMENT NAT MTG AS REMIC PT 3% 05/20/2051 | 0.05 | -2.00 | 0.0001 | -0.0000 | |||||
| US428102AF45 / Hess Midstream Operations LP | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US87612BBU52 / Targa Resources Partners LP / Targa Resources Partners Finance Corp | 0.05 | -97.54 | 0.0001 | -0.0047 | |||||
| US3132CW3X02 / FHLG 15YR 2.5% 04/01/2037#SB0814 | 0.05 | -5.77 | 0.0001 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.05 | -2.00 | 0.0001 | -0.0000 | |||||
| US90932PAA66 / United Airlines 2014-1 Class A Pass Through Trust | 0.05 | -3.92 | 0.0001 | -0.0000 | |||||
| US538034AN93 / Live Nation Entertainment Inc | 0.05 | 2.08 | 0.0001 | 0.0000 | |||||
| US31418DZZ85 / Fannie Mae Pool | 0.05 | -2.00 | 0.0001 | -0.0000 | |||||
| US38381JDG94 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-50 AC | 0.05 | 0.00 | 0.0001 | -0.0000 | |||||
| US31418MXS69 / FNMA 30YR 6.0% 07/37#AD0688 | 0.05 | -7.55 | 0.0001 | -0.0000 | |||||
| US760759AX86 / Republic Services Inc | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US058498AW66 / Ball Corp | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US797440CA05 / San Diego Gas & Electric Co. | 0.05 | -5.88 | 0.0001 | -0.0000 | |||||
| SHELL FINANCE US INC 3.75% 09/12/2046 / DBT (US822905AH87) | 0.05 | -5.88 | 0.0001 | -0.0000 | |||||
| US31416YYR34 / FNMA 30YR 4.5% 08/01/2041#AB3419 | 0.05 | -4.00 | 0.0001 | -0.0000 | |||||
| US3140Q8LU70 / UMBS, 20 Year | 0.05 | -4.00 | 0.0001 | -0.0000 | |||||
| US3132QQJP80 / FHLMC Gold Pools, 30 Year | 0.05 | -4.00 | 0.0001 | -0.0000 | |||||
| MXCN / Methanex Corp | 0.05 | -68.21 | 0.0001 | -0.0002 | |||||
| US3140FSGQ00 / FNMA 30YR 4.5% 01/01/2047#BE6506 | 0.05 | -4.00 | 0.0001 | -0.0000 | |||||
| US3137FYUM60 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.05 | -4.00 | 0.0001 | -0.0000 | |||||
| US3140EVWN33 / FNMA 30YR 4% 01/01/2046#BC1552 | 0.05 | -14.29 | 0.0001 | -0.0000 | |||||
| US3128M6VJ46 / Freddie Mac Gold Pool | 0.05 | -4.00 | 0.0001 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.05 | -2.04 | 0.0001 | -0.0000 | |||||
| SPECIATLY BUILDING PRODUCTS HOLDINGS LLC/FINANCE CORP 7.75% 10/15/2029 144A / DBT (US84749AAC18) | 0.05 | -7.84 | 0.0001 | -0.0000 | |||||
| US31418B5U62 / FNMA, Other | 0.05 | -6.00 | 0.0001 | -0.0000 | |||||
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.5%/VAR 03/01/2055 144A / DBT (US836720AH56) | 0.05 | 0.0001 | 0.0001 | ||||||
| US842400GS60 / Southern California Edison Co | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140H2Y854 / FNMA 15YR 3% 11/01/2032#BJ1634 | 0.05 | -7.84 | 0.0001 | -0.0000 | |||||
| US02377BAA44 / American Airlines 2015-2 Class A Pass Through Trust | 0.05 | -6.00 | 0.0001 | -0.0000 | |||||
| US3132D57J52 / Freddie Mac Pool | 0.05 | -4.08 | 0.0001 | -0.0000 | |||||
| US3138W9GM60 / Federal National Mortgage Association Conventional 15-Yr. Pass Through | 0.05 | -4.08 | 0.0001 | -0.0000 | |||||
| US3129455M63 / FHLG 4.50% 2/41 #A97152 | 0.05 | -2.08 | 0.0001 | -0.0000 | |||||
| US084659BC45 / Berkshire Hathaway Energy Co | 0.05 | -4.08 | 0.0001 | -0.0000 | |||||
| CDX IG43 5Y ICE / DCR (N/A) | 0.05 | 0.0001 | 0.0001 | ||||||
| US3133AJA861 / FHLG 30YR 1.5% 03/01/2051#QC0031 | 0.05 | -2.08 | 0.0001 | -0.0000 | |||||
| US3132M4WF84 / FHLG 30YR 4.0% 02/01/2044#Q24546 | 0.05 | -2.08 | 0.0001 | -0.0000 | |||||
| US31417EMS71 / FNMA 30YR 3.0% 1/1/43 #AB7568 | 0.05 | -4.17 | 0.0001 | -0.0000 | |||||
| US3140X9X679 / Fannie Mae Pool | 0.05 | -4.17 | 0.0001 | -0.0000 | |||||
| US3128MEZ468 / FREDDIE MAC GOLD POOL FG G15963 | 0.05 | -8.00 | 0.0001 | -0.0000 | |||||
| US365417AA28 / Garden Spinco Corp | 0.05 | -2.13 | 0.0001 | -0.0000 | |||||
| US31418DX805 / Federal National Mortgage Association (FNMA) | 0.05 | -4.17 | 0.0001 | -0.0000 | |||||
| US3132J6Z983 / FHLMC Gold Pools, 30 Year | 0.05 | -4.17 | 0.0001 | -0.0000 | |||||
| US63858SBC26 / Nationsbank Corp. 6.975% Notes 3/7/37 | 0.05 | -2.13 | 0.0001 | -0.0000 | |||||
| PRIMO BRANDS TERM B 1LN 03/31/2028 / LON (US89678QAD88) | 0.05 | 0.0001 | 0.0001 | ||||||
| US3617G4R461 / GNMA II, 30 Year | 0.05 | -4.17 | 0.0001 | -0.0000 | |||||
| US36177PCU75 / GNMA 3.50% 3/42 #794582 | 0.05 | -2.13 | 0.0001 | -0.0000 | |||||
| US013822AC54 / Alcoa Nederland Holding BV | 0.05 | 0.00 | 0.0001 | -0.0000 | |||||
| US31418EMS62 / FNCL UMBS 5.0 MA4868 01-01-53 | 0.05 | -4.17 | 0.0001 | -0.0000 | |||||
| US3132GFLK11 / FHLG 30YR 5.0% 07/01/2041#Q02130 | 0.05 | -2.13 | 0.0001 | -0.0000 | |||||
| US693475BA21 / PNC Financial Services Group Inc/The | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US988498AK76 / Yum! Brands Inc | 0.05 | -2.13 | 0.0001 | -0.0000 | |||||
| US36193TDY01 / GNII II 3.5% 04/20/46#AS7319 | 0.05 | -4.17 | 0.0001 | -0.0000 | |||||
| US36179KP247 / GNMA 30YR 4% 01/15/2043#AC9441 | 0.05 | -16.36 | 0.0001 | -0.0000 | |||||
| US637417AJ54 / National Retail Properties Inc. | 0.05 | 0.00 | 0.0001 | -0.0000 | |||||
| US31620MAU09 / Fidelity National Information Services Inc | 0.05 | -6.12 | 0.0001 | -0.0000 | |||||
| US3136BBSN32 / FNMA, Series 2020-M38, Class X2 | 0.05 | -8.00 | 0.0001 | -0.0000 | |||||
| UST NOTES 4.125% 03/31/2031 / DBT (US91282CKF76) | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140Q8LQ68 / UMBS, 20 Year | 0.05 | -6.12 | 0.0001 | -0.0000 | |||||
| US3140XHVB09 / Fannie Mae Pool | 0.05 | -2.13 | 0.0001 | -0.0000 | |||||
| US30040WAT53 / Eversource Energy | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US42771BAA26 / HERO Funding III, Series 2017-1A, Class A | 0.05 | -8.16 | 0.0001 | -0.0000 | |||||
| US678858BX89 / Oklahoma Gas and Electric Co | 0.05 | -2.17 | 0.0001 | -0.0000 | |||||
| US92873BAA44 / VOLT_21-NPL4 | 0.05 | -26.23 | 0.0001 | -0.0000 | |||||
| US184496AQ03 / Clean Harbors Inc | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US36192XPH60 / GNMA II 3.5% 06/20/2046#AR3124 | 0.05 | -4.26 | 0.0001 | -0.0000 | |||||
| US3138X7DX86 / FNMA 30YR 3.0% 09/01/2043#AU7317 | 0.05 | -2.17 | 0.0001 | -0.0000 | |||||
| US3132GRCZ29 / FHLG 4.00% 2/42 #Q06088 | 0.05 | -4.26 | 0.0001 | -0.0000 | |||||
| US3138ASLY69 / FNMA 4.50% 10/41 #AJ1242 | 0.05 | -2.17 | 0.0001 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.05 | -2.17 | 0.0001 | -0.0000 | |||||
| US36193YPG51 / GNMA II 3.5% 05/20/2046#AT1323 | 0.05 | -4.26 | 0.0001 | -0.0000 | |||||
| US31292LW502 / FHLG 30YR 3.0% 10/01/2042#C04268 | 0.05 | -2.17 | 0.0001 | -0.0000 | |||||
| US36202FRD05 / Ginnie Mae II Pool | 0.05 | -4.26 | 0.0001 | -0.0000 | |||||
| US513075BW03 / Lamar Media Corp | 0.05 | 0.0001 | 0.0001 | ||||||
| US74456QCE44 / Public Service Electric and Gas Co | 0.05 | -4.26 | 0.0001 | -0.0000 | |||||
| US536797AF03 / Lithia Motors Inc. | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US389286AA34 / Gray Escrow II Inc | 0.04 | 22.22 | 0.0001 | 0.0000 | |||||
| US3138XD3X62 / FNMA, Other | 0.04 | -4.35 | 0.0001 | -0.0000 | |||||
| US3128MJUC22 / Freddie Mac Gold Pool | 0.04 | -6.38 | 0.0001 | -0.0000 | |||||
| US25470XBF15 / DISH DBS Corp. | 0.04 | -6.38 | 0.0001 | -0.0000 | |||||
| US3138ASDC32 / FNMA 30YR 4.5% 10/01/2041#AJ0998 | 0.04 | -18.52 | 0.0001 | -0.0000 | |||||
| US3128M7SM94 / FHLG 30YR 4.5% 09/39#G05624 | 0.04 | -2.22 | 0.0001 | -0.0000 | |||||
| US906548CN08 / Union Electric Co. | 0.04 | -6.38 | 0.0001 | -0.0000 | |||||
| US694308HD23 / PACIFIC GAS + ELECTRIC SR UNSECURED 06/43 4.6 | 0.04 | -8.33 | 0.0001 | -0.0000 | |||||
| HERO / HERO 2017 3A A1 144A | 0.04 | -4.35 | 0.0001 | -0.0000 | |||||
| US36193SYD51 / GNMA II 3.5% 06/46#AS7008 | 0.04 | -4.35 | 0.0001 | -0.0000 | |||||
| US31401XT807 / FNMA 30YR 5% 07/01/2033#721575 | 0.04 | -4.35 | 0.0001 | -0.0000 | |||||
| US3132D6AK64 / Freddie Mac Pool | 0.04 | -2.22 | 0.0001 | -0.0000 | |||||
| US389375AL09 / Gray Television Inc | 0.04 | -53.19 | 0.0001 | -0.0001 | |||||
| CITIGROUP MTG LN TR 2024-RP2 VAR 02/25/2063 144A / ABS-CBDO (US173106AF27) | 0.04 | -4.35 | 0.0001 | -0.0000 | |||||
| US3132D56Z04 / Freddie Mac Pool | 0.04 | -2.22 | 0.0001 | -0.0000 | |||||
| US759136QP27 / Regional Transportation District, Colorado, Sales Tax Revenue Bonds, Fastracks Project, Build America Series 2010B | 0.04 | -6.38 | 0.0001 | -0.0000 | |||||
| US68389XBH70 / Oracle Corp | 0.04 | -2.27 | 0.0001 | -0.0000 | |||||
| US3132J66H24 / FHLG 3.5% 02/43 #Q15871 | 0.04 | -4.44 | 0.0001 | -0.0000 | |||||
| US674599DE26 / Occidental Petroleum Corp | 0.04 | -4.44 | 0.0001 | -0.0000 | |||||
| US13057QAH02 / CALIFORNIA RES CORP 7.125% 02/01/2026 144A | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138AXFM80 / FNMA 30YR 4.0% 01/01/2042#AJ5571 | 0.04 | -4.44 | 0.0001 | -0.0000 | |||||
| CWALT INC 2005-29CB A6 5.5% 07/25/2035 / ABS-CBDO (US12667GUS01) | 0.04 | -8.51 | 0.0001 | -0.0000 | |||||
| US42771LAC63 / HERO Funding Trust | 0.04 | -2.27 | 0.0001 | -0.0000 | |||||
| US3138M87F46 / FNMA 30YR 3.5% 09/42#AP5393 | 0.04 | -12.24 | 0.0001 | -0.0000 | |||||
| US31419HBN17 / FNMA 4.50% 11/40 #AE6344 | 0.04 | -2.27 | 0.0001 | -0.0000 | |||||
| US3138EJLK21 / FNMA 6.00% 5/40 #AL2129 | 0.04 | -4.44 | 0.0001 | -0.0000 | |||||
| US12650EBQ98 / CSMC Series 2015-6R | 0.04 | -2.27 | 0.0001 | -0.0000 | |||||
| US3140QLN440 / Fannie Mae Pool | 0.04 | -4.44 | 0.0001 | -0.0000 | |||||
| US36192XPJ27 / GNMA II 3.5% 06/20/2046#AR3125 | 0.04 | -4.44 | 0.0001 | -0.0000 | |||||
| US576323AQ25 / MasTec Inc | 0.04 | 2.38 | 0.0001 | 0.0000 | |||||
| US3620ARRZ68 / GNMA 30YR 4.0% 12/15/2040#737704 | 0.04 | 0.00 | 0.0001 | -0.0000 | |||||
| US31418C3E21 / FNCL UMBS 4.5 MA3496 10-01-48 | 0.04 | -4.44 | 0.0001 | -0.0000 | |||||
| KELSO TERM DD 1LN 12/30/2029 / LON (US48825CAC91) | 0.04 | -28.33 | 0.0001 | -0.0000 | |||||
| US3617KJQK36 / GNMA II, 30 Year | 0.04 | -14.29 | 0.0001 | -0.0000 | |||||
| US42226AAA51 / HealthEquity Inc | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US744533BP41 / Public Service Co. of Oklahoma, Series K | 0.04 | -8.70 | 0.0001 | -0.0000 | |||||
| US31419KZH12 / FNMA 4.50% 12/40 #AE8843 | 0.04 | -2.33 | 0.0001 | -0.0000 | |||||
| CONE TR 2024-DFW1 TSFR1M+303.971 08/15/2041 144A / ABS-MBS (US20682AAL44) | 0.04 | 0.00 | 0.0001 | -0.0000 | |||||
| US3132GFF289 / FHLG 30YR 5.0% 07/01/2041#Q01985 | 0.04 | -2.33 | 0.0001 | -0.0000 | |||||
| US3620C0ZB76 / GNMA 4.50% 6/40 #745138 | 0.04 | -2.33 | 0.0001 | -0.0000 | |||||
| US09951LAB99 / Booz Allen Hamilton Inc | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US3132H7CW27 / Freddie Mac Gold Pool | 0.04 | -4.55 | 0.0001 | -0.0000 | |||||
| US42771XAC02 / HERO Funding Trust 2017-1A | 0.04 | -2.33 | 0.0001 | -0.0000 | |||||
| US31410KNW08 / FANNIE MAE POOL UMBS P#889705 5.50000000 | 0.04 | -4.55 | 0.0001 | -0.0000 | |||||
| US29379VBN29 / Enterprise Produ 5.250 8/16 Bond | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US3132QUUJ04 / FHLMC Gold Pools, 30 Year | 0.04 | -8.70 | 0.0001 | -0.0000 | |||||
| US595620AS49 / MidAmerican Energy Co | 0.04 | -4.55 | 0.0001 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.04 | -2.33 | 0.0001 | -0.0000 | |||||
| CAN 10YR BOND FUT SEP25 CNU5 / DIR (N/A) | 0.04 | 0.0001 | 0.0001 | ||||||
| US05723KAF75 / Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc | 0.04 | -6.67 | 0.0001 | -0.0000 | |||||
| US07325XAA81 / Bayview Commercial Asset Trust 2007-2 | 0.04 | -6.82 | 0.0001 | -0.0000 | |||||
| ACACN / Air Canada 2017-1 Class B Pass Through Trust | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US3617BFR954 / GNMA II, 30 Year | 0.04 | -18.00 | 0.0001 | -0.0000 | |||||
| US36176XB816 / GNMA 3.50% 2/42 #778863 | 0.04 | -2.38 | 0.0001 | -0.0000 | |||||
| US3132J8YQ73 / FHLG 30YR 4.0% 04/01/2043#Q17518 | 0.04 | -4.65 | 0.0001 | -0.0000 | |||||
| US12654AAA97 / CNX Midstream Partners LP | 0.04 | 0.00 | 0.0001 | -0.0000 | |||||
| US31419BCJ26 / FNMA 30YR 5.0% 02/01/2041#AE0972 | 0.04 | -4.65 | 0.0001 | -0.0000 | |||||
| US20338HAB96 / Commscope Technologies Llc 5.00% 03/15/2027 144a Bond | 0.04 | 2.50 | 0.0001 | 0.0000 | |||||
| US3133AG7H60 / Freddie Mac Pool | 0.04 | -4.65 | 0.0001 | -0.0000 | |||||
| US91324PES74 / UnitedHealth Group Inc | 0.04 | -89.21 | 0.0001 | -0.0008 | |||||
| US92553PAW23 / Viacom Inc | 0.04 | -6.82 | 0.0001 | -0.0000 | |||||
| US31307UH500 / FHLG 15YR 3% 08/01/2032#J37452 | 0.04 | -4.65 | 0.0001 | -0.0000 | |||||
| US3140X9Y826 / Fannie Mae Pool | 0.04 | -4.65 | 0.0001 | -0.0000 | |||||
| US00115AAM18 / AP TRANSMISSION CO LLC 04/50 3.65 | 0.04 | -4.65 | 0.0001 | -0.0000 | |||||
| US36193UAF12 / GNMA II, 30 Year | 0.04 | -2.38 | 0.0001 | -0.0000 | |||||
| US12668BJD64 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC1 1A1 | 0.04 | -2.38 | 0.0001 | -0.0000 | |||||
| US36193SYE35 / GNMA II 3.5% 06/46#AS7009 | 0.04 | -2.38 | 0.0001 | -0.0000 | |||||
| US31418ATV07 / FNMA, Other | 0.04 | -2.38 | 0.0001 | -0.0000 | |||||
| US59562VAM90 / Midamerican Energy Holdings 6.125% 04/01/36 | 0.04 | -2.44 | 0.0001 | -0.0000 | |||||
| SWP: EUR 2.490000 19-FEB-2054 EUR / DIR (N/A) | 0.04 | 0.0001 | 0.0001 | ||||||
| US3138W9KC33 / FNMA 15YR 2.5% 08/01/2028#AS0290 | 0.04 | -11.11 | 0.0001 | -0.0000 | |||||
| US38937LAB71 / Gray Oak Pipeline LLC | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US05608VAN64 / BX Trust, Series 2021-MFM1, Class F | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US31402CTT98 / Fannie Mae Pool | 0.04 | -6.98 | 0.0001 | -0.0000 | |||||
| US31307RCG83 / FHLG 15YR 3% 06/01/2031#J34571 | 0.04 | -4.76 | 0.0001 | -0.0000 | |||||
| US882508BF00 / Texas Instruments Inc | 0.04 | -2.44 | 0.0001 | -0.0000 | |||||
| US36213EZR07 / GNMA 4.00% 12/41 #552552 | 0.04 | -2.44 | 0.0001 | -0.0000 | |||||
| US31417EMZ15 / Fannie Mae Pool | 0.04 | -4.76 | 0.0001 | -0.0000 | |||||
| US31402V4E73 / FNMA 5.00% 9/33 #739821 | 0.04 | -6.98 | 0.0001 | -0.0000 | |||||
| US3132DWF570 / FNCL UMBS 5.0 SD8288 01-01-53 | 0.04 | -2.44 | 0.0001 | -0.0000 | |||||
| BPR TR 2024-PMDW A VAR 11/05/2029 144A / ABS-MBS (US05592VAA26) | 0.04 | 0.00 | 0.0001 | -0.0000 | |||||
| US59156RBD98 / MetLife, Inc. | 0.04 | -4.76 | 0.0001 | -0.0000 | |||||
| US62888HAA77 / NCL Finance Ltd | 0.04 | 0.00 | 0.0001 | -0.0000 | |||||
| US3132GFCG00 / FHLG 30YR 5.0% 07/01/2041#Q01871 | 0.04 | 0.00 | 0.0001 | -0.0000 | |||||
| US3132DPQE15 / FNCL UMBS 3.5 SD2253 12-01-52 | 0.04 | -2.44 | 0.0001 | -0.0000 | |||||
| US45827MAA53 / Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US68389XBE40 / Oracle Corp | 0.04 | -2.50 | 0.0001 | -0.0000 | |||||
| US3128HXKY01 / FHLMC, STRIPS, Series 262, Class 35 | 0.04 | -2.50 | 0.0001 | -0.0000 | |||||
| US3138EEX790 / FNMA 4.00% 4/42 #AK9701 | 0.04 | -4.88 | 0.0001 | -0.0000 | |||||
| US3140JGEF88 / UMBS, 30 Year | 0.04 | -2.50 | 0.0001 | -0.0000 | |||||
| US36178GR979 / Ginnie Mae I Pool | 0.04 | -2.50 | 0.0001 | -0.0000 | |||||
| US31402CVV17 / Fannie Mae Pool | 0.04 | -4.88 | 0.0001 | -0.0000 | |||||
| US3132DWHS52 / FEDERAL HOME LOAN MORTGAGE CORPORATION | 0.04 | -2.50 | 0.0001 | -0.0000 | |||||
| US31418D2Q42 / Fannie Mae Pool | 0.04 | -2.50 | 0.0001 | -0.0000 | |||||
| US07325XAB64 / Bayview Commercial Asset Trust 2007-2 | 0.04 | -4.88 | 0.0001 | -0.0000 | |||||
| US02005NBN93 / ALLY FINL INC 4.7%/VAR PERP | 0.04 | -2.50 | 0.0001 | -0.0000 | |||||
| US001746AN67 / AMMC CLO 18 Ltd | 0.04 | -45.83 | 0.0001 | -0.0001 | |||||
| US04012MAQ24 / Argent Securities Trust, Series 2006-M1, Class A2C | 0.04 | 0.00 | 0.0001 | -0.0000 | |||||
| US67103HAL15 / O'Reilly Automotive Inc | 0.04 | 0.00 | 0.0001 | -0.0000 | |||||
| US29261AAE01 / COMPANY GUAR 04/31 4.625 | 0.04 | 2.63 | 0.0001 | 0.0000 | |||||
| MSCS SWAP CY885802 12/15/56 B / DCR (N/A) | 0.04 | 0.0001 | 0.0001 | ||||||
| US31418DWW81 / Fannie Mae Pool | 0.04 | -2.50 | 0.0001 | -0.0000 | |||||
| US3140HEJW37 / UMBS, 30 Year | 0.04 | 0.00 | 0.0001 | -0.0000 | |||||
| US3140JPKF14 / FNMA 30YR 3.5% 05/01/2049#BN6593 | 0.04 | -5.00 | 0.0001 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.04 | -2.56 | 0.0001 | -0.0000 | |||||
| INTERSTATE PWR and LT CO 4.95% 09/30/2034 / DBT (US461070AV69) | 0.04 | -2.56 | 0.0001 | -0.0000 | |||||
| US3620C42R01 / GNMA 30YR 4.5% 09/15/2040#748784 | 0.04 | -2.56 | 0.0001 | -0.0000 | |||||
| US3138AHD603 / FNMA 30YR 5.0% 06/01/2041#AI3724 | 0.04 | -2.56 | 0.0001 | -0.0000 | |||||
| US14040HCJ23 / Capital One Financial Corp. | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US31402RFV69 / Fannie Mae Pool | 0.04 | -5.00 | 0.0001 | -0.0000 | |||||
| US3138X17J93 / FNMA 15YR 2.5% 08/01/2028#AU2696 | 0.04 | -9.52 | 0.0001 | -0.0000 | |||||
| US720186AP00 / PIEDMONT NATURAL GAS CO REGD 5.05000000 | 0.04 | -5.00 | 0.0001 | -0.0000 | |||||
| US3140FDB213 / UMBS, 30 Year | 0.04 | -2.56 | 0.0001 | -0.0000 | |||||
| US3132M5QS45 / FHLG 30YR 4.5% 03/01/2044#Q25265 | 0.04 | -2.56 | 0.0001 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.04 | -2.56 | 0.0001 | -0.0000 | |||||
| US3140FKJ278 / UMBS, 30 Year | 0.04 | -2.56 | 0.0001 | -0.0000 | |||||
| US3128MJUX68 / Freddie Mac Gold Pool | 0.04 | -2.56 | 0.0001 | -0.0000 | |||||
| US90265EAT73 / UDR Inc | 0.04 | 0.00 | 0.0001 | -0.0000 | |||||
| CITIGROUP MTG LN TR 2025-RP1 3.701119% 01/25/2064 144A / ABS-CBDO (US17332HAK14) | 0.04 | 0.0001 | 0.0001 | ||||||
| NEW FORTRESS 12% 11/15/2029 144A / DBT (US62909BAA52) | 0.04 | -85.49 | 0.0001 | -0.0005 | |||||
| US3140NAZV83 / FANNIE MAE POOL FN BX6155 | 0.04 | -19.57 | 0.0001 | -0.0000 | |||||
| US36176DKR34 / GNMA 4.50% 4/41 #762904 | 0.04 | -7.50 | 0.0001 | -0.0000 | |||||
| US3138XJBK20 / FNMA 30YR 4.5% 01/01/2044#AV6341 | 0.04 | -2.63 | 0.0001 | -0.0000 | |||||
| US42771AAB26 / HERO Funding, Series 2017-3A, Class A2 | 0.04 | -2.63 | 0.0001 | -0.0000 | |||||
| US12669GN644 / Reperforming Loan REMIC Trust 2005-R2 | 0.04 | -5.13 | 0.0001 | -0.0000 | |||||
| MSCS SWAP CY873248 04/17/65 B / DCR (N/A) | 0.04 | 0.0001 | 0.0001 | ||||||
| US3132HTZ666 / FHLMC, STRIPS, Series 323, Class 300 | 0.04 | -2.63 | 0.0001 | -0.0000 | |||||
| US3622A2JL72 / GNMA I, 30 Year | 0.04 | -5.13 | 0.0001 | -0.0000 | |||||
| US3138AMYG47 / FNMA 4.50% 8/41 #AI7910 | 0.04 | -2.63 | 0.0001 | -0.0000 | |||||
| US3140X86D42 / FNMA UMBS, 15 Year | 0.04 | -2.63 | 0.0001 | -0.0000 | |||||
| US3138WK3V53 / UMBS, 30 Year | 0.04 | -2.70 | 0.0001 | -0.0000 | |||||
| US3140XDKE52 / Fannie Mae Pool | 0.04 | 0.0001 | 0.0001 | ||||||
| US50050NAA19 / Kontoor Brands, Inc. | 0.04 | -2.70 | 0.0001 | -0.0000 | |||||
| US23345MAC10 / DT Midstream, Inc. | 0.04 | -2.70 | 0.0001 | -0.0000 | |||||
| US36193PJB22 / GNMA II 3.5% 05/20/2046#AS4758 | 0.04 | -5.26 | 0.0001 | -0.0000 | |||||
| US3138E07L78 / FNMA 4.00% 12/41 #AJ8098 | 0.04 | -5.26 | 0.0001 | -0.0000 | |||||
| US46284VAN10 / Iron Mountain, Inc. | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138WJR835 / FNCI UMBS 3.0 AS8610 01-01-32 | 0.04 | -5.26 | 0.0001 | -0.0000 | |||||
| US3132J0AF49 / FHLMC, STRIPS, Series 334, Class 300 | 0.04 | -2.70 | 0.0001 | -0.0000 | |||||
| US31417GLV67 / Fannie Mae Pool | 0.04 | -2.70 | 0.0001 | -0.0000 | |||||
| MACQUARIE AIRFINANCE HOLDINGS LTD 6.4% 03/26/2029 144A / DBT (US55609NAC20) | 0.04 | 0.00 | 0.0001 | -0.0000 | |||||
| US3138EBJS58 / FNMA 3.50% 4/42 #AK6572 | 0.04 | -2.70 | 0.0001 | -0.0000 | |||||
| US31416BRY64 / Fannie Mae Pool | 0.04 | -2.70 | 0.0001 | -0.0000 | |||||
| US82568NAC56 / Shutterfly Finance LLC | 0.04 | 0.00 | 0.0001 | -0.0000 | |||||
| US33939HAB50 / Flex Intermediate Holdco LLC | 0.04 | -5.41 | 0.0001 | -0.0000 | |||||
| US31418XGY85 / FNMA 30YR 5.0% 07/01/2040#AD9214 | 0.04 | -2.78 | 0.0001 | -0.0000 | |||||
| US15189XAU28 / CenterPoint Energy Houston Electric LLC | 0.04 | -5.41 | 0.0001 | -0.0000 | |||||
| AGGREKO TERM B 1LN 8/16/2029 / LON (US00847NAE67) | 0.04 | 0.00 | 0.0001 | -0.0000 | |||||
| SBLOFI SWAP CY873248 04/17/65 B / DCR (N/A) | 0.04 | 0.0001 | 0.0001 | ||||||
| US31418EQR44 / FNCL UMBS 3.5 MA4963 03-01-53 | 0.04 | -5.41 | 0.0001 | -0.0000 | |||||
| US83611MGX02 / SVHE 2005-OPT3 M4 MTG | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| JANE STREET TERM B 1LN 12/15/2031 / LON (US47077DAM20) | 0.04 | 0.0001 | 0.0001 | ||||||
| US31417FNR54 / FNMA 30YR 3% 02/01/43#AB8499 | 0.04 | -2.78 | 0.0001 | -0.0000 | |||||
| US3128M6MZ88 / FHLG 30YR 6% 09/01/2038# | 0.04 | -2.78 | 0.0001 | -0.0000 | |||||
| US91282CJQ50 / United States Treasury Note/Bond - When Issued | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| SWP EUR 2.505500 02/20/2054 EUR / DIR (N/A) | 0.04 | 0.0001 | 0.0001 | ||||||
| US3138EPV766 / FNMA, Other | 0.04 | 0.00 | 0.0001 | -0.0000 | |||||
| US11043HAA68 / British Airways 2018-1 Class A Pass Through Trust | 0.04 | -2.78 | 0.0001 | -0.0000 | |||||
| US90931EAA29 / United Airlines Pass Through Trust, Series 2019-1, Class A | 0.04 | -2.78 | 0.0001 | -0.0000 | |||||
| US010392FD54 / Alabama Power Co 5.50% Senior Notes 03/15/41 | 0.04 | -2.78 | 0.0001 | -0.0000 | |||||
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1 6.27% 02/20/2049 144A / ABS-CBDO (US38237EAB02) | 0.04 | -2.78 | 0.0001 | -0.0000 | |||||
| US3617GLUF96 / GNMA II, 30 Year | 0.04 | -2.78 | 0.0001 | -0.0000 | |||||
| US3620AR3K54 / Ginnie Mae I Pool | 0.03 | -5.56 | 0.0001 | -0.0000 | |||||
| US36295QNY25 / GNMA 5.50% 9/38 #677307 | 0.03 | -2.86 | 0.0001 | -0.0000 | |||||
| US3140JGHL20 / UMBS, 30 Year | 0.03 | -2.86 | 0.0001 | -0.0000 | |||||
| US31418CRH96 / Fannie Mae Pool | 0.03 | -5.56 | 0.0001 | -0.0000 | |||||
| US3140KVSL58 / FHLG 30YR 1.5% 12/01/2050#BQ9522 | 0.03 | -5.56 | 0.0001 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.03 | -5.56 | 0.0001 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.03 | -5.56 | 0.0001 | -0.0000 | |||||
| US00206RKA94 / AT&T Inc | 0.03 | -5.56 | 0.0001 | -0.0000 | |||||
| US3620AFH423 / GNMA 5.00% 12/39 #728451 | 0.03 | -2.86 | 0.0001 | -0.0000 | |||||
| PRM5 TR 2025-PRM5 D VAR 02/10/2028 144A / ABS-MBS (US693980AG99) | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US36241LH257 / Ginnie Mae I Pool | 0.03 | -2.86 | 0.0001 | -0.0000 | |||||
| US36192XMK27 / GNMA II 3.5% 05/20/2046#AR3062 | 0.03 | -2.86 | 0.0001 | -0.0000 | |||||
| US74460DAJ81 / Public Storage | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US68233JBR41 / Oncor Electric Delivery Co LLC | 0.03 | -5.56 | 0.0001 | -0.0000 | |||||
| US043436AV64 / Asbury Automotive Group Inc | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| MSCS SWAP CY873248 04/17/65 B / DCR (N/A) | 0.03 | 0.0001 | 0.0001 | ||||||
| US31402CPL09 / Fannie Mae Pool | 0.03 | -5.56 | 0.0001 | -0.0000 | |||||
| US3132DNF736 / Freddie Mac Pool | 0.03 | -2.86 | 0.0001 | -0.0000 | |||||
| US3138LXQK86 / FNMA, Other | 0.03 | -2.86 | 0.0001 | -0.0000 | |||||
| US744533BJ80 / Public Service Co Okla Senior Notes-g 6.625% 11/15/37 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US3132DWFG33 / Freddie Mac Pool | 0.03 | -2.86 | 0.0001 | -0.0000 | |||||
| US25179MBD48 / Devon Energy Corp | 0.03 | -90.34 | 0.0001 | -0.0008 | |||||
| US878091BF35 / Teachers Insurance & Annuity Association of America | 0.03 | -5.71 | 0.0001 | -0.0000 | |||||
| US36202EDP16 / Ginnie Mae II Pool | 0.03 | -5.71 | 0.0001 | -0.0000 | |||||
| US36179WLN64 / GNII II 2% 08/20/2051#MA7533 | 0.03 | -5.71 | 0.0001 | -0.0000 | |||||
| US36193SW478 / GNMA II 3.5% 05/20/2046#AS6967 | 0.03 | -5.71 | 0.0001 | -0.0000 | |||||
| US05724BAD10 / Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3132WGVW48 / FHLG 30YR 3.5% 08/01/2046#Q43328 | 0.03 | -2.94 | 0.0001 | -0.0000 | |||||
| US3132DM5R23 / Freddie Mac Pool | 0.03 | -5.71 | 0.0001 | -0.0000 | |||||
| US3140XDZN96 / Fannie Mae Pool | 0.03 | -5.71 | 0.0001 | -0.0000 | |||||
| US68389XCA19 / Oracle Corp | 0.03 | -95.79 | 0.0001 | -0.0018 | |||||
| GB00H240B223 / LME Nickel Base Metal | 0.03 | 0.0001 | 0.0001 | ||||||
| US81753VAC46 / SERIES RR TRUST 04/48 0 | 0.03 | -94.00 | 0.0001 | -0.0012 | |||||
| US983024AN02 / Wyeth 5.95% Notes 4/1/37 | 0.03 | -2.94 | 0.0001 | -0.0000 | |||||
| US31398SHA42 / FNMA, REMIC, Series 2010-129, Class PZ | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US26442EAG52 / Duke Energy Ohio Inc | 0.03 | -5.71 | 0.0001 | -0.0000 | |||||
| US3620ARH790 / GNMA 5.00% 9/40 #737454 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| ELM TRUST 2024-ELM VAR 06/10/2027 144A / ABS-MBS (US26860XAC56) | 0.03 | -19.51 | 0.0001 | -0.0000 | |||||
| US12662PAD06 / CVR Energy Inc | 0.03 | -10.81 | 0.0001 | -0.0000 | |||||
| US3133KMSU08 / Freddie Mac Pool | 0.03 | -2.94 | 0.0001 | -0.0000 | |||||
| US3140HLKB14 / UMBS, 30 Year | 0.03 | -2.94 | 0.0001 | -0.0000 | |||||
| US31329KYA68 / FHLG 20YR 3.5% 05/01/2038#ZA2505 | 0.03 | -2.94 | 0.0001 | -0.0000 | |||||
| US23338VAT35 / DTE Electric Co | 0.03 | -5.71 | 0.0001 | -0.0000 | |||||
| US3132M5FN76 / FHLG 30YR 4.0% 02/01/2044#Q24973 | 0.03 | -2.94 | 0.0001 | -0.0000 | |||||
| US3140HLJG20 / UMBS, 30 Year | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US36178XAS62 / Ginnie Mae II Pool | 0.03 | -5.88 | 0.0001 | -0.0000 | |||||
| US31401JFK97 / FNMA 30YR 5% 07/01/2033#709470 | 0.03 | -5.88 | 0.0001 | -0.0000 | |||||
| US31418AVC97 / FNMA, Other | 0.03 | -5.88 | 0.0001 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.03 | -5.88 | 0.0001 | -0.0000 | |||||
| DEUTSCHE MTG SECS INC MTG6-PR1 CWA1 VAR 06/25/2035 144A / ABS-CBDO (US25157GCT76) | 0.03 | -8.57 | 0.0001 | -0.0000 | |||||
| US3620A5A580 / GNMA 4.50% 7/40 #719228 | 0.03 | -3.03 | 0.0001 | -0.0000 | |||||
| US491674BG15 / Kentucky Utilities Co. | 0.03 | -5.88 | 0.0001 | -0.0000 | |||||
| US436440AM32 / Hologic Inc | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US341081GM32 / Florida Power & Light Co. | 0.03 | -5.88 | 0.0001 | -0.0000 | |||||
| US31418A3V81 / Fannie Mae Pool | 0.03 | -3.03 | 0.0001 | -0.0000 | |||||
| US713291AH56 / Pepco Holdings Inc 7.450% Notes 08/15/32 | 0.03 | -3.03 | 0.0001 | -0.0000 | |||||
| US36176TLV88 / GNMA 30YR 4% 10/15/2041#775540 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US172967AQ40 / Citigroup Inc 7.000% Notes 12/01/25 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US3128M7CZ71 / FHLG 5.00% 9/38 #G05188 | 0.03 | -3.03 | 0.0001 | -0.0000 | |||||
| US23338VAR78 / DTE ELECTRIC COMPANY | 0.03 | -5.88 | 0.0001 | -0.0000 | |||||
| US3132WFQN21 / FHLG 30YR 3% 08/01/2046#Q42260 | 0.03 | -3.03 | 0.0001 | -0.0000 | |||||
| BNP / BNP Paribas SA | 0.03 | 0.0001 | 0.0001 | ||||||
| US124857AK99 / CBS Corp. | 0.03 | -5.88 | 0.0001 | -0.0000 | |||||
| BEAR STRNS ASSET BCKD SEC I TR TSFR1M+46.448 03/25/2036 / ABS-CBDO (US07387UGB17) | 0.03 | -5.88 | 0.0001 | -0.0000 | |||||
| US36177MPG14 / GNMA 3.50% 2/42 #793122 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| SWP EUR 2.513000 02/20/2054 EUR / DIR (N/A) | 0.03 | 0.0001 | 0.0001 | ||||||
| US842434CU45 / SOUTHERN CALIF GAS CO 1ST MORTGAGE 02/30 2.55 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31416BMW53 / FNMA 6.00% 10/37 #995073 | 0.03 | -3.12 | 0.0001 | -0.0000 | |||||
| US059165EK25 / Baltimore Gas & Electric Co. | 0.03 | -6.06 | 0.0001 | -0.0000 | |||||
| US36179TUC79 / Ginnie Mae II Pool | 0.03 | -6.06 | 0.0001 | -0.0000 | |||||
| US31410KCG76 / FNMA 6.00% 1/38 #889371 | 0.03 | -3.12 | 0.0001 | -0.0000 | |||||
| US93936LAC19 / WMALT_07-OC2 | 0.03 | -3.12 | 0.0001 | -0.0000 | |||||
| US36193UAC80 / GNMA II, 30 Year | 0.03 | -3.12 | 0.0001 | -0.0000 | |||||
| US36179YDL56 / Ginnie Mae II Pool | 0.03 | -6.06 | 0.0001 | -0.0000 | |||||
| US3140FS2V41 / FNMA 30YR 4.5% 01/01/2047#BE7087 | 0.03 | -3.12 | 0.0001 | -0.0000 | |||||
| US3140XDQS84 / Uniform Mortgage-Backed Securities | 0.03 | 0.0001 | 0.0001 | ||||||
| US3140JPJM83 / CONVENTIONAL CONV 30 YRS MTGE 04/01/2049 POOL # FN BN6567 | 0.03 | -3.12 | 0.0001 | -0.0000 | |||||
| US912810TB44 / T 1 7/8 11/15/51 | 0.03 | -6.06 | 0.0001 | -0.0000 | |||||
| US3133KYVY21 / FR RB5131 | 0.03 | -3.12 | 0.0001 | -0.0000 | |||||
| US36241L3J36 / GNMA 5.00% 9/41 #783501 | 0.03 | -3.12 | 0.0001 | -0.0000 | |||||
| US38141GZN77 / Goldman Sachs Group Inc/The | 0.03 | -3.12 | 0.0001 | -0.0000 | |||||
| US3138M4N819 / FNMA, Other | 0.03 | -3.12 | 0.0001 | -0.0000 | |||||
| US3620A5A747 / GNMA 4.50% 7/40 #719230 | 0.03 | -3.23 | 0.0001 | -0.0000 | |||||
| US29364WBC10 / Entergy Louisiana LLC | 0.03 | -6.25 | 0.0001 | -0.0000 | |||||
| MSCS SWAP CY873248 04/17/65 B / DCR (N/A) | 0.03 | 0.0001 | 0.0001 | ||||||
| SBLOFI SWAP CZ030008 12/17/57 B / DCR (N/A) | 0.03 | 0.0001 | 0.0001 | ||||||
| US81104PAA75 / Scripps Escrow Inc 5.875% 07/15/2027 144A | 0.03 | 3.45 | 0.0001 | 0.0000 | |||||
| US31418D5G33 / Fannie Mae Pool | 0.03 | -3.23 | 0.0001 | -0.0000 | |||||
| US31418MY630 / FNMA 6.00% 1/40 #AD0732 | 0.03 | -6.25 | 0.0001 | -0.0000 | |||||
| US90932EAA10 / United Airlines 2016-2 Class AA Pass Through Trust | 0.03 | -3.23 | 0.0001 | -0.0000 | |||||
| US90931CAA62 / United Airlines Pass Through Trust, Series 2019-1, Class AA | 0.03 | -3.23 | 0.0001 | -0.0000 | |||||
| US36177LQG22 / GNMA 30YR 4% 04/15/2042#792254 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US3132XWUS85 / FHLG 30YR 4% 02/01/2048#Q54192 | 0.03 | -3.23 | 0.0001 | -0.0000 | |||||
| US3128E53X53 / FHLMC Gold Pools, 20 Year | 0.03 | -6.25 | 0.0001 | -0.0000 | |||||
| US3140QQTJ45 / FANNIE MAE POOL FN CB5052 | 0.03 | -3.23 | 0.0001 | -0.0000 | |||||
| DC TRUST 2024-HLTN VAR 04/13/2028 144A / ABS-MBS (US24022FAA84) | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US44891ABP12 / HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/27 2.375 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138XVAZ36 / FNMA 30YR 4.5% 07/01/2044#AW5423 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US29275YAC66 / EnerSys | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US65339KCJ79 / NextEra Energy Capital Holdings Inc | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US3133KYVK27 / FNCT UMBS 2.0 RB5118 07-01-41 | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| SWP: EUR 2.440000 05/09/2054 / DIR (N/A) | 0.03 | 0.0001 | 0.0001 | ||||||
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC VAR 07/15/2043 144A / ABS-MBS (US95004AAC71) | 0.03 | -6.45 | 0.0001 | -0.0000 | |||||
| US3132J8DV97 / FHLG 30YR 3.0% 04/01/2043#Q16915 | 0.03 | -6.45 | 0.0001 | -0.0000 | |||||
| US83612QAE89 / Soundview Home Loan Trust 2007-NS1 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US3136AWQD24 / FNR 2017-30 AI 5.5% 05/47 | 0.03 | -9.37 | 0.0001 | -0.0000 | |||||
| US36179WXL70 / Ginnie Mae II Pool | 0.03 | -6.45 | 0.0001 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US3138A1CA70 / FNMA 30YR 4.5% 02/01/2041#AH0064 | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US3137FYTZ92 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US36177PCT03 / GNMA 3.50% 3/42 #794581 | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US845743BN28 / Southwestern Public Serv 4.50% 08/15/41 | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US31414JBX00 / FNMA 5.50% 12/37 #967254 | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US31398KFF21 / FHLMC, REMIC, Series 3592, Class BZ | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US693342AB30 / PG&E 22-A A2 4.263% 06-01-36 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US31418AR266 / FNMA POOL MA1404 FN 04/43 FIXED 3.5 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US3133KYU982 / Freddie Mac Pool | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| NGGLN / NGGLN 3.865 03/04/29 144A | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31418B2M73 / Federal National Mortgage Association, Inc. | 0.03 | -6.67 | 0.0001 | -0.0000 | |||||
| US31417YEC75 / FNMA 5.00% 7/29 #MA0130 | 0.03 | -9.68 | 0.0001 | -0.0000 | |||||
| US36297FYV83 / GNMA 5.00% 10/39 #710924 | 0.03 | -3.45 | 0.0001 | -0.0000 | |||||
| US775631AD66 / Roller Bearing Co of America Inc | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138X4CX64 / FNMA 30YR 3.0% 08/01/2043#AU4585 | 0.03 | -3.45 | 0.0001 | -0.0000 | |||||
| US501044BT76 / Kroger Company 7.700% Senior Notes 06/01/29 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US3132WDKY91 / Freddie Mac Gold Pool | 0.03 | -6.67 | 0.0001 | -0.0000 | |||||
| US3133AJFA61 / FR 03/51 FIXED 2 | 0.03 | -3.45 | 0.0001 | -0.0000 | |||||
| US06051GGL77 / BANK OF AMERICA CORP SR UNSECURED 04/28 VAR | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140X72A66 / FNMA UMBS, 15 Year | 0.03 | -3.45 | 0.0001 | -0.0000 | |||||
| US36202EGC75 / Ginnie Mae II Pool | 0.03 | -3.45 | 0.0001 | -0.0000 | |||||
| US312945WW45 / FHLG 30YR 5.0% 02/01/2041#A96961 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.03 | -3.45 | 0.0001 | -0.0000 | |||||
| US3132J62W37 / FHLG 3% 2/1/43 #Q15788 | 0.03 | -9.68 | 0.0001 | -0.0000 | |||||
| US575634AS94 / Massachusetts Electric Co. | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US906548CU41 / Union Electric Co | 0.03 | -3.45 | 0.0001 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.03 | -3.45 | 0.0001 | -0.0000 | |||||
| US22541LAE39 / Credit Suisse First Bstn 7.125% Notes 07/15/32 | 0.03 | -3.57 | 0.0001 | -0.0000 | |||||
| US36176XCE76 / GNMA 30YR 4.0% 02/15/2042#778869 | 0.03 | -3.57 | 0.0001 | -0.0000 | |||||
| US209111FL29 / Consolidated Edison Co of New York Inc | 0.03 | -3.57 | 0.0001 | -0.0000 | |||||
| US42250PAD50 / Healthpeak Properties Inc | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| MAIN STREET SPORTS GROUP WT 06/30/2026 / EC (N/A) | 0.06 | 0.03 | 0.0001 | 0.0001 | |||||
| US31307TPN53 / FHLG 15YR 3% 04/01/2032#J36729 | 0.03 | -3.57 | 0.0001 | -0.0000 | |||||
| US3140X9UX14 / Fannie Mae Pool | 0.03 | -3.57 | 0.0001 | -0.0000 | |||||
| US3617M76V56 / GINNIE MAE II POOL II 3.5% 12/20/2049#BR8984 | 0.03 | -3.57 | 0.0001 | -0.0000 | |||||
| US42771TAA34 / HERO Funding Trust, Series 2015-3A, Class A | 0.03 | -3.57 | 0.0001 | -0.0000 | |||||
| US78433LAG14 / SCE Recovery Funding LLC | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US36297FT934 / GNMA 5.00% 8/39 #710776 | 0.03 | -3.57 | 0.0001 | -0.0000 | |||||
| US3140E2W497 / FNMA 30YR 4% 07/01/2045#AZ9666 | 0.03 | -3.57 | 0.0001 | -0.0000 | |||||
| US3138M3WF74 / FNMA, Other | 0.03 | -3.57 | 0.0001 | -0.0000 | |||||
| US3140GVND34 / UMBS, 30 Year | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US31418RRF00 / FNMA 30YR 5.0% 05/01/2040#AD4085 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US3138M7WZ43 / FNMA 30YR 3% 8/42#AP4263 | 0.03 | -3.70 | 0.0001 | -0.0000 | |||||
| BOEING CO-THE SNR S* ICE 06/20/2030 / DCR (N/A) | 0.03 | 0.0001 | 0.0001 | ||||||
| US3138A9H491 / FNMA 30YR 5.0% 06/01/2041#AH7450 | 0.03 | -3.70 | 0.0001 | -0.0000 | |||||
| US3140JG5X92 / UMBS, 30 Year | 0.03 | -7.14 | 0.0001 | -0.0000 | |||||
| US12527DAF78 / CFCRE Commercial Mortgage Trust, Series 2011-C2, Class D | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US31374CMR42 / FNMA 30YR 5.0% 07/01/2037#310068 | 0.03 | -3.70 | 0.0001 | -0.0000 | |||||
| US36193UAD63 / GNMA II, 30 Year | 0.03 | -10.34 | 0.0001 | -0.0000 | |||||
| US3140F8LU99 / FNMA 30YR 4.5% 06/01/2046#BD1238 | 0.03 | -3.70 | 0.0001 | -0.0000 | |||||
| US3132JMMF31 / FHLG 30YR 4.0% 07/01/2043#Q20358 | 0.03 | -3.70 | 0.0001 | -0.0000 | |||||
| US36176K2B27 / GNMA 4.00% 6/41 #768770 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US3132GFG501 / FHLG 30YR 5.0% 07/01/2041#Q02020 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US845437BN11 / Southwestern Electric Power Co | 0.03 | -3.70 | 0.0001 | -0.0000 | |||||
| US31418DZV71 / UMBS | 0.03 | -3.70 | 0.0001 | -0.0000 | |||||
| US3138M3XL34 / FNMA, Other | 0.03 | -3.70 | 0.0001 | -0.0000 | |||||
| US3140HEDN91 / UMBS, 30 Year | 0.03 | -3.70 | 0.0001 | -0.0000 | |||||
| US3132GFJL22 / FHLG 30YR 5.0% 07/01/2041#Q02067 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US015271BB48 / Alexandria Real Estate Equities Inc | 0.03 | -7.14 | 0.0001 | -0.0000 | |||||
| US513075BR18 / Lamar Media Corp | 0.03 | 4.00 | 0.0001 | 0.0000 | |||||
| US3132WEAY84 / FHLMC Gold Pools, 30 Year | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US976843BJ00 / Wisconsin Public Service Corp. | 0.03 | -3.70 | 0.0001 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US3620A5A903 / Ginnie Mae I Pool | 0.03 | -3.85 | 0.0001 | -0.0000 | |||||
| US3140L3JA09 / Fannie Mae Pool | 0.03 | -7.41 | 0.0001 | -0.0000 | |||||
| US66977WAS89 / NOVA Chemicals Corp | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US36179VQU79 / G2SF 3.5 MA6767 07-20-50 | 0.03 | -7.41 | 0.0001 | -0.0000 | |||||
| US3132J6DM33 / FHLG 30YR 4.0% 02/01/2043#Q15107 | 0.03 | -3.85 | 0.0001 | -0.0000 | |||||
| US3132GFNE33 / FHLG 30YR 5.0% 07/01/2041#Q02189 | 0.03 | -7.41 | 0.0001 | -0.0000 | |||||
| MSCS SWAP CY873248 04/17/65 B / DCR (N/A) | 0.03 | 0.0001 | 0.0001 | ||||||
| US36176PRH19 / GNMA 3.50% 11/41 #772088 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US745332CC86 / Puget Sound Energy, Inc. | 0.03 | -3.85 | 0.0001 | -0.0000 | |||||
| MSCS SWAP CZ030007 12/17/57 B / DCR (N/A) | 0.03 | 0.0001 | 0.0001 | ||||||
| US3617K1XT50 / GNMA II, 30 Year | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US36202ELJ63 / GNII II 5.00% 12/36 #003929 | 0.03 | -7.41 | 0.0001 | -0.0000 | |||||
| US3138AG4T27 / FNMA 30YR 4.5% 06/01/2041#AI3533 | 0.03 | -45.65 | 0.0001 | -0.0001 | |||||
| US3133AYBJ83 / Freddie Mac Pool | 0.03 | -3.85 | 0.0001 | -0.0000 | |||||
| US26444HAJ05 / Duke Energy Florida LLC | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US756109BA12 / Realty Income Corp | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US172967AR23 / Citigroup Inc 6.625% Notes 01/15/28 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US3132DWF240 / FNCL UMBS 3.5 SD8285 01-01-53 | 0.03 | -3.85 | 0.0001 | -0.0000 | |||||
| US3140QTAS83 / FNMA POOL CB7216 FN 09/53 FIXED 4 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US3138E8WW83 / FNMA 30YR 4.5% 11/01/2041#AK4260 | 0.03 | -3.85 | 0.0001 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.03 | 0.0001 | 0.0001 | ||||||
| US665772CS69 / Northern States Power Co/MN | 0.03 | -3.85 | 0.0001 | -0.0000 | |||||
| US780153BG60 / Royal Caribbean Cruises Ltd | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US3140H7NF02 / UMBS, 30 Year | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US432833AH41 / Hilton Domestic Operating Co Inc | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US74456QAR74 / Public Svc Elec Gas Co Mtn Be Fr 5.8% 05/01/37 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| THAMES WATER SUPER SENIOR ISSUER PLC 9.75% 10/10/2027 144A / DBT (XS3017976054) | 0.02 | 0.0001 | 0.0001 | ||||||
| US93710WAA36 / WASH Multifamily Acquisition Inc | 0.02 | -83.89 | 0.0001 | -0.0003 | |||||
| BX TR 2024-BRBK TSFR1M+597.052 10/15/2041 144A / ABS-MBS (US05613NAL10) | 0.02 | -4.00 | 0.0001 | -0.0000 | |||||
| CVR ENERGY TERM B 1LN 12/30/2027 / LON (US12663SAB79) | 0.02 | -4.00 | 0.0001 | -0.0000 | |||||
| US31418D3X83 / FNMA 30YR 2% 09/01/2051#MA4413 | 0.02 | -4.00 | 0.0001 | -0.0000 | |||||
| US3140EUSW05 / FNMA 30YR 4% 12/01/2045#BC0532 | 0.02 | -27.27 | 0.0001 | -0.0000 | |||||
| US36177Q2N28 / GNMA 30YR 4% 03/15/2042#796180 | 0.02 | -4.00 | 0.0001 | -0.0000 | |||||
| US31417BTF49 / FNMA 30YR 4% 04/01/2042#AB5049 | 0.02 | -4.00 | 0.0001 | -0.0000 | |||||
| US927804FG41 / Virginia Electric & Power 8.875% Senior Notes 11/15/38 | 0.02 | -4.00 | 0.0001 | -0.0000 | |||||
| US057224AZ09 / Baker Hughes Inc 5.125% Senior Notes 09/15/40 | 0.02 | -4.00 | 0.0001 | -0.0000 | |||||
| US3132DWGD92 / Freddie Mac Pool | 0.02 | -4.00 | 0.0001 | -0.0000 | |||||
| US12544XAA37 / CHL Mortgage Pass-Through Trust 2007-9 | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US31394CJS26 / FNMA, REMIC, Series 2005-19, Class PB | 0.02 | -7.69 | 0.0001 | -0.0000 | |||||
| US36241LA484 / GNMA 5.00% 7/39 #782727 | 0.02 | -7.69 | 0.0001 | -0.0000 | |||||
| US12668AEV35 / CORP CMO | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US38376R4N38 / GNMA, Series 2017-H11, Class XI | 0.02 | -7.69 | 0.0001 | -0.0000 | |||||
| US3140XKMD94 / Fannie Mae Pool | 0.02 | -4.00 | 0.0001 | -0.0000 | |||||
| US31376KP426 / FNMA 6.00% 7/35 #357843 | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US718172CE76 / Philip Morris International, Inc. | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US36194A5E33 / GNMA II 3.5% 05/20/2046#AT2645 | 0.02 | -4.00 | 0.0001 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US476556CX17 / Jersey Cent Pwr & Lt Co Senior Notes 6.15% 06/01/37 | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US3620A9S444 / Ginnie Mae I Pool | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US20030NCC39 / Comcast Corp | 0.02 | -8.00 | 0.0001 | -0.0000 | |||||
| US31307RDB87 / FHLG 15YR 3% 06/01/2031#J34598 | 0.02 | -4.17 | 0.0001 | -0.0000 | |||||
| SBLOFI SWAP CY873248 04/17/65 B / DCR (N/A) | 0.02 | 0.0001 | 0.0001 | ||||||
| US3128M8C286 / FHLG 6.00% 8/37 #G06089 | 0.02 | -4.17 | 0.0001 | -0.0000 | |||||
| US07324SCS95 / Bayview Commercial Asset Trust 2005-4 | 0.02 | -4.17 | 0.0001 | -0.0000 | |||||
| US3132GDN247 / FHLG 30YR 5.0% 04/01/2041#Q00409 | 0.02 | -4.17 | 0.0001 | -0.0000 | |||||
| US3132HCD263 / FHLMC Gold Pools, Other | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US3140E2SN25 / FNMA 30YR 3.5% 11/01/2045#AZ9524 | 0.02 | -4.17 | 0.0001 | -0.0000 | |||||
| US31417Y2K20 / FNMA 20YR 5.0% 06/01/2031#MA0777 | 0.02 | -4.17 | 0.0001 | -0.0000 | |||||
| US38374FTH72 / GNMA, Series 2004-19, Class KE | 0.02 | -4.17 | 0.0001 | -0.0000 | |||||
| US293791AT68 / Enterprise Prods Oper Lp Guaranteed Senior Notes5.75% 03/01/35 | 0.02 | -4.17 | 0.0001 | -0.0000 | |||||
| US3133BM7G42 / FHLG 30YR 5% 10/01/2052#QF0895 | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US3140KMDK32 / FANNIE MAE POOL UMBS P#BQ1905 2.00000000 | 0.02 | -4.17 | 0.0001 | -0.0000 | |||||
| US36194PRG18 / GNMA II 3.5% 06/20/2046#AU2287 | 0.02 | -20.69 | 0.0001 | -0.0000 | |||||
| US3132WGS329 / FHLMC Gold Pools, 30 Year | 0.02 | -4.17 | 0.0001 | -0.0000 | |||||
| US90931VAA44 / United Airlines Pass Through Trust, Series 2018-1, Class A | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US31407EJ615 / FNMA 6.00% 6/35 #828385 | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US31401H5M08 / FNMA 30YR 5% 07/01/2033#709252 | 0.02 | -14.81 | 0.0001 | -0.0000 | |||||
| US55608JAP30 / Macquarie Group Ltd | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US3132M5SZ69 / FHLG 30YR 4.5% 03/01/2044#Q25336 | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| CITIGROUP MTG LN TR 2024-RP2 VAR 02/25/2063 144A / ABS-CBDO (US173106AH82) | 0.02 | -4.17 | 0.0001 | -0.0000 | |||||
| US75281ABK43 / Range Resources Corp. | 0.02 | 4.55 | 0.0001 | 0.0000 | |||||
| THAMES WATER SUPER SENIOR ISSUER PLC 9.75% 10/10/2027 144A / DBT (XS3060649830) | 0.02 | 0.0001 | 0.0001 | ||||||
| US91324PDF62 / UnitedHealth Group Inc | 0.02 | -8.33 | 0.0001 | -0.0000 | |||||
| US3140FNC368 / UMBS, 30 Year | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| US312945QT89 / FHLG 4.50% 2/41 #A96766 | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| GSCOFI SWAP CZ030008 12/17/57 B / DCR (N/A) | 0.02 | 0.0001 | 0.0001 | ||||||
| US31418XDU90 / FNMA 30YR 5.0% 07/01/2040#AD9114 | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| US745332CK03 / Puget Sound Energy Inc | 0.02 | -8.33 | 0.0001 | -0.0000 | |||||
| US637417AL01 / National Retail Properties Inc | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US461070AP91 / Interstate Power & Light Co. | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US36241LTT34 / Ginnie Mae I Pool | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| US3128MJUW85 / Freddie Mac Gold Pool | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| US3133KMJZ95 / FREDDIE MAC POOL FR RA5680 | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| US3138X02V94 / FNMA 30YR 4% 08/01/2043#AU1687 | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| US12189TAZ75 / Burlington North Santa Fe 6.15% Senior Notes 05/01/37 | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| US3620AMK845 / GNMA 5.00% 9/40 #733919 | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US90931LAA61 / United Airlines 2016-1 Class AA Pass Through Trust | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US31418AHB70 / FNMA, Other | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| US3138XUHS47 / FNMA 30YR 4.5% 05/01/2044#AW4740 | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US037833DG20 / Apple Inc | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| US3620ASDX40 / GNMA 5.00% 4/41 #738218 | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US3138EPTE49 / UMBS, 30 Year | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US74340XBQ34 / Prologis LP | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| US36202EEU91 / Ginnie Mae II Pool | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| US59156RAE80 / Metlife Inc 6.500% Senior Notes 12/15/32 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US720186AL95 / Piedmont Natural Gas Co Inc | 0.02 | 4.76 | 0.0001 | 0.0000 | |||||
| LV TR 2024-SHOW A VAR 10/10/2029 144A / ABS-MBS (US50245XAA54) | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US3620AX6L74 / GNMA 5.00% 6/40 #743475 | 0.02 | -4.55 | 0.0001 | -0.0000 | |||||
| US023771R919 / American Airlines 2016-3 Class AA Pass Through Trust | 0.02 | -4.55 | 0.0001 | -0.0000 | |||||
| US3140GVNF81 / UMBS, 30 Year | 0.02 | -4.55 | 0.0001 | -0.0000 | |||||
| US040555CY86 / Arizona Public Service Co. | 0.02 | -8.70 | 0.0001 | -0.0000 | |||||
| US36193UAE47 / GNMA II, 30 Year | 0.02 | -16.00 | 0.0001 | -0.0000 | |||||
| US655844BV94 / Norfolk Southern Corp. | 0.02 | -8.70 | 0.0001 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.02 | -4.55 | 0.0001 | -0.0000 | |||||
| US114259AQ72 / Brooklyn Union Gas Co. | 0.02 | -8.70 | 0.0001 | -0.0000 | |||||
| US257469AJ58 / Dominion Resources Inc 5.25% Senior Notes 08/1/33 | 0.02 | -4.55 | 0.0001 | -0.0000 | |||||
| US02147TAP12 / Alternative Loan Trust 2006-28CB | 0.02 | -4.55 | 0.0001 | -0.0000 | |||||
| US00908PAB31 / Air Canada 2017-1 Class A Pass Through Trust | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US61761J3R84 / Morgan Stanley | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US75973LAA61 / Renew 2017-1 | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US3140F8Q263 / UMBS, 30 Year | 0.02 | -4.55 | 0.0001 | -0.0000 | |||||
| US3138Y3T350 / FNMA 30YR 4.5% 08/01/2044#AX2369 | 0.02 | -4.55 | 0.0001 | -0.0000 | |||||
| US3132J75K44 / FHLG 30YR 4.0% 04/01/2043#Q16749 | 0.02 | -4.55 | 0.0001 | -0.0000 | |||||
| US36202EG298 / Ginnie Mae II Pool | 0.02 | -4.55 | 0.0001 | -0.0000 | |||||
| US59259YGF07 / MET TRANSPRTN AUTH NY REVENUE | 0.02 | -36.36 | 0.0001 | -0.0000 | |||||
| US31412PE315 / FNMA 4.50% 4/39 #930854 | 0.02 | -4.55 | 0.0001 | -0.0000 | |||||
| US3617M76Y95 / GNMA II 3.5% 12/20/2049#BR8987 | 0.02 | -4.55 | 0.0001 | -0.0000 | |||||
| US30247DAA90 / First Franklin Mortgage Loan Trust 2006-FF13 | 0.02 | -4.55 | 0.0001 | -0.0000 | |||||
| US3132H3XT54 / FHLMC Gold Pools, Other | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US693342AJ65 / PG&E Wildfire Recovery Funding LLC | 0.02 | -4.55 | 0.0001 | -0.0000 | |||||
| US3132GMH968 / FHLMC Gold Pools, 30 Year | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US36196HQJ22 / GNMA 30YR 4% 01/15/2047#AX5857 | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US3133KGNJ30 / Freddie Mac Pool | 0.02 | 0.0001 | 0.0001 | ||||||
| US3132H3HF35 / FHLMC Gold Pools, Other | 0.02 | -13.04 | 0.0000 | -0.0000 | |||||
| US38375BSK97 / GNMA, Series 2012-H11, Class FA | 0.02 | -9.09 | 0.0000 | -0.0000 | |||||
| US3140L3G887 / FN 03/51 FIXED 2 | 0.02 | -4.76 | 0.0000 | -0.0000 | |||||
| US31419BVU69 / UMBS, 30 Year | 0.02 | -4.76 | 0.0000 | -0.0000 | |||||
| US88339FAA12 / Theorem Funding Trust 2022-2 | 0.02 | -58.33 | 0.0000 | -0.0001 | |||||
| US90933JAA97 / United Airlines Pass Through Trust, Series 2016-2, Class B | 0.02 | -9.09 | 0.0000 | -0.0000 | |||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 0.02 | 0.0000 | 0.0000 | ||||||
| US11043XAB91 / British Airways Pass Through Trust, Series 2019-1, Class A | 0.02 | -4.76 | 0.0000 | -0.0000 | |||||
| US29364WAZ14 / Entergy Louisiana LLC | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138LYQG57 / FNMA, Other | 0.02 | -4.76 | 0.0000 | -0.0000 | |||||
| US3140QNE247 / Fannie Mae Pool | 0.02 | -4.76 | 0.0000 | -0.0000 | |||||
| US3140MHTQ25 / Fannie Mae Pool | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140XBNZ98 / FANNIE MAE POOL UMBS P#FM7607 3.00000000 | 0.02 | -4.76 | 0.0000 | -0.0000 | |||||
| US3140GPYV45 / FNMA 30YR 4.5% 04/01/2047#BH1623 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31403DWD73 / Fnma Pl 745944 533 Due 12/01/33 Bond | 0.02 | -4.76 | 0.0000 | -0.0000 | |||||
| US31419K5S08 / FNMA 4.50% 11/40 #AE8956 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US756109AR55 / Realty Income Corp. | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138LY4Y04 / FNMA, Other | 0.02 | -13.64 | 0.0000 | -0.0000 | |||||
| US45667SAA50 / IndyMac INDX Mortgage Loan Trust, Series 2006-AR35, Class 2A1A | 0.02 | -5.00 | 0.0000 | -0.0000 | |||||
| US3140L05E35 / Fannie Mae Pool | 0.02 | -5.00 | 0.0000 | -0.0000 | |||||
| US500255AU88 / Kohls Corporation 4.250 7/17/25 Bond | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| SWP: EUR 2.543000 04/22/2054 EUR / DIR (N/A) | 0.02 | 0.0000 | 0.0000 | ||||||
| BHCCN / Bausch Health Cos Inc | 0.02 | -96.80 | 0.0000 | -0.0014 | |||||
| US3128L6X204 / FHLG 30YR 6.0% 02/01/2038#A73397 | 0.02 | -5.00 | 0.0000 | -0.0000 | |||||
| US3138ATUZ17 / Fannie Mae Pool | 0.02 | -5.00 | 0.0000 | -0.0000 | |||||
| US3138X8ZE41 / FNMA, Other | 0.02 | -13.64 | 0.0000 | -0.0000 | |||||
| MSCS SWAP CY451600 12/16/72 S / DCR (N/A) | 0.02 | 0.0000 | 0.0000 | ||||||
| US82655KAA97 / Sigeco Securitization I LLC | 0.02 | -5.00 | 0.0000 | -0.0000 | |||||
| US07325YAF51 / BAYVIEW COML ASSET TR 2007 3 1ML+50 07/25/2037 144A | 0.02 | -5.00 | 0.0000 | -0.0000 | |||||
| US3620AQ3M39 / GNMA 4.50% 3/40 #737104 | 0.02 | -5.00 | 0.0000 | -0.0000 | |||||
| US595620AT22 / MidAmerican Energy Co | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31404VNW45 / FNMA ARM 4.60% 2/35 #779905 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US312940EJ49 / FHLG 5.00% 4/40 #A91937 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132J83P31 / FHLG 30YR 3.5% 04/01/2043#Q17605 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| CITIGROUP MTG LN TR 2024-RP2 VAR 02/25/2063 144A / ABS-CBDO (US173106AG00) | 0.02 | -5.00 | 0.0000 | -0.0000 | |||||
| SWP: EUR 2.352000 10/11/2054 EUR / DIR (N/A) | 0.02 | 0.0000 | 0.0000 | ||||||
| US3138ECMT77 / FNMA 30YR 4.5% 07/01/2042#AK7569 | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| US68389XBG97 / Oracle Corp | 0.02 | -94.21 | 0.0000 | -0.0007 | |||||
| US3620AQ3U54 / GNMA 4.50% 4/40 #737111 | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| US3620AYFE19 / GNMA 5.00% 7/40 #743665 | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.02 | -14.29 | 0.0000 | -0.0000 | |||||
| US3138LYFN28 / FNMA 30YR 3.5% 09/01/2042#AO7372 | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| US29425AAE38 / Citigroup Commercial Mortgage Trust 2015-GC33 | 0.02 | -78.05 | 0.0000 | -0.0002 | |||||
| US3138AKHK85 / FNMA 30YR 5.0% 07/01/2041#AI5633 | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| US3132G7CK98 / FHLMC Gold Pools, Other | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| US65364UAL08 / Niagara Mohawk Power Corp. | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3132GSS673 / FHLG 4.00% 4/42 #Q07441 | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| US3617KJQL19 / GNMA II, 30 Year | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| US31419EJU47 / FNMA 4.50% 11/40 #AE3874 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202FGD24 / Ginnie Mae II Pool | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.02 | 0.0000 | 0.0000 | ||||||
| US31418AEA25 / Fannie Mae Pool | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US36196HPQ73 / GNMA 30YR 4% 01/15/2047#AX5831 | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| ACDVF4 / Air Canada 2015-2 Class AA Pass Through Trust | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.02 | -10.00 | 0.0000 | -0.0000 | |||||
| US59548PAB58 / Mid-State Capital Corp. Trust, Series 2006-1, Class M1 | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US059469AD88 / Banc of America Alternative Loan Trust 2006-7 | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| US28416TAC99 / Elara HGV Timeshare Issuer 2019-A LLC | 0.02 | -10.00 | 0.0000 | -0.0000 | |||||
| US3138X9XM67 / FNMA 15YR 3.0% 12/01/2028#AU9683 | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| US3138A8L610 / FNMA 30YR 4.5% 05/01/2041#AH6648 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132QW7M50 / FHLG 30YR 4% 02/01/2046#Q39899 | 0.02 | -5.56 | 0.0000 | -0.0000 | |||||
| US95001WAC29 / Wells Fargo Commercial Mortgage Trust 2019-C49 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US209111FQ16 / Consolidated Edison Co of New York Inc | 0.02 | -10.53 | 0.0000 | -0.0000 | |||||
| BNP / BNP Paribas SA | 0.02 | 0.0000 | 0.0000 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.02 | -5.56 | 0.0000 | -0.0000 | |||||
| US3132QWN626 / FHLMC Gold Pools, 30 Year | 0.02 | -5.56 | 0.0000 | -0.0000 | |||||
| US3140HKS903 / UMBS, 30 Year | 0.02 | -5.56 | 0.0000 | -0.0000 | |||||
| US3133AF6L00 / Freddie Mac Pool | 0.02 | -5.56 | 0.0000 | -0.0000 | |||||
| US641423BZ08 / Nevada Power Co. | 0.02 | -5.56 | 0.0000 | -0.0000 | |||||
| US3140L4CZ06 / FN 03/51 FIXED 2 | 0.02 | -5.56 | 0.0000 | -0.0000 | |||||
| US3133USJU68 / Freddie Mac Pool | 0.02 | -5.56 | 0.0000 | -0.0000 | |||||
| US341081EU75 / Florida Power & Light 5.4% Due 9/1/35 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US36193VFY39 / GNII II 3.5% 05/20/2046#AS9183 | 0.02 | -5.56 | 0.0000 | -0.0000 | |||||
| US023765AA88 / American Airlines 2016-2 Class AA Pass Through Trust | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US03040WAU99 / American Water Capital Corp | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138WKFN05 / FNMA 30YR 4% 08/01/2043#AS9172 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.02 | 0.0000 | 0.0000 | ||||||
| US36202D6D87 / Ginnie Mae II Pool | 0.02 | -5.56 | 0.0000 | -0.0000 | |||||
| US466330AN72 / JP Morgan Chase Commercial Mortgage Securities Corp | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| FSWP: JPY 0.683000 4/21/2027 FTO 0.68300 / DIR (N/A) | 0.02 | 0.0000 | 0.0000 | ||||||
| FSWP: JPY 0.685000 04/21/2027 FTO / DIR (N/A) | 0.02 | 0.0000 | 0.0000 | ||||||
| US74256LAU35 / Principal Life Global Funding II | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3620ASAG44 / GNMA 30YR 4% 03/15/2041#738107 | 0.02 | -5.88 | 0.0000 | -0.0000 | |||||
| US3128M8FM15 / Freddie Mac Gold Pool | 0.02 | -5.88 | 0.0000 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.02 | -5.88 | 0.0000 | -0.0000 | |||||
| CITIGROUP MORTGAGE LOAN TRUST 25-RP1 SA VAR 01/25/2064 144A / ABS-CBDO (US17332HAM79) | 0.02 | 0.0000 | 0.0000 | ||||||
| US61749EAE77 / Morgan Stanley Mortgage Loan Trust 2006-12XS | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US90932DAA37 / United Airlines 2016-2 Class A Pass Through Trust | 0.02 | -5.88 | 0.0000 | -0.0000 | |||||
| US485134BQ27 / Kansas City Power & Light Co. | 0.02 | -5.88 | 0.0000 | -0.0000 | |||||
| SBLOFI SWAP CY562349 11/18/64 B / DCR (N/A) | 0.02 | 0.0000 | 0.0000 | ||||||
| SBLOFI SWAP CY562349 11/18/64 B / DCR (N/A) | 0.02 | 0.0000 | 0.0000 | ||||||
| SWP: EUR 2.510500 03/01/2054 EUR / DIR (N/A) | 0.02 | 0.0000 | 0.0000 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.02 | -5.88 | 0.0000 | -0.0000 | |||||
| US3138ASHH82 / FNMA 4.50% 9/41 #AJ1131 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US3137A05F81 / FHLMC, REMIC, Series 3677, Class PB | 0.02 | -5.88 | 0.0000 | -0.0000 | |||||
| US36178WGJ27 / GNMA 30YR 4% 11/15/2042#AB9201 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140QLGT76 / Fannie Mae Pool | 0.02 | -5.88 | 0.0000 | -0.0000 | |||||
| US3132HNCD93 / FHLG 30YR 4.0% 10/01/2042#Q11868 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US049560AW50 / Atmos Energy Corp | 0.02 | -5.88 | 0.0000 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US3620A94G37 / GNMA 4.50% 1/40 #723623 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| CISION TERM 1LN 04/29/2030 / LON (US14852DAG60) | 0.02 | 0.0000 | 0.0000 | ||||||
| US38376R5Q59 / GNMA, Series 2017-H14, Class AI | 0.02 | -11.11 | 0.0000 | -0.0000 | |||||
| US31417WKP58 / FNMA 30YR 5.0% 07/01/2041#AC9301 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US83001WAC82 / Six Flags Theme Parks Inc | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31418AM960 / FNMA, Other | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US36230SPQ11 / GNMA 4.00% 6/41 #757631 | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US31410LNU25 / FNMA 30YR 5.0% 08/01/41#890603 | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US3140ECKE80 / UMBS, 30 Year | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US05946XF570 / Banc of America Funding Trust, Series 2005-5, Class 3A5 | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US605417CB81 / Mississippi Power Co | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US36193GKX24 / GNMA II 3.5% 06/20/2046#AR9310 | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US05607UAC36 / BXG RECEIVABLES NOTE TRUST 2018-A SER 2018-A CL C REGD 144A P/P 4.44000000 | 0.02 | -11.76 | 0.0000 | -0.0000 | |||||
| US91324PDV13 / UnitedHealth Group Inc | 0.02 | -95.50 | 0.0000 | -0.0008 | |||||
| US36194GLR38 / GNMA 30YR 4% 07/15/2046#AT7536 | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US337358BH79 / Wachovia Corp. | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US209111FV01 / Consolidated Edison Co of New York Inc | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US3132QDFM82 / FHLMC Gold Pools, Other | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| GSCOFI SWAP CZ030008 12/17/57 B / DCR (N/A) | 0.02 | 0.0000 | 0.0000 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 0.02 | 0.0000 | 0.0000 | ||||||
| US12667GJJ31 / Alternative Loan Trust 2005-11CB | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US055631CT06 / BMD2 Re-Remic Trust, Series 2019-FRR1, Class 1A5 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138ABXF18 / FNMA 30YR 5.0% 04/01/2041#AH9677 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202EHE23 / Ginnie Mae II Pool | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140XDP349 / Fannie Mae Pool | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US29365TAJ34 / Entergy Texas Inc | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US30040WAR97 / EVERSOURCE ENERGY | 0.02 | 7.14 | 0.0000 | 0.0000 | |||||
| US153527AM88 / CENTRAL GARDEN + PET CO COMPANY GUAR 02/28 5.125 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US59548PAA75 / Mid-State Capital Corp. Trust, Series 2006-1, Class A | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| BARNES GROUP TERM B 1LN 01/27/2032 / LON (US38021CAC29) | 0.01 | 0.0000 | 0.0000 | ||||||
| US68389XAV73 / Oracle Corp | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140JUUS10 / UMBS, 30 Year | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| US31418ATU24 / FNMA, Other | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| US51808BAE20 / Eni USA Inc. | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140E5KY92 / UMBS, 30 Year | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| US07325YAG35 / BAYC 2007-3 M5 1ML+60 7/37 | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| US76110H3A56 / RALI Trust, Series 2005-QS5, Class A4 | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| SWP: EUR 2.428700 19-JUN-2054 EUR / DIR (N/A) | 0.01 | 0.0000 | 0.0000 | ||||||
| US65339KAT79 / NextEra Energy Capital Holdings, Inc. | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US341081FQ54 / Florida Power & Light Co. | 0.01 | -85.11 | 0.0000 | -0.0002 | |||||
| US77313LAB99 / Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| MERRILL LYNCH MTG INVS TR 2006-AF2 AV1 TSFR1M+43.448 09/25/2037 / ABS-CBDO (US59023NAA63) | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| US68233JBX19 / Oncor Electric Delivery Co LLC | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| FX Forward: USD/BRL settle 2025-06-18 / DFE (N/A) | 0.01 | 0.0000 | 0.0000 | ||||||
| US31335ANN45 / FREDDIE MAC GOLD POOL FG G60397 | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| US36176Q5Y65 / GNMA 3.50% 3/42 #773363 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31419EJ834 / FNMA 4.50% 11/40 #AE3886 | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| US36180HJ335 / GNMA 30YR 4% 08/15/2043#AD5682 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US797440BK95 / San Diego Gas & Electric Co. | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| BANK5 TRUST 2024-5YR6 6.225% 05/15/2057 / ABS-MBS (US066043AB64) | 0.01 | -92.13 | 0.0000 | -0.0004 | |||||
| US31418BNF93 / FNMA 30YR 3.0% 02/01/2045#MA2189 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36177PB539 / GNMA 30YR 4% 01/15/2042#794559 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31307RCV50 / FHLG 15YR 3% 06/01/2031#J34584 | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| SWP: EUR 2.428700 06/20/2054 EUR / DIR (N/A) | 0.01 | 0.0000 | 0.0000 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0000 | 0.0000 | ||||||
| US3132QDE492 / FHLMC Gold Pools, Other | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31418BSJ60 / Uniform Mortgage-Backed Securities | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140HEXK33 / UMBS, 30 Year | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138M1MS40 / FNMA 3.50% 7/42 #AO9368 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3133ABWH95 / Freddie Mac Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140QFLM90 / Fannie Mae Pool | 0.01 | 0.0000 | 0.0000 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 0.01 | 0.0000 | 0.0000 | ||||||
| US3140EUKB40 / FNMA 30YR 4.5% 03/01/2046#BC0289 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140FUHZ46 / UMBS, 30 Year | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3133AFA844 / Federal Home Loan Mortgage Corporation | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US3133AER551 / Freddie Mac Pool | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US049560AL95 / Atmos Energy Corp | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US3133L8C454 / FHLG 15YR 2% 03/01/2036#RC1891 | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US3140ECJ757 / UMBS, 30 Year | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US3132QDFG15 / FHLMC Gold Pools, Other | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US07325YAB48 / Bayview Commercial Asset Trust, Series 2007-3, Class A2 | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US100743AL70 / Boston Gas Co. | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US745332CL85 / PUGET SOUND ENERGY INC 5.448% 06/01/2053 | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US36179MSY74 / Ginnie Mae II Pool | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US3138E9FZ80 / FNMA 30YR 4.5% 03/01/2042#AK4683 | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US07325XAC48 / BAYC 2007-2 M1 1ML+37 7/37 | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US31393APU50 / FNMA, REMIC, Series 2003-25, Class KP | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US3138A5HV76 / FNMA 4.50% 4/41 #AH3843 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36196HN895 / GNMA 30YR 4% 01/15/2047#AX5815 | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US12544XAV73 / CHL Mortgage Pass-Through Trust, Series 2007-9, Class A11 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36178VBM28 / GNMA 30YR 4% 12/15/2042#AB8144 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3129387E74 / FHLG 5.00% 1/40 #A90893 | 0.01 | -13.33 | 0.0000 | -0.0000 | |||||
| US3140FVJF47 / FNMA 30YR 4.5% 03/01/2047#BE9261 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132QV2M24 / FHLG 30YR 4% 02/46#Q38879 | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US3132H3J200 / FHLMC Gold Pools, Other | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US61769JAC53 / Morgan Stanley Capital I Trust 2019-H6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US91324PCA84 / Unitedhealth Group Inc. 3.95% 10/15/42 | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US3138WCLT84 / FNMA 3.5% 8/44#AS3037 | 0.01 | -13.33 | 0.0000 | -0.0000 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138LUEN15 / FNMA 30YR 4.5% 07/01/2042#AO3740 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36193PPT65 / GNMA I, 30 Year | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US61691KAS06 / Morgan Stanley Capital I Trust 2017-ASHF | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132GFTA56 / FHLG 30YR 5.0% 07/01/2041#Q02345 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31376KTJ50 / FNMA 6.00% 8/35 #357953 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138A5SM58 / FNMA 30YR 4.5% 03/01/2041#AH4123 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| FSWP: JPY 0.698000 5/11/2027 FTO / DIR (N/A) | 0.01 | 0.0000 | 0.0000 | ||||||
| SBLOFI SWAP CY885802 12/15/56 B / DCR (N/A) | 0.01 | 0.0000 | 0.0000 | ||||||
| US31396UUY45 / FHLMC, REMIC, Series 3187, Class Z | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31419DNM91 / UMBS, 30 Year | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US3140H3VP87 / FNMA 30YR 3.5% 10/01/2047#BJ2421 | 0.01 | -70.00 | 0.0000 | -0.0001 | |||||
| US3138MBXL57 / FNMA 3.50% 10/42 #AP7882 | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US70109HAJ41 / Parker-hannifin 6.25% Notes 5/15/38 | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US3138MDWQ10 / FNMA 30YR 3.5% 10/42#AP9654 | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US3138W4CT62 / FNMA 30YR 3.0% 02/01/2043#AR6381 | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US07325MAB00 / BAYVIEW COMMERCIAL ASSET TRUST 2007-1 BAYC 2007-1 A2 | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| SEAGATE HDD CAYMAN 8.5% 07/15/2031 / DBT (US81180WBP59) | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| MSCS SWAP CY451600 12/16/72 S / DCR (N/A) | 0.01 | 0.0000 | 0.0000 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 0.01 | 0.0000 | 0.0000 | ||||||
| US3133KJR385 / Freddie Mac Pool | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US693304AY39 / PECO Energy Co | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US31307RFJ95 / FHLG 15YR 3% 06/01/2031#J34669 | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US3132M8KV76 / FHLG 30YR 4.0% 08/01/2044#Q27808 | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US31417N6D85 / UMBS, 30 Year | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US83612TAB89 / Soundview Home Loan Trust, Series 2007-OPT1, Class 2A1 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US312945HN11 / FHLG 30YR 5.0% 01/01/2041#A96537 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US341099CB39 / Florida Power 5.9% 1st Mtg 3/1/33 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31398GX380 / FNMA, REMIC, Series 2010-10, Class NT | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 SA VAR 02/25/2063 144A / ABS-CBDO (US173106AK12) | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US07325YAE86 / BAYC 2007-3 M3 1ML+37 7/37 | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US38375XGS71 / GNMA, Series 2008-49, Class PH | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US677415CR01 / Ohio Power Co. | 0.01 | -85.54 | 0.0000 | -0.0002 | |||||
| US31419E4J52 / FNMA 30YR 5.0% 09/01/2040#AE4424 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138AXFN63 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132M8TQ90 / FHLG 30YR 4.0% 08/01/2044#Q28059 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US878091BD86 / Teachers Insurance & Annuity Association of America | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140QG5R46 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3622ELAC07 / GSAA HOME EQUITY TRUST GSAA 2006 18 AF3A | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US38375JYC34 / GNMA, Series 2007-22, Class PK | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140X8GK75 / FNMA 15YR 1.5% 12/01/2035#FM4701 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132QDA359 / FHLMC Gold Pools, Other | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132WF5S42 / FHLMC Gold Pools, 30 Year | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US11042TAA16 / British Airways Pass-Through Trust, Series 2018-1, Class AA | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| US74456QAU04 / Public Service Electric & Gas 5.375% 11/01/39 | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| US3132WDFF67 / Freddie Mac Gold Pool | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| US31418DUC46 / Fannie Mae Pool | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| US312941GX97 / FHLG 5.00% 7/40 #A92914 | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| US38375QK650 / GNMA, Series 2008-55, Class PL | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| US3138LVY490 / FNMA, Other | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| US42770XAA54 / HERO Funding Trust, Series 2016-3A, Class A1 | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| US3138AJSY97 / FNMA 30YR 5.0% 06/01/2041#AI5034 | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| US210518DD51 / Consumers Energy Co | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| US3138AUFW24 / FNMA 30YR 4.5% 02/01/2042#AJ2880 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US595481AB87 / Mid-State Capital Corp. Trust, Series 2005-1, Class M1 | 0.01 | -21.43 | 0.0000 | -0.0000 | |||||
| US31410G4C46 / FNMA 6.00% 3/38 #889219 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138EJLL04 / FNMA 6.00% 10/34 #AL2130 | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| US11043XAA19 / British Airways Pass Through Trust, Series 2019-1, Class AA | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US209111EQ25 / Consolidated Edison Of Ny 5.7% Notes 12/1/36 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138WTRL20 / FNMA 30YR 2.5% 06/01/2043#AT5890 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| FSWP: EUR 2.455500 03/22/2054 EUR / DIR (N/A) | 0.01 | 0.0000 | 0.0000 | ||||||
| US93935NAB01 / Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2007-OA1, Class 2A | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36210EFA29 / GNMA 4.00% 9/41 #489861 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140EXJP93 / UMBS, 30 Year | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| EURO-BUND FUTURE JUN25 RXM5 / DIR (DE000F1B2NG7) | 0.01 | 0.0000 | 0.0000 | ||||||
| US3138WARA73 / FNMA 30YR 4.5% 12/01/2043#AS1380 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US737679DB35 / Potomac Elec Pwr Co Senior Notes 6.5% 11/15/37 | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| SWP: EUR 2.556000 04/02/2054 / DIR (N/A) | 0.01 | 0.0000 | 0.0000 | ||||||
| US90265EAU47 / UDR Inc | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| US3132HNN889 / FHLG 30YR 4.0% 10/01/2042#Q12215 | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| US31402CVW99 / Fannie Mae Pool | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| US31417B6F96 / FNMA 30YR 3.5% 06/42#AB5369 | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| US536797AE38 / Lithia Motors Inc | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36241KVY18 / GNMA II 5.00% 10/38 #782431 | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| MORGAN STANLEY MTG 2006-16AX 2A3 STEP 11/25/2036 / ABS-CBDO (US617487AD57) | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| US36177JRP65 / GNMA 3.50% 1/42 #790493 | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| US36202FM780 / Ginnie Mae II Pool | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| US36176KDN46 / GNMA 30YR 4% 08/15/2041#768109 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US210518CX25 / Consumers Energy Co. | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| AMSPEC PARENT TERM B-DD 1LN 12/22/2031 / LON (US03218AAC36) | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36180KJU60 / GNMA 30YR 4% 04/15/2043#AD7475 | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| US36202FP676 / Ginnie Mae II Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31395LFN64 / FHLMC, REMIC, Series 2912, Class EH | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US312943FB43 / FHLG 4.50% 10/40 #A94662 | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| MCR 2024-TWA MTG TR 0.92% 06/12/2039 144A / ABS-MBS (US582923AV04) | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| US07324SCC44 / BAYC 2005-3A A2 1ML+40 11/35 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31395BZK24 / FNMA, REMIC, Series 2006-27, Class OB | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138E0RA92 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3620ASEA38 / GNMA 5.00% 4/41 #738229 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US29366WAA45 / Entergy Mississippi LLC | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128HX7J84 / FHLMC, STRIPS, Series 279, Class 35 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138LXZX07 / FNMA, Other | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| AMERICAN AIRLINES TERM B 1LN 5/7/2032 / LON (US02376CBT18) | 0.01 | 0.0000 | 0.0000 | ||||||
| US86359BBR15 / Structured Asset Securities Corp., Series 2003-37A, Class 1A | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| VISTAJET TERM B 1LN 04/01/2031 / LON (US92842EAB48) | 0.01 | 0.0000 | 0.0000 | ||||||
| US31307RFS94 / FHLG 15YR 3% 06/01/2031#J34677 | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US36194GPG37 / GNMA 30YR 4% 07/15/2046#AT7623 | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US853496AC17 / Standard Industries Inc/NJ | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31307TN310 / FHLG 15YR 3% 04/01/2032#J36710 | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US12668APD18 / Alternative Loan Trust, Series 2005-54CB, Class 1A11 | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US3132QWYP83 / FHLG 30YR 3% 04/01/2046#Q39717 | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US3132JNVR50 / FHLG 30YR 4.0% 09/01/2043#Q21524 | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US31307RD448 / FHLG 15YR 3% 06/01/2031#J34623 | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US3132WEX803 / FHLMC Gold Pools, 30 Year | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US36176YET01 / GNMA 4.00% 10/41 #779846 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US12687GAA76 / Cablevision Lightpath LLC | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US023608AL60 / Ameren Corp | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| GOVERNMENT NAT MTG AS REMIC PT 2025-RPL1 SA 0% 01/25/2064 144A / ABS-CBDO (US362954AH27) | 0.01 | -78.57 | 0.0000 | -0.0001 | |||||
| US909319AA30 / United Airlines 2013-1 Class A Pass Through Trust | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US38376R2M72 / GNMA, Series 2017-H08, Class XI | 0.01 | -18.18 | 0.0000 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US36176LGA70 / GNMA 4.00% 7/41 #769093 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31416TYN35 / FNMA 30YR 5.0% 07/01/2039#AA9716 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132XCSD80 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36241LUE46 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132WFJZ34 / FHLMC Gold Pools, 30 Year | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US37045VAT70 / General Motors Co | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138LTLT39 / FNMA 30YR 4.5% 05/01/2042#AO3037 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3136AQHL72 / FNMA ACES, Series 2015-M13, Class A2 | 0.01 | -76.47 | 0.0000 | -0.0001 | |||||
| US31402J4A23 / FNMA 30YR 5% 08/01/2033#730817 | 0.01 | -11.11 | 0.0000 | -0.0000 | |||||
| US31416SVT58 / FNMA 30YR 5.0% 06/01/2039#AA8725 | 0.01 | -11.11 | 0.0000 | -0.0000 | |||||
| US64952GAF54 / New York Life Insurance Co. | 0.01 | -11.11 | 0.0000 | -0.0000 | |||||
| US3138X6EN13 / FNMA 15YR 3.0% 11/01/2028#AU6440 | 0.01 | -11.11 | 0.0000 | -0.0000 | |||||
| US31392FDC86 / FNMA, Grantor Trust, Whole Loan, Series 2002-T16, Class A2 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138EGM509 / UMBS, 30 Year | 0.01 | -11.11 | 0.0000 | -0.0000 | |||||
| US31412UQ459 / FNMA 30YR 4.5% 06/01/2039#935275 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US250847EK26 / Detroit Edison Company 3.95% 06/15/42 | 0.01 | -11.11 | 0.0000 | -0.0000 | |||||
| US31392B6W17 / FNMA, Grantor Trust, Whole Loan, Series 2002-T4, Class A4 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3620ARLM10 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0000 | 0.0000 | ||||||
| GSCOFI SWAP CY873248 04/17/65 B / DCR (N/A) | 0.01 | 0.0000 | 0.0000 | ||||||
| US36241LT971 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US38382XWM37 / GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 3% 08/20/2051 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US312946SE75 / FHLG 30YR 5.0% 03/01/2041#A97717 | 0.01 | -11.11 | 0.0000 | -0.0000 | |||||
| US36177YB473 / GNMA 30YR 4% 05/15/2042#AA1859 | 0.01 | -11.11 | 0.0000 | -0.0000 | |||||
| US3136AECM70 / FNMA GTD MTG 2013-51 GI 3% 10/25/2032 | 0.01 | -11.11 | 0.0000 | -0.0000 | |||||
| US38375B8G05 / GNMA, Series 2013-H23, Class FA | 0.01 | -20.00 | 0.0000 | -0.0000 | |||||
| US3140HSAH47 / FNMA, Other | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3132J7LE08 / FHLG 3.5% 01/43 #Q16224 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36296QY297 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3137AXRF29 / FHLMC, REMIC, Series 4149 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132QDE724 / FHLMC Gold Pools, Other | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138WXWF09 / FNMA 30YR 3.0% 06/01/2043#AT9645 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138MGV446 / FNMA, Other | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US010392FS24 / Alabama Power Co | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31416Q6B66 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US78433LAH96 / SCE Recovery Funding LLC | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| US126671Y913 / CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class 3A | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| US3138W9CS76 / FNMA 30YR 3.5% 08/43#AS0080 | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| US31397PRY87 / FHLMC, REMIC, Series 3409, Class DB | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| US842400FH15 / Southern California Edison 5.95% 1st Ref Mtg 2/1/38 | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| US68378PAC95 / Oportun Issuance Trust, Series 2022-3, Class C | 0.01 | -92.78 | 0.0000 | -0.0002 | |||||
| US36176Q6A70 / GNMA 3.50% 3/42 #773365 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138LWFU05 / FNMA 30YR 4.5% 06/01/2042#AO5578 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US82655KAB70 / SIGECO SECURITIZATION I | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36209RXZ18 / GNMA 4.00% 10/41 #479596 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138MNR283 / FNMA 30YR 3.5% 11/42#AQ6804 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US07324SCT78 / BAYC 2005-4A M1 1ML+45 1/36 | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| FX Forward: USD/EUR settle 2025-07-11 / DFE (N/A) | 0.01 | 0.0000 | 0.0000 | ||||||
| US3138WA7E10 / FNMA 30YR 4.5% 02/01/2044#AS1792 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138XYHF48 / FNMA 30YR 4.5% 09/01/2044#AW8329 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| MSCS SWAP CZ030008 12/17/57 B / DCR (N/A) | 0.01 | 0.0000 | 0.0000 | ||||||
| US3138W5Z354 / FNMA, Other | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| SBLOFI SWAP CZ030008 12/17/57 B / DCR (N/A) | 0.01 | 0.0000 | 0.0000 | ||||||
| US31419KFF75 / FNMA 30YR 4.0% 11/01/2040#AE8265 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| BNP / BNP Paribas SA | 0.01 | 0.0000 | 0.0000 | ||||||
| US3133BMN270 / FHLG 30YR 5% 09/01/2052#QF0409 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US07325YAD04 / BAYC 2007-3 M2 1ML+34 7/37 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31398KP610 / FHLMC, REMIC, Series 3605, Class NC | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0000 | 0.0000 | ||||||
| US3140H4JT21 / FNMA 15YR 2.5% 11/01/2032#BJ2973 | 0.01 | -22.22 | 0.0000 | -0.0000 | |||||
| US037389AU72 / Aon Corp Fixed Rt Senior Notes 6.25% 09/30/2040 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US25278XAT63 / Diamondback Energy Inc | 0.01 | -99.61 | 0.0000 | -0.0043 | |||||
| US30297NAN84 / FREMF Mortgage Trust, Series 2018-KW07, Class X2A | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| US312940TF61 / FHLG 5.00% 6/40 #A92350 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US38376R5T98 / GNMA, Series 2017-H14, Class XI | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| US3138WCQ972 / FNMA 30YR 4.5% 08/01/2044#AS3179 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0000 | 0.0000 | ||||||
| US07325YAC21 / BAYC 2007-3 M1 1ML+31 7/37 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138XB7F56 / FNMA 30YR 3.0% 11/01/2043#AV0893 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31392GVP70 / FNMA, Grantor Trust, Whole Loan, Series 2002-T19, Class A1 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3136AHTW01 / FEDERAL NAT MTG ASN GTD REM PA 2013-134 SA 1ML+605 01/25/2044 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3140E86H66 / FNMA 30YR 4.5% 12/01/2045#BA4471 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31417MS386 / UMBS, 30 Year | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31392ERB82 / FNMA, REMIC, Series 2002-56, Class PE | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US31339W2W59 / FHLMC, REMIC, Series 2427, Class GE | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0000 | 0.0000 | ||||||
| US31419EHJ10 / FNMA 4.50% 10/40 #AE3832 | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0000 | 0.0000 | ||||||
| US019736AE70 / ALLISON TRANSMISSION INC 4.75% 10/01/2027 144A | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US126650BV16 / CVS Pass Through Trust | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US36179RQ364 / Ginnie Mae II Pool | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US30306WAJ62 / FREMF Mortgage Trust, Series 2018-KW06, Class X2A | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US21872VAA08 / CoreVest American Finance Trust, Series 2020-2, Class A | 0.01 | -79.31 | 0.0000 | -0.0001 | |||||
| US36202EPW39 / GNII II 5% 10/37#004037 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132QTK479 / FHLG 30YR 3.5% 10/45#Q36614 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138MGYD10 / FNMA, Other | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US3128M9A510 / FHLG 5.00% 1/35 #G06928 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US144141DB18 / Progress Energy Carolina 4.10% 05/15/42 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36196HQG82 / GNMA 30YR 4% 01/15/2047#AX5855 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3620ASEM75 / GNMA 5.00% 4/41 #738240 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US882508BD51 / Texas Instruments Inc | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3617M76X13 / GNMA II 3.5% 12/49#BR8986 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31418AJD19 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US927804FE92 / Virginia Electric & Power 6.35% Senior Notes 11/30/37 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0000 | 0.0000 | ||||||
| US38379FBV04 / GNMA, Series 2015-157, Class GA | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31418BTC09 / FNMA, Other | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US576434SJ46 / MASTER ALTERNATIVE LOANS TRUST | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US75973LAB45 / Renew, Series 2017-1A, Class B | 0.01 | -40.00 | 0.0000 | -0.0000 | |||||
| US25381HAD08 / DIGICEL GROUP HOLDINGS REGD ZCP 144A P/P SER 1B14 0.00000000 | 0.01 | -68.42 | 0.0000 | -0.0000 | |||||
| US16163LAD47 / Chase Mortgage Finance Trust, Series 2007-A2, Class 2A1 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US86359AS959 / Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-26A, Class 3A5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US797440BM51 / San Diego G&e 4.50% 08/15/40 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US202795JM30 / Commonwealth Edison Co | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128M8RN69 / FHLMC Gold Pools, 30 Year | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.01 | 0.0000 | 0.0000 | ||||||
| SBLOFI SWAP CZ030005 12/17/57 B / DCR (N/A) | 0.01 | 0.0000 | 0.0000 | ||||||
| US31416XJN12 / FNMA 3.50% 1/41 #AB2068 | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US31413DVA26 / FNMA ARM 5.65% 7/37 #942609 | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US406216BE02 / Halliburton Co. | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US17025AAF93 / COUNTRYWIDE HOME LOANS CWHL 2006 17 A6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US92277GAJ67 / Ventas Realty LP | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31374CK478 / FNMA 30YR 5% 07/01/2036#310015 | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US3138EDSW26 / FNMA 30YR 3.5% 04/42#AK8632 | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0000 | 0.0000 | ||||||
| US36179RNX34 / Ginnie Mae II Pool | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US38375B6F40 / GNMA, Series 2013-H20, Class FB | 0.01 | -28.57 | 0.0000 | -0.0000 | |||||
| US29425AAK97 / CGCMT 2015-GC33 XA CSTR 09/58 | 0.01 | -82.14 | 0.0000 | -0.0001 | |||||
| US38373SM616 / GNMA, Series 2003-18, Class PG | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US3132H1AK37 / FHLMC Gold Pools, Other | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US9393366B45 / Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CB7 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138XDU244 / FNMA 30YR 4.5% 03/01/2044#AV2400 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US126659AA96 / CVS Pass-Through Trust, Series 2009 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132J9PW26 / FHLG 30YR 4.0% 05/01/2043#Q18136 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| ELM TRUST 2024-ELM VAR 06/10/2027 144A / ABS-MBS (US26860XAW11) | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US31418A5K09 / FNMA 30YR 3.0% 01/01/2044#MA1749 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US12667FRY33 / Alternative Loan Trust 2004-22CB | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US38375UUB42 / GNMA, Series 2015-H02, Class HA | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138WRDS62 / FNMA 30YR 2.5% 04/01/2043#AT3712 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| CITIGROUP MTG LN TR 2024-RP2 X VAR 02/25/2063 144A / ABS-CBDO (US173106AJ49) | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US38377WN831 / GNR 2011-94 SA 1ML+610 07/41 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US665772CC18 / Northern States Power Co./MN | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31392BQR05 / FNMA, REMIC, Series 2001-81, Class HE | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132QPD274 / FHLG 30YR 3% 04/45#Q32820 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132H4CL31 / FHLMC Gold Pools, Other | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36177L3E29 / GNMA 30YR 4% 12/15/2041#792596 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36292LE919 / GNMA 5.50% 6/36 #651860 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0000 | 0.0000 | ||||||
| US3132J83W81 / FHLG 30YR 3.5% 04/01/2043#Q17612 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US466247JV67 / JP MORGAN MORTGAGE TRUST | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0000 | 0.0000 | ||||||
| US31410KPS77 / FNMA 6.00% 7/38 #889733 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138WQNL27 / Fannie Mae Pool | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| EG GROUP TERM B2 1LN 02/07/2028 / LON (XAN2820EAM02) | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US3140Q8KM63 / Fannie Mae Pool | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| ACRISURE TERM B6 1LN 11/06/2030 / LON (US00488PAV76) | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3133BEQS54 / FHLG 30YR 5% 06/01/2052#QE4965 | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US31392FWH62 / FNMA, REMIC, Series 2002-86, Class PG | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US67103HAF47 / O'Reilly Automotive Inc | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US30251GBA40 / FMG Resources August 2006 Pty Ltd | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.00 | 0.0000 | 0.0000 | ||||||
| US3132HDGD75 / FHLMC Gold Pools, Other | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US64352VED91 / New Century Home Equity Loan Trust, Series 2003-5, Class AI6 | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US00817YAJ73 / Aetna Inc. 4.50% 05/15/42 | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US3138W3W901 / FNMA 30YR 3.0% 04/01/2043#AR6071 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31396UYQ74 / FHLMC, REMIC, Series 3184, Class YO | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31392B6U50 / FNMA, Grantor Trust, Whole Loan, Series 2002-T4, Class A2 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US576434SK19 / MASTER ALTERNATIVE LOANS TRUST (MALT) | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US12668BFL27 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 86CB A11 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3136FAAA83 / FNMA, STRIPS, Series 313, Class 1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US82568NAE13 / Shutterfly Finance LLC | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| THAMES WATER UTILITIES LTD 0% 03/22/2027 144A / DBT (XS3002255787) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3138XEJD18 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140F8QZ32 / UMBS, 30 Year | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31397KYA32 / FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-76, Class 2A | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31339NW366 / FHLMC, REMIC, Series 2430, Class WF | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138Y3M579 / FNMA 30YR 4.5% 11/01/2044#AX2179 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31396WEC64 / FNMA, REMIC, Series 2007-54, Class IB | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31394ACG94 / FNMA Trust, Whole Loan, Series 2004-W9, Class 1A3 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US911760LH71 / Vendee Mortgage Trust, Series 1998-1, Class 2E | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| GSCM SWAP CDS 06/20/30 UCGIM B / DCR (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3138X3EQ13 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0000 | 0.0000 | ||||||
| US3137BGB328 / FEDERAL HOME LN MTG MLT CTF GT 427 LI 3.5% 02/15/2034 | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US31393CRH87 / FANNIE MAE FNR 2003 47 PE | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31417CDF95 / FNMA 30YR 3.5% 07/42#AB5501 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| NFE / New Fortress Energy Inc. | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US149123CF65 / Caterpillar Inc | 0.00 | -98.42 | 0.0000 | -0.0006 | |||||
| US3137AXFX62 / FHLMC, REMIC, Series 4146, Class KI | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140EU2S78 / FNMA, Other | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3620AR5X57 / GNMA II, 30 Year | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US05526DBF15 / BAT Capital Corp | 0.00 | -99.64 | 0.0000 | -0.0020 | |||||
| US31410LFB36 / Fannie Mae Pool | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US3136ABMM22 / FNMA, REMIC, Series 2012-148, Class IE | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US31393APN18 / FNMA, REMIC, Series 2003-22, Class Z | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US38375BWC26 / GNMA, Series 2012-H21, Class DF | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US26442UAC80 / Duke Energy Progress LLC | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3620ALSX32 / GNMA 4.50% 7/40 #733234 | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US36202FPP52 / GNMA II, 30 Year | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202FMV57 / GNMA II, 30 Year | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 0.00 | 0.0000 | 0.0000 | ||||||
| US36196HNU04 / GNMA 30YR 4% 12/15/2046#AX5803 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31398VDG86 / FHLMC, REMIC, Series 3648, Class CY | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31417CDE21 / FNMA 30YR 3.5% 07/42#AB5500 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 0.00 | 0.0000 | 0.0000 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 0.00 | 0.0000 | 0.0000 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202FNS10 / GNMA II, 30 Year | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138XK6G40 / FNMA 30YR 3.5% 05/44#AV8070 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US040555CP79 / Arizona Public Service Co. | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3620AMAG73 / GNMA 4.50% 4/40 #733607 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US126694LU05 / COUNTRYWIDE HOME LOANS CWHL 2005 22 2A1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138AJXT48 / FNMA 30YR 5.0% 08/01/2041#AI5189 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US92922FNJ39 / WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132HPXJ82 / FHLG 30YR 4.0% 11/01/2042#Q13381 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3137FBTG19 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.00 | -66.67 | 0.0000 | -0.0000 | |||||
| US31339NHY58 / FHLMC, REMIC, Series 2410, Class QB | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31413ALS05 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140E0SM85 / FNMA 30YR 4.5% 10/01/45#AZ7723 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US81744FDK03 / Sequoia Mortgage Trust, Series 2004-8, Class A2 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31393XFS18 / FANNIEMAE GRANTOR TRUST FNGT 2004 T1 1A1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US881561BU72 / TMTS 2003-4HE A 1ML+43 9/34 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3620ASDP16 / GNMA II, 30 Year | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138LTJF62 / FNMA 30YR 4.0% 05/01/2042#AO2961 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138A2XL89 / FNMA 30YR 4.0% 01/01/2041#AH1582 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31395BCF85 / FNMA, REMIC, Series 2006-9, Class KZ | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31401KQE81 / FNMA 30YR 5% 05/01/2033#710653 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31394NUY20 / FHLMC, REMIC, Series 2733, Class SB | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.00 | 0.0000 | 0.0000 | ||||||
| US38379BNP93 / GNMA, Series 2014-60, Class W | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.00 | 0.0000 | 0.0000 | ||||||
| US92922FQK74 / WaMu Mortgage Pass-Through Certificates Trust, Series 2004-S2, Class 2A4 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31413ECS28 / FNMA 6.00% 9/37 #942981 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| FX Forward: USD/EUR settle 2025-07-11 / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3620AR5J63 / GNMA II, 30 Year | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| EURO-SCHATZ FUT JUN25 DUM5 / DIR (DE000F1B2NJ1) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3138EJLJ57 / FNMA 6.00% 1/42 #AL2128 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US30161NAQ43 / Exelon Corp | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US61765TAG85 / MSBAM 2015-C25 XA CSTR 10/48 | 0.00 | -86.67 | 0.0000 | -0.0000 | |||||
| US07384YLJ37 / Bear Stearns Asset-Backed Securities Trust, Series 2003-SD2, Class 2A | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US92922FYA01 / Washington Mutual Mortgage Pass-through Certificates Series 2003-s12 2a 4.75 25-nov-2018 Bond Interm. Bond | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US12667GLC59 / Alternative Loan Trust, Series 2005-23CB, Class A2 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31397QP692 / FNMA, REMIC, Series 2011-19, Class ZY | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3620AR5U19 / GNMA II, 30 Year | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31417ASD27 / FNMA 4.00% 12/41 #AB4115 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| IRS EUR 2.52 03/27/25 10Y LCH / DIR (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| US45254NLM73 / Impac CMB Trust, Series 2004-10, Class 3A1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31393HGW60 / FHLMC, REMIC, Series 2543, Class YX | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202FYP51 / GNMA II, 30 Year | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US126673BC53 / CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31392B6Y72 / FNMA, Grantor Trust, Whole Loan, Series 2002-T4 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31411CPQ86 / FNMA 5.50% 11/36 #904131 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US760759BA74 / REPUBLIC SERVICES SR UNSEC 2.375% 03-15-33 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US61745MA522 / Morgan Stanley Mortgage Loan Trust, Series 2004-3, Class 4A | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31394LX983 / FHLMC, REMIC, Series 2699, Class W | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.00 | 0.0000 | 0.0000 | ||||||
| US31393X7D37 / FNMA, Grantor Trust, Whole Loan, Series 2004-T2, Class 1A4 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31398LLE64 / FHLMC, REMIC, Series 3610, Class CA | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3139216F04 / FANNIEMAE WHOLE LOAN FNW 2001 W3 A | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31417YKH98 / FNMA 5.00% 1/30 #MA0295 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US38374DFX21 / GNMA, Series 2006-33, Class PK | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31393X7C53 / FANNIEMAE GRANTOR TRUST FNGT 2004 T2 1A3 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138LYTC17 / FNMA, Other | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.00 | 0.0000 | 0.0000 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0000 | 0.0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.00 | 0.0000 | 0.0000 | ||||||
| US31396X2N33 / FNMA, REMIC, Series 2007-109, Class YI | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US20030NCE94 / Comcast Corp | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36157RD772 / GE Capital Mortgage Services, Inc. Trust, Series 1999-HE1, Class A6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US12189TAK07 / Burlington Northern Santa Fe LLC | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US98417EAC49 / Glencore Finance Canada Ltd | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138WBSH90 / FNMA 30YR 4.5% 05/01/2044#AS2319 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31416JAU51 / UMBS, 30 Year | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138E1HV23 / FNMA 30YR 4.0% 12/01/2041#AJ8343 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31394VPT16 / FNMA Trust, Whole Loan, Series 2005-W4, Class 1A1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31418CKY92 / FNMA 10YR 3% 05/01/2027#MA3010 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US939336P801 / Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA1 Trust | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US12631UAA34 / COOF Securitization Trust Ltd., Series 2014-1, Class A | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| FSWP: OIS SOF 3.55680 05/15/2026 / DIR (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31393XGH44 / FNMA Trust, Whole Loan, Series 2004-W2, Class 1A | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| FX Forward: USD/EUR settle 2025-07-11 / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31395EDY05 / FHLMC, REMIC, Series 2845, Class QH | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31393BT471 / FNMA Trust, Whole Loan, Series 2003-W6, Class 1A41 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138XVK338 / FNMA 30YR 4.5% 08/01/2044#AW5713 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.00 | 0.0000 | 0.0000 | ||||||
| FX Forward: USD/EUR settle 2025-07-11 / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31398TJZ57 / FNMA, REMIC, Series 2010-70, Class SA | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140HHSU01 / UMBS, 30 Year | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3136A8PY09 / FEDERAL NAT MTG ASN GTD REM PA 3% 09/25/2027 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US3128CUUQ72 / FHLMC Gold Pools, 20 Year | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US45254NLN56 / Impac CMB Trust, Series 2004-10, Class 3A2 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| LCH OIS SOFRV3.25% MAC 06/18/35 / DIR (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| US38375QA586 / GNMA, Series 2008-50, Class SA | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US225470FA64 / CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 6A13 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US94989WAV90 / WFCM 2015-C31 XA CSTR 11/48 | 0.00 | -92.31 | 0.0000 | -0.0000 | |||||
| US31283LA556 / FHLMC Gold Pools, Other | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31419HRV68 / FNMA 20YR 4.5% 11/01/2030#AE6799 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31396WMD55 / FNMA, REMIC, Series 2007-71, Class GZ | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US12669FWD13 / CHL Mortgage Pass-Through Trust, Series 2004-5, Class 2A9 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31393JLU06 / FHLMC, REMIC, Series 2557, Class HL | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31417YU478 / UMBS, 20 Year | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31417QB862 / FNMA 30YR 4.5% 07/01/2039#AC4562 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US949803AA88 / Wells Fargo Mortgage-Backed Securities Trust, Series 2004-U, Class A1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US61746RCF64 / Morgan Stanley ABS Capital I, Inc. Trust, Series 2003-SD1, Class M1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3133TGT743 / FHLMC, REMIC, Series 2091, Class PG | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31416CBZ86 / UMBS, 30 Year | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US12669FPZ08 / CHL Mortgage Pass-Through Trust, Series 2004-3, Class A25 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US62951MAM29 / NACC Reperforming Loan REMIC Trust, Series 2004-R2, Class A1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31396KGX46 / FNMA, REMIC, Series 2006-77, Class PC | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| FX Forward: USD/EUR settle 2025-07-11 / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31397F5S71 / FHLMC, REMIC, Series 3274, Class B | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US225470FN85 / CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 10A4 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US313929RL76 / FHLMC Gold Pools, Other | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0000 | 0.0000 | ||||||
| US36176QVE15 / GNMA 4.00% 9/41 #773113 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3137AAZB20 / FHLMC, REMIC, Series 3855, Class AM | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US38374XPV19 / GNMA, Series 2009-16, Class SJ | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36297GCZ19 / GNMA 4.50% 2/40 #711188 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US466247K513 / JP Morgan Mortgage Trust 2006-A2 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3133TTTB79 / FHLMC, REMIC, Series 2330, Class PE | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US92922FAS74 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR8, Class A | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US30297NAQ16 / FREMF Mortgage Trust, Series 2018-KW07, Class X2B | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31393AP687 / FANNIEMAE WHOLE LOAN FNW 2003 W4 2A | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31394AB883 / FNMA, REMIC Trust, Whole Loan, Series 2004-W11, Class 1IO1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0000 | 0.0000 | ||||||
| US38376RCQ74 / GNR 2015-H13 HA 2.5% 08/64 | 0.00 | -66.67 | 0.0000 | -0.0000 | |||||
| US38376F6M99 / GNMA, Series 2009-81, Class A | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128S4Q594 / FHLMC | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202FSH00 / GNMA II, 30 Year | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36228F2R69 / GSR Mortgage Loan Trust, Series 2004-6F, Class 3A4 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| CANO HEALTH LLC WT / EC (N/A) | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US30306WAL19 / FREMF Mortgage Trust, Series 2018-KW06, Class X2B | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202FT553 / GNMA II, 30 Year | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| BNP / BNP Paribas SA | 0.00 | 0.0000 | 0.0000 | ||||||
| US3128M5GR53 / FHLG 6.00% 7/37 #G03508 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202EWE57 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31398VXZ48 / FHLMC, REMIC, Series 3653, Class HJ | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31406YB588 / FNMA | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31402RDG11 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| FX Forward: USD/EUR settle 2025-07-11 / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| US38375J4W28 / GNMA, Series 2007-24, Class SA | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US933634AJ62 / WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 VAR 01/25/2064 144A / ABS-CBDO (US17332HAL96) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31394ALN45 / FANNIEMAE WHOLE LOAN FNW 2004 W8 3A | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US05949AHR41 / Banc of America Mortgage Trust, Series 2004-F, Class 1A1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31392A5R58 / FNMA, Grantor Trust, Whole Loan, Series 2001-T12 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US92922FBV94 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 1A6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US32051GBD60 / First Horizon Mortgage Pass-Through Trust, Series 2004-AR6, Class 2A1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US69338AAJ43 / PHH Mortgage Trust, Series 2008-CIM2, Class 5A1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| DGZ / DB Gold Short ETN | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410EM886 / FNMA ARM 6.25% 6/36 #886983 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US48248XAA63 / KGS-Alpha SBA COOF Trust, Series 2013-2, Class A | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31394HR868 / FHLMC, REMIC, Series 2656, Class AC | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US3138AB5X39 / FNMA 4.50% 4/41 #AH9861 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31359WXR77 / FNMA, REMIC, Series 1999-47, Class JZ | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US36228F2K17 / GSR Mortgage Loan Trust, Series 2004-6F, Class 2A4 | 0.00 | 0.0000 | -0.0000 | ||||||
| US38375JJL08 / GNMA, Series 2007-7, Class EI | 0.00 | 0.0000 | -0.0000 | ||||||
| US31359XYK98 / FNMA, REMIC, Series 2000-8, Class Z | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128KYH286 / FHLG 30YR 6.0% 11/01/2037#A67449 | 0.00 | 0.0000 | -0.0000 | ||||||
| US25746UBM09 / Dominioin Resources Inc. 4.9% Senior Notes 08/01/41 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31403DJX84 / FNMA 6.50% 2/36 #745578 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36294V6X33 / GNMA 5.50% 1/37 #661586 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31392DD663 / FNMA, REMIC Trust, Whole Loan, Series 2002-W7, Class IO1 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31397LX614 / FNMA, REMIC, Series 2008-62, Class SM | 0.00 | 0.0000 | 0.0000 | ||||||
| US31397ABD46 / FHLMC, REMIC, Series 3202, Class HI | 0.00 | 0.0000 | -0.0000 | ||||||
| US31398E3W29 / FHLMC, REMIC, Series 3546, Class A | 0.00 | 0.0000 | -0.0000 | ||||||
| US48247QAA22 / KGS-Alpha SBA COOF Trust, Series 2012-4, Class A | 0.00 | 0.0000 | -0.0000 | ||||||
| US38374KGQ04 / GNMA, Series 2004-105, Class SN | 0.00 | 0.0000 | -0.0000 | ||||||
| US86359BBS97 / Structured Asset Securities Corp., Series 2003-37A, Class 2A | 0.00 | 0.0000 | -0.0000 | ||||||
| US32051D6B35 / FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES | 0.00 | 0.0000 | -0.0000 | ||||||
| US74160MDK53 / PRIME MORTGAGE TRUST | 0.00 | 0.0000 | -0.0000 | ||||||
| US05951FBG81 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 1 1A6 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31394FN507 / FNMA, REMIC, Series 2005-84, Class XM | 0.00 | 0.0000 | -0.0000 | ||||||
| SWP: IFS 2.531250 04/15/2029 USC / DIR (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| US48247KAA51 / KGS-Alpha SBA COOF Trust, Series 2012-2, Class A | 0.00 | 0.0000 | 0.0000 | ||||||
| US911760MJ29 / Vendee Mortgage Trust, Series 1999-1, Class 2Z | 0.00 | 0.0000 | -0.0000 | ||||||
| US38374NEG88 / GNMA, Series 2006-26, Class S | 0.00 | 0.0000 | -0.0000 | ||||||
| US17307GLA49 / Citigroup Mortgage Loan Trust, Inc., Series 2004-UST1, Class A3 | 0.00 | 0.0000 | -0.0000 | ||||||
| US911760HH28 / VENDEE MORTGAGE TRUST VENDE 1996 2 1Z | 0.00 | 0.0000 | -0.0000 | ||||||
| SBLOFI SWAP 12/17/57 B / DCR (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202FSX59 / GNMA II, 30 Year | 0.00 | 0.0000 | -0.0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.00 | 0.0000 | 0.0000 | ||||||
| US94981VAB36 / Wells Fargo Mortgage-Backed Securities Trust, Series 2004-K, Class 1A2 | 0.00 | 0.0000 | -0.0000 | ||||||
| US38375JMV43 / GNMA, Series 2007-9, Class CI | 0.00 | 0.0000 | -0.0000 | ||||||
| US38373QS443 / GNMA, Series 2003-52, Class SB | 0.00 | 0.0000 | -0.0000 | ||||||
| US38373MC578 / GNMA, Series 2007-16, Class KU | 0.00 | 0.0000 | -0.0000 | ||||||
| US61748HCK59 / Morgan Stanley Mortgage Loan Trust 2004-7AR | 0.00 | 0.0000 | -0.0000 | ||||||
| US31394AB214 / FNMA, REMIC, Series 2004-72, Class F | 0.00 | 0.0000 | -0.0000 | ||||||
| US31395VM487 / FHLMC, REMIC, Series 2995, Class FT | 0.00 | 0.0000 | -0.0000 | ||||||
| US3136ACE564 / FNMA, REMIC, Series 2013-13, Class IK | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128PT7F63 / FHLMC Gold Pools, 15 Year | 0.00 | 0.0000 | -0.0000 | ||||||
| US31359SYL86 / FNMA, REMIC, Series 2001-16, Class Z | 0.00 | 0.0000 | -0.0000 | ||||||
| US32051GQ818 / FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES | 0.00 | 0.0000 | -0.0000 | ||||||
| US31393MS280 / FHLMC, REMIC, Series 2586 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3133TSBX09 / FHLMC, REMIC, Series 2293, Class ZA | 0.00 | 0.0000 | -0.0000 | ||||||
| US31351BFA89 / FHLMC, STRIPS, Series 186 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31359SWU04 / FNMA, REMIC, Series 2001-14, Class Z | 0.00 | 0.0000 | -0.0000 | ||||||
| US466247K935 / JP Morgan Mortgage Trust 2006-A2 | 0.00 | 0.0000 | -0.0000 | ||||||
| US59020UDP75 / Merrill Lynch Mortgage Investors Trust, Series 2004-C, Class A2 | 0.00 | 0.0000 | -0.0000 | ||||||
| US863579CB23 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-14, Class 1A | 0.00 | 0.0000 | -0.0000 | ||||||
| US36242DCH44 / GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3 | 0.00 | 0.0000 | -0.0000 | ||||||
| US466247EY51 / JP Morgan Mortgage Trust, Series 2004-S1, Class 3A1 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31393XGQ43 / FANNIEMAE WHOLE LOAN FNW 2004 W2 2A2 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3133TUBN72 / FHLMC, REMIC, Series 2325, Class JO | 0.00 | 0.0000 | -0.0000 | ||||||
| US31297FAA12 / FHLMC Gold Pools, 30 Year | 0.00 | 0.0000 | -0.0000 | ||||||
| US31396PND95 / FNMA, REMIC, Series 2007-10, Class Z | 0.00 | 0.0000 | -0.0000 | ||||||
| US05946XV833 / Banc of America Funding Trust, Series 2005-7, Class 30PO | 0.00 | 0.0000 | -0.0000 | ||||||
| US31392MM822 / FHLMC, REMIC, Series 2466, Class DH | 0.00 | 0.0000 | -0.0000 | ||||||
| US466247JX24 / JP Morgan Mortgage Trust, Series 2004-S2, Class 5A1 | 0.00 | 0.0000 | -0.0000 | ||||||
| US81744FCU93 / SEMT 2004-6 A3B 6ML+44 7/34 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31398PKD05 / FNMA, REMIC, Series 2010-35, Class SB | 0.00 | 0.0000 | 0.0000 | ||||||
| US3133TD6D39 / FHLMC, REMIC, Series 2036, Class PG | 0.00 | 0.0000 | -0.0000 | ||||||
| US31398GKH10 / FNMA, REMIC, Series 2009-112, Class ST | 0.00 | 0.0000 | -0.0000 | ||||||
| US31393FVT01 / FHLMC, REMIC, Series 2534, Class SI | 0.00 | 0.0000 | -0.0000 | ||||||
| US31396QKF53 / FNMA, REMIC, Series 2009-52, Class PI | 0.00 | 0.0000 | -0.0000 | ||||||
| US38375QKS74 / GNMA, Series 2008-40, Class SA | 0.00 | 0.0000 | -0.0000 | ||||||
| US17307GMC95 / Citigroup Mortgage Loan Trust, Inc., Series 2004-HYB4, Class AA | 0.00 | 0.0000 | -0.0000 | ||||||
| US31395UEH05 / FHLMC, REMIC, Series 2980, Class QB | 0.00 | 0.0000 | -0.0000 | ||||||
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| SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) | -0.02 | -0.0000 | -0.0000 | ||||||
| SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) | -0.02 | -0.0000 | -0.0000 | ||||||
| FSWP: IFS 1.504000 15-MAY-2027 CPT / DIR (N/A) | -0.02 | -0.0000 | -0.0000 | ||||||
| EURO-BUND FUTURE SEP25 RXU5 CALL 131.50 06/20/2025 / DIR (DE000F10Q7D3) | -0.02 | -0.0000 | -0.0000 | ||||||
| SWP: IFS 2.687500 4/15/2029 USC / DIR (N/A) | -0.02 | -0.0000 | -0.0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.02 | -0.0000 | -0.0000 | ||||||
| BARCLAYS BANKL PLC SNR SE ICE 12/20/2025 / DCR (N/A) | -0.02 | -0.0000 | -0.0000 | ||||||
| SWP: IFS 2.832000 04/15/2028 USC / DIR (N/A) | -0.02 | -0.0000 | -0.0000 | ||||||
| LONG GILT FUTURE SEP25 G U5 / DIR (GB00MP6FM953) | -0.02 | -0.0000 | -0.0000 | ||||||
| ORO USD 10Y C 3.78500 L 06/23/25 GLM / DIR (N/A) | -0.02 | -0.0000 | -0.0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.02 | -0.0001 | -0.0001 | ||||||
| FSWP: JPY 0.997500 3/12/2027 FTO / DIR (N/A) | -0.02 | -0.0001 | -0.0001 | ||||||
| BLACKROCK CDS SWAP 1% 12/20/2029 / DCR (N/A) | -0.02 | -0.0001 | -0.0001 | ||||||
| FSWP: IFS 1.514000 15/05/2027 CPT / DIR (N/A) | -0.02 | -0.0001 | -0.0001 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.02 | -0.0001 | -0.0001 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.02 | -0.0001 | -0.0001 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.02 | -0.0001 | -0.0001 | ||||||
| SWP: IFS 2.723500 4/15/2029 USC / DIR (N/A) | -0.02 | -0.0001 | -0.0001 | ||||||
| SWP: IFS 2.789500 04/15/2028 USC / DIR (N/A) | -0.02 | -0.0001 | -0.0001 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.03 | -0.0001 | -0.0001 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.03 | -0.0001 | -0.0001 | ||||||
| US01F0304620 / Uniform Mortgage-Backed Security, TBA | -0.03 | -103.32 | -0.0001 | -0.0018 | |||||
| BNP / BNP Paribas SA | -0.03 | -0.0001 | -0.0001 | ||||||
| ORO USD 10Y C 3.73 L 06/20/25 GLM / DIR (N/A) | -0.03 | -0.0001 | -0.0001 | ||||||
| GSCOFI SWAP CY885799 12/15/56 S / DCR (N/A) | -0.03 | -0.0001 | -0.0001 | ||||||
| SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) | -0.03 | -0.0001 | -0.0001 | ||||||
| ORO USD 10Y C 3.73500 L 06/30/25 GLM / DIR (N/A) | -0.03 | -0.0001 | -0.0001 | ||||||
| SWP: IFS 2.833750 04/15/2028 USC / DIR (N/A) | -0.03 | -0.0001 | -0.0001 | ||||||
| SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) | -0.03 | -0.0001 | -0.0001 | ||||||
| US ULTRA BOND CBT FUT SEP25 WNU5 / DIR (N/A) | -0.03 | -0.0001 | -0.0001 | ||||||
| DGZ / DB Gold Short ETN | -0.03 | -0.0001 | -0.0001 | ||||||
| AT+T INC SNR S* ICE 12/20/2025 / DCR (N/A) | -0.03 | -0.0001 | -0.0001 | ||||||
| BNP / BNP Paribas SA | -0.03 | -0.0001 | -0.0001 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.03 | -0.0001 | -0.0001 | ||||||
| SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) | -0.03 | -0.0001 | -0.0001 | ||||||
| SWP: IFS 2.869500 4/15/2028 USC / DIR (N/A) | -0.03 | -0.0001 | -0.0001 | ||||||
| DGZ / DB Gold Short ETN | -0.03 | -0.0001 | -0.0001 | ||||||
| RFR EUR ESTRON 2.05630 11/18/24 5Y LCH / DIR (N/A) | -0.04 | -0.0001 | -0.0001 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.04 | -0.0001 | -0.0001 | ||||||
| DGZ / DB Gold Short ETN | -0.04 | -0.0001 | -0.0001 | ||||||
| MSCS SWAP CY885799 12/15/56 S / DCR (N/A) | -0.04 | -0.0001 | -0.0001 | ||||||
| GSCOFI SWAP CY885799 12/15/56 S / DCR (N/A) | -0.04 | -0.0001 | -0.0001 | ||||||
| GSCOFI SWAP CY885799 12/15/56 S / DCR (N/A) | -0.04 | -0.0001 | -0.0001 | ||||||
| BNP / BNP Paribas SA | -0.04 | -0.0001 | -0.0001 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.04 | -0.0001 | -0.0001 | ||||||
| US01F0424675 / Uniform Mortgage-Backed Security, TBA | -0.04 | -106.94 | -0.0001 | -0.0015 | |||||
| SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) | -0.05 | -0.0001 | -0.0001 | ||||||
| IRS EUR 2.40000 04/09/25 5Y LCH / DIR (N/A) | -0.05 | -0.0001 | -0.0001 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.05 | -0.0001 | -0.0001 | ||||||
| FSWP: JPY 1.018460 3/12/2027 FTO / DIR (N/A) | -0.06 | -0.0001 | -0.0001 | ||||||
| BNP / BNP Paribas SA | -0.06 | -0.0001 | -0.0001 | ||||||
| RFR EUR ESTRON 2.06280 11/14/24 5Y LCH / DIR (N/A) | -0.06 | -0.0001 | -0.0001 | ||||||
| FSWP: JPY 1.026500 03/12/2027 FTO / DIR (N/A) | -0.06 | -0.0001 | -0.0001 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.07 | -0.0002 | -0.0002 | ||||||
| RFR USD SOFR-3.75000 05/07/25-10Y LCH / DIR (N/A) | -0.07 | -0.0002 | -0.0002 | ||||||
| FSWP: IFS 1.528500 5/15/2027 CPT / DIR (N/A) | -0.08 | -0.0002 | -0.0002 | ||||||
| US 10YR NOTE FUT (CBT)SEP25 TYU5 CALL 111.50 06/20/2025 / DIR (N/A) | -0.08 | -0.0002 | -0.0002 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.08 | -0.0002 | -0.0002 | ||||||
| BNP / BNP Paribas SA | -0.08 | -0.0002 | -0.0002 | ||||||
| DGZ / DB Gold Short ETN | -0.09 | -0.0002 | -0.0002 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.09 | -0.0002 | -0.0002 | ||||||
| ZCS BRL 13.9271 05/08/25 01/04/27 CME / DIR (N/A) | -0.09 | -0.0002 | -0.0002 | ||||||
| GB00H240B223 / LME Nickel Base Metal | -0.09 | -0.0002 | -0.0002 | ||||||
| SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) | -0.09 | -0.0002 | -0.0002 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.09 | -0.0002 | -0.0002 | ||||||
| US21H0306660 / Ginnie Mae II pool | -0.09 | -100.18 | -0.0002 | -0.1282 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.10 | -0.0002 | -0.0002 | ||||||
| OIS CAD CAONREPO-3.00000 01/23/25 9Y* LC / DIR (N/A) | -0.10 | -0.0002 | -0.0002 | ||||||
| BNP / BNP Paribas SA | -0.10 | -0.0002 | -0.0002 | ||||||
| ZCS BRL 13.2914 05/08/25 01/02/29 CME / DIR (N/A) | -0.10 | -0.0003 | -0.0003 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.11 | -0.0003 | -0.0003 | ||||||
| EURO-BTP FUTURE JUN25 IKM5 / DIR (DE000F1B2NF9) | -0.11 | -0.0003 | -0.0003 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.11 | -0.0003 | -0.0003 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.12 | -0.0003 | -0.0003 | ||||||
| DGZ / DB Gold Short ETN | -0.13 | -0.0003 | -0.0003 | ||||||
| FX Forward: USD/BRL settle 2025-10-02 / DFE (N/A) | -0.13 | -0.0003 | -0.0003 | ||||||
| 5Y RTP 4.025000 08/13/2025 SYNTH/SWAPTION / DIR (N/A) | -0.14 | -0.0003 | -0.0003 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.14 | -0.0003 | -0.0003 | ||||||
| BNP / BNP Paribas SA | -0.15 | -0.0004 | -0.0004 | ||||||
| FX Forward: USD/GBP settle 2025-06-03 / DFE (N/A) | -0.15 | -0.0004 | -0.0004 | ||||||
| BNP / BNP Paribas SA | -0.16 | -0.0004 | -0.0004 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.18 | -0.0004 | -0.0004 | ||||||
| US 5YR NOTE (CBT) FUT SEP25 FVU5 / DIR (N/A) | -0.20 | -0.0005 | -0.0005 | ||||||
| LCH OIS SOFRV3.25% MAC 06/18/28 / DIR (N/A) | -0.21 | -0.0005 | -0.0005 | ||||||
| CDX HY43 5Y ICE / DCR (N/A) | -0.26 | -0.0006 | -0.0006 | ||||||
| RFR USD SOFR-3.75000 12/18/24 10Y LCH / DIR (N/A) | -0.26 | -0.0006 | -0.0006 | ||||||
| BNP / BNP Paribas SA | -0.32 | -0.0008 | -0.0008 | ||||||
| FX Forward: USD/EUR settle 2025-07-11 / DFE (N/A) | -0.32 | -0.0008 | -0.0008 | ||||||
| DGZ / DB Gold Short ETN | -0.50 | -0.0012 | -0.0012 | ||||||
| DGZ / DB Gold Short ETN | -0.50 | -0.0012 | -0.0012 | ||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | -0.83 | -0.0020 | -0.0020 | ||||||
| US 10YR NOTE FUT (CBT)SEP25 TYU5 / DIR (N/A) | -0.86 | -0.0021 | -0.0021 | ||||||
| US 10YR NOTE FUT (CBT)SEP25 TYU5 / DIR (N/A) | -0.86 | -0.0021 | -0.0021 | ||||||
| ICE: (CDX.NA.IG.44.V1) 1.00000 06/20/2030 / DCR (N/A) | -0.90 | -0.0022 | -0.0022 | ||||||
| US 10YR ULTRA FUT SEP25 UXYU5 / DIR (N/A) | -1.26 | -0.0030 | -0.0030 | ||||||
| FX Forward: USD/BRL settle 2025-10-02 / DFE (N/A) | -2.30 | -0.0055 | -0.0055 | ||||||
| EW / Edwards Lifesciences Corporation | -2.75 | -126.67 | -0.0066 | -0.0314 | |||||
| US01F0626717 / Uniform Mortgage-Backed Security, TBA | -6.05 | -0.0145 | -0.0145 | ||||||
| US01F0506B75 / Fannie Mae or Freddie Mac | -13.07 | -200.00 | -0.0314 | -0.0628 | |||||
| US01F0606750 / Uniform Mortgage-Backed Security, TBA | -18.59 | -141.13 | -0.0447 | -0.1471 | |||||
| US21H0626695 / GINNIE MAE | -20.72 | -1,090.87 | -0.0498 | -0.0545 | |||||
| US21H0326627 / GNMA | -25.59 | -170.22 | -0.0615 | -0.1441 | |||||
| US01F0326664 / Uniform Mortgage-Backed Security, TBA | -27.51 | -134.16 | -0.0661 | -0.2597 | |||||
| US21H0226637 / Ginnie Mae | -31.91 | 6.43 | -0.0767 | -0.0087 | |||||
| US01F0306609 / Fannie Mae or Freddie Mac | -53.05 | -67.33 | -0.1275 | 0.2407 | |||||
| US01F0626634 / Uniform Mortgage-Backed Security, TBA | -76.33 | -1,179.97 | -0.1834 | -0.1995 | |||||
| US21H0526606 / Ginnie Mae | -83.44 | 160.48 | -0.2005 | -0.1279 | |||||
| US21H0426617 / Ginnie Mae | -89.37 | -432.05 | -0.2148 | -0.2758 | |||||
| US01F0606677 / Uniform Mortgage-Backed Security, TBA | -175.69 | -174.93 | -0.4222 | -0.9857 | |||||
| US01F0206619 / FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | -179.66 | -169.52 | -0.4318 | -1.0529 | |||||
| US01F0406698 / UMBS TBA | -265.02 | -576.04 | -0.6369 | -0.7631 | |||||
| US01F0426654 / Uniform Mortgage-Backed Security, TBA | -584.46 | 4,034.84 | -1.4046 | -1.3725 |
